| 基于贝叶斯正则化BP神经网络的股票指数预测 |
| |
| 引用本文： | 杨海深,傅红卓. 基于贝叶斯正则化BP神经网络的股票指数预测[J]. 科学技术与工程, 2009, 9(12) |
| |
| 作者姓名： | 杨海深 傅红卓 |
| |
| 作者单位： | 华南理工大学理学院数学系,广州,510640;华南理工大学理学院数学系,广州,510640 |
| |
| 摘 要： | 提出了利用贝叶斯正则化BP神经网络对股票指数进行预测.通过对比实验表明,贝叶斯正则化的BP神经网络比相同条件下采用其他改进算法有较好的泛化能力,对股票指数预测有很好的效果.
|
| 关 键 词： | 神经网络 贝叶斯正则化 上证指数 |
Stock Index Forecast Based on Bayesian Regularization BP Neural Network |
| |
| YANG Hai-shen,FU Hong-zhuo. Stock Index Forecast Based on Bayesian Regularization BP Neural Network[J]. Science Technology and Engineering, 2009, 9(12) |
| |
| Authors: | YANG Hai-shen FU Hong-zhuo |
| |
| Affiliation: | Department of Mathematics;South China University of Technology;Guangzhou 510640;P.R.China |
| |
| Abstract: | Using Bayesian regularization BP neural network to prodict stock index was proposed.Experimental results show that Bayesian regularization method has stronger generalization capabilities than other improved BP algorithms under the same situation,and is well effective to forecast the stock index. |
| |
| Keywords: | BP neural network Bayesian regularization algorithm Shanghai stock index |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
