股指与宏观经济变量的神经网络仿真建模和预测

Neural network simulation makes model and prediction on stock indexes and macroeconomic variables

股市波动与宏观经济变量之间有着复杂的非线性关系。分析了影响股指的宏观经济因素,利用2000年至2006年度的相关数据建立BP神经网络模型仿真、建模和预测,取得预定效果,并对2006年度股指的快速上涨现象做出分析,得出我国股市已进入复苏上涨期。

Stock market has complicated nonlinearity relation between fluctuation and the macro-economy variable. The paper analyses the macro-economy factor affecting stock index, then builds Back-propagation network, model using the relevance data from the year 2000 to 2006, being simulating, building the model and making the forecast; this gets the effect fixing in advance, and finally making analysis to the stock index fleetness in 2006.