基于小波神经网络的股票预测

Stock price prediction based on the wavelet neural network

通过将Morlet母小波基函数作为神经网络隐含层神经元的激励函数,构建了Morlet小波神经网络,对网络结构进行了隐含层节点的优化,对股票收盘价的变化进行仿真和预测,实验结果表明,Morlet小波神经网络具有较好的逼近非线性映射的能力,其泛化性能和预测能力较优.

Through the mother Morlet wavelet basis function as the excitation function of hidden layer neurons in the neural network,this paper has built the Morlet wavelet neural network,optimized the hidden layer nodes of the network structure,simulated and predicted the change of the stock s closing price. The experimental results show that the Morlet wavelet neural network has a relatively better approximation of nonlinear mapping ability,a better generalization performance and prediction ability.