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基于rough集与BP神经网络的大非减持度预测研究 被引量:1

Research on Subtraction Degree Forecast of Large-scale Non-circulation Based on Rough Sets and BP Neural Network
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摘要 以深交所大非股东为研究对象,将BP神经网络结合rough集理论应用于大非减持度预测,构建一套减持度预测系统,测试结果表明该预测系统平均预测准确度较高,具有实用性,能够为普通投资者及监管者提供参考作用。 The article takes the large-scale non-circulation in Shenzhen stock market as research example,applying BP neural network and rough set theory to building a prediction system for subtraction degree of large-scale non-circulation.The results show that the system has a high-average accuracy and high practicality,which can provide a reference for ordinary investors and regulators.
出处 《软科学》 CSSCI 北大核心 2010年第10期127-130,共4页 Soft Science
基金 国家社会科学基金资助项目(08BJY154) 教育部新世纪人才项目(NCET-07-0905)
关键词 BP神经网络 ROUGH集 属性简约 大非减持度预测 BP neural network rough set attribute reduction subtraction degree forecast of large-scale non-circulation
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