摘要
提出一种结合宏观国际经济影响因素与黄金价格时间序列相接合的LM-BP模型。仿真结果表明,该算法能够较好预测黄金价格的走势,并且运用固定权值阈值方法实现了预测结果的稳定,使得能够进行实际应用。
Aiming at the complexity of inside structure and levity of exterior complication in system of stock market which make stock market prediction a complex problem, a method of modeling Adaptive Network - based Fuzzy Inference System that is based on thorough study of the difficult problems facing stock predication is proposed. ANFIS is a System combined with artificial neural network and T - S fuzzy Inference which overcomes fuzzy theorem couldn＇ t self - study and neural network couldn＇t express human language. ANFIS algorithm can effectively and reliably be used in prediction of the Shanghai stock index, and get fuzzy inference rules which can exolain how the Finance Svstem run.
出处
《经济问题》
CSSCI
北大核心
2010年第1期110-114,共5页
On Economic Problems
关键词
人工神经网络
黄金价格预测
：gold price predietion
neum - fuzzy inference system
adaptive neural network
