| 时间序列预测及在汇率市场中的应用 |
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| 引用本文： | 刘巧莲.时间序列预测及在汇率市场中的应用[J].枣庄师专学报,2007,24(5):53-55. |
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| 作者姓名： | 刘巧莲 |
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| 作者单位： | 山东师范大学管理与经济学院 山东济南250014，枣庄学院计算机科学系山东枣庄277160 |
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| 摘 要： | 遗传编程(GP)和基因表达式编程(GEP)是在遗传算法的基础上发展而来的遗传算法的新分支,它在个体的表示、个体的处理和结果的形式等方面与传统遗传算法有着显著的区别和优势.本文针对汇率市场对象的特点,分别研究了用遗传算法,遗传编程,基因表达式编程进行预测,取得了满意的效果.
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| 关 键 词： | 遗传进化 BP神经网络 GP算法 时间序列预测 |
| 文章编号： | 1004-7077（2007）05-0053-03 |
| 收稿时间： | 2007-06-29 |
| 修稿时间： | 2007年6月29日 |
Time Series Forecasting and Its Application in Exchange Rating Market |
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| LIU Qiao-lian.Time Series Forecasting and Its Application in Exchange Rating Market[J].Journal of Zaozhuang Teachers' College,2007,24(5):53-55. |
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| Authors: | LIU Qiao-lian |
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| Institution: | Department of Computer Science, Zaozhuang University, Zaozhuang 277160, China |
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| Abstract: | Genetic Programming(GP) and Gene Expression Programming(GEP) is a new member in the family of Genetic Algorithm(GA).It is different from traditional GA in expressing and processing of individual and form of result.Based on the features of exchange rate objects,this paper have researched the method to predicting the exchange rate by GA,GP,GEP algorithm and got satisfying result. |
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| Keywords: | Ancestral evolution neural networks GP algorithm time series forecasting |
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