| 基于RBF神经网络的股市建模与预测 |
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| 引用本文： | 郑丕谔,马艳华.基于RBF神经网络的股市建模与预测[J].天津大学学报(自然科学与工程技术版),2000,33(4):483-486. |
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| 作者姓名： | 郑丕谔 马艳华 |
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| 作者单位： | 天津大学管理学院,天津 |
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| 基金项目： | 国家自然科学基金资助项目(79670064)． |
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| 摘 要： | 提出一种基于ＲＢＦ神经网络的股市预测建模方法，并采用递阶遗传算法训练ＲＢＦ网络的参数、权重和结构，对上证综指和个股（伊利股份）的建模与预测结果表明，该训练方法使ＲＢＦ神经网络具有很强的学习与泛化能力，它在股市这样一个复杂的非线性随机系统建模中具有很高应用价值。
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| 关 键 词： | RBF网络 递阶遗传算法 股票市场 建模 预测 |
| 文章编号： | 0493-2137(2000)04-0483-04 |
| 修稿时间： | 1999-03-08 |
RBF NEURAL NETWORK-BASED STOCKS MARKET MODELING AND FORECASTING |
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| ZHENG Pi-e,MA Yan-hua.RBF NEURAL NETWORK-BASED STOCKS MARKET MODELING AND FORECASTING[J].Journal of Tianjin University(Science and Technology),2000,33(4):483-486. |
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| Authors: | ZHENG Pi-e MA Yan-hua |
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| Institution: | ZHENG Pi-e
,MA Yan-hua
;(School of Management,Tianjin University,Tianjin 300072,China) |
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| Abstract: | An RBF neural network based method for stocks market modeling and forecasting is presented,and a hierarchical genetic algorithm is proposed to train network parameters such as RBF centers,widths,connection weights and the configuration.As a result,stocks marcket models to forecast the stocks marcket price and index are developed with RBF neural networks with well trained parameters and configuration,based on the real world data available from operation of stocks marckets.By forecasting the Shanghai stock market price index and the stock price of Yili it has shown that this method has reinforced learning properties and mapping capabilities.It is useful for modeling and forecasting of uncertain nonlinear systems. |
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| Keywords: | RBF neural network hierarchical genetic algorithms time series stock market price index modeling and forecasting |
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