摘要
研究了股票价格趋势的预测问题,并给出了基于BP神经网络的股票价格趋势预测方法和预测的总体流程.讨论了输入参数的选取,描述了神经网络的结构.实验结果表明,该方法预测精度较高,特别是在对股价拐点的预测上效果良好,适用于股价震荡期间的预测.
This paper studies the problem of stock price trend forecasting and presents a forecasting method based on BP neural network. The overall forecasting flow is proposed at first. Then, the selection of input parameters is discussed, and the structure of neural network is described. Experimental results show that the prediction accuracy of the proposed method is high, especially in forecasting price inflection point during the period of price shocks.
出处
《北方工业大学学报》
2013年第1期11-16,55,共7页
Journal of North China University of Technology
基金
国家自然科学基金项目(61105045
51075423)
北京市属市管高等学校人才强教计划资助项目(PHR20100509
PHR201108057)
关键词
BP神经网络
股价趋势
预测
买卖决策
BP neural network
stock price trend
forecasting
trading decisions