基于GCS-BP的期权定价模型的股票价值

The stock value based on the GCS-BP′s option pricing model

为了通过期权定价模型对股票的价值进行估计,首先运用基于高斯扰动的布谷鸟GCS-BP神经网络对公司价值进行预测,然后根据Black-Scholes模型求出股票的价值,最后将其与该公司股票在股市上的价格相比较判断该股票是否有投资价值.该方法简单有效,克服了传统的股票价值确定方法的缺点.

In order to estimate the value of stock by options pricing model,the cuckoo search al-gorithm based on Gauss perturbation GCS-BP neural network is applied to predict the value of the company.Then the value of stock is figured out according to the Black-Scholes model.Fi-nally,the value can be compared with the price of company′s stock in the stock market and the investment value of the stock can be judged.This method is simple and effective,it overcomes the shortcomings of the traditional method of determining the stock value.