基于神经网络的股票价格预测

Model of the Price fluctuations in Stock Market and Forecasting

在股票市场中,价格是围绕其内在价值上下波动的,而价格的变化又取决与供求关系的影响.文献[4]运用系统动力学的方法,建立了以供,需和价格为变量的动力学模型.本文以此模型为依据,设计了神经网络模型并采用历史数据对起进行训练,实证研究表明我们得到的模型具有很好的预测作用.

In stock Markets, the price is fluctuating around its fundamental value. At the same time, the price will change when demand or supply changes. In literature[4], we build a dynamical model of demand/supply and price through dynamical method. Based on the model, we design a Neural Network model, and train it using practical data.