| 基于BP神经网络的我国股指期货价格预测 |
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| 引用本文： | 孙海涛,杨德平,李聪.基于BP神经网络的我国股指期货价格预测[J].青岛大学学报(自然科学版),2012,25(3):93-96. |
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| 作者姓名： | 孙海涛 杨德平 李聪 |
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| 作者单位： | 青岛大学经济学院,山东青岛,266071 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 应用BP神经网络理论提出了我国股指期货市场价格走势短期预测模型。首先根据实验数据的特点分别构建单因素、多因素BP神经网络预测模型,再通过重复试验的方法,运用BP神经网络对股指期货价格序列进行训练,从而对股指期货价格进行预测。结果表明,通过BP神经网络预测模型得到的预测值与股指期货的实际价格有着很高的拟合度。
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| 关 键 词： | BP神经网络 股指期货 价格预测 |
Prediction of Stock Index Future Price Based on BP Neural Network |
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| SUN Hai-tao
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YANG De-ping
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LI Cong.Prediction of Stock Index Future Price Based on BP Neural Network[J].Journal of Qingdao University(Natural Science Edition),2012,25(3):93-96. |
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| Authors: | SUN Hai-tao YANG De-ping LI Cong |
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| Institution: | (College of Economics;Qingdao University,Qingdao 266071 China) |
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| Abstract: | The prediction model of the price about the short-time movements of stock index futures was proposed with BP neural network theory in the market of China.The single-factor and multi-factors BP neural networks is built according to the characteristics of the raw datas.The prediction model is adjusted through repeated experiments to predict the prices.Simulation results show that the predicted values are agreement with the actual value of stock index futures. |
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| Keywords: | BP neural network stock index tuture prediction of price |
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