| 基于遗传神经网络的股票价格短期预测 |
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| 引用本文： | 孙全,朱江. 基于遗传神经网络的股票价格短期预测[J]. 计算机工程与应用, 2002, 38(5): 237-238,252 |
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| 作者姓名： | 孙全 朱江 |
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| 作者单位： | 1. 湖北大学数学与计算机科学学院,武汉430062
2. 华中科技大学经济学院,武汉430074 |
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| 摘 要： | 该文在总结非线性时间序列预测模型的基础上,将遗传算法和人工神经网络相结合,提出了遗传神经网络模型。并将其应用到股票价格的短期预测。最后,针对仿真结果进行分析,该文得到的结果为平均相对误差小于0.086,实际值与预测值之间的相关系数大于0.91。结果表明该模型有较好的预测能力。
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| 关 键 词： | 遗传算法 神经网络 股票价格 预测 |
| 文章编号： | 1002-8331-(2002)05-0237-02 |
Short-term Prediction of Stock Price Based on Genetic Neural Network |
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| Sun Quan Zhu Jiang. Short-term Prediction of Stock Price Based on Genetic Neural Network[J]. Computer Engineering and Applications, 2002, 38(5): 237-238,252 |
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| Authors: | Sun Quan Zhu Jiang |
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| Affiliation: | Sun Quan 1 Zhu Jiang 21 |
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| Abstract: | This paper sum up the models on nonlinear time series forecasting,and present s one model called genetic neural network,based on genetic algorithm and artifical neural network.Then apply it to the prediction of stock price,the trained mean relative error of price<0.086and the trained correlation coefficient >0.91have been achieved.The results show that if the network can be well trained with a set of trading data,it would have satisfactory forecasting ability. |
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| Keywords: | genetic algorithm neural network stock price prediction |
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