| 基于对称Levy函数的径向基函数神经网络用于股市预测 |
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| 引用本文： | 卞国兴,郑鑫,陈天仑.基于对称Levy函数的径向基函数神经网络用于股市预测[J].南开大学学报,2005,38(2):10-14. |
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| 作者姓名： | 卞国兴 郑鑫 陈天仑 |
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| 作者单位： | 物理科学学院,南开大学,天津,300071;物理科学学院,南开大学,天津,300071;物理科学学院,南开大学,天津,300071 |
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| 基金项目： | Supported by National Natural Science Foundation of China(90203008)
the Doctoral Foundation of Chinese Eduatlon Commission(2002055009) |
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| 摘 要： | 在做径向基函数预测股票数据产生的非线性时间序列研究的时候,发现股票数据有标度行为。用对称Levy函数来取代高斯函数作为径向基函数神经网络的径向基来作预测,获得了更好的预测结果.
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| 关 键 词： | 神经网络 非线性时间序列 股市预测 对称Levy函数 |
Radia Basis Function Neural Network Based on Symmetrical Levy Function Used in Stock Forecasting transfer |
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| Bian Guoxing Zheng Xin Chen Tianlun.Radia Basis Function Neural Network Based on Symmetrical Levy Function Used in Stock Forecasting transfer[J].Acta Scientiarum Naturalium University Nankaiensis,2005,38(2):10-14. |
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| Authors: | Bian Guoxing Zheng Xin Chen Tianlun |
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| Abstract: | In the research of using Radial Basis Function Neural Network (RBF NN) forcasting the nonlinear time series produced by stock data, we find its scaling behavior. We try to use symmetrical Levy transfer function instead of Gaussian transfer function as RBF, and obtain much better forecasting results. |
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| Keywords: | neural network nonlinear time series stock forecasting symmetrical Levy distribution function |
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