基于Elman神经网络的股市决策模型

Stock market's decision-making model based on Elman neural network

利用具有时变适应能力的Elman动态回归神经网络,建立了股市的预测和决策模型,并利用两只股票进行了实验检验,实验结果表明,该模型具有较高的预测精度、较为稳定的预测效果和较快的收敛速度,说明该模型应用于股票市场的预测与决策是可行和有效的,对于短期的买卖决策具有指导意义,有着良好的应用前景。

In order to be effective forecasting and deciding, the Elman neural networks of dynamic recurrent with timevarying ability were applied, The stock market forecast and decision-making model was built in this article. And two shares were selected for the test. The experimental results show that the model applied to the stock market forecast and decisionmaking is feasible and effective, so it has a good prospect.