| 混沌理论在股票价格预测中的应用 |
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| 引用本文： | 陈敏,叶晓舟.混沌理论在股票价格预测中的应用[J].系统仿真技术,2008,4(4):228-232. |
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| 作者姓名： | 陈敏 叶晓舟 |
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| 作者单位： | 湖南工学院,计算机科学系,湖南,衡阳,421002 |
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| 基金项目： | 湖南省高等学校科学研究项目 |
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| 摘 要： | 针对股票时间序列的非线性特点，结合混沌理论和神经网络理论，提出了基于混沌理论的股票价格神经网络预测方法。同时利用重构相空间的嵌人维数确定神经网络的结构，对实际的股票时间序列预测结果表明，该方法能有效地进行短期预测，在股票时问序列预测中有广泛的实用价值。
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| 关 键 词： | 混沌时间序列 股票价格 神经网络 预测 |
The Application of Chaos Theory to Stock Price Forecasting |
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| CHEN Min,YE Xiaozhou.The Application of Chaos Theory to Stock Price Forecasting[J].System Simulation Technology,2008,4(4):228-232. |
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| Authors: | CHEN Min YE Xiaozhou |
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| Affiliation: | ( Department of Computer Science and Teehnlology, Hunan Insititute of Technology, Hengyang 421002, China) |
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| Abstract: | A method of stock price prediction based on chaos theory is presented by hypothesis of stock time series being non-linear and by taking advantages of BP neural network and chaos theory.Meanwhile,structures of neural network are determined by embedding dimension of phase space reconstruct.Predicting results for practical stock time series show that the method is able to do short-term prediction effectively,thus it can be widely used in stock time series prediction. |
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| Keywords: | chaotic time series stock price neural network prediction |
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