| 基于EDP算法的股票价格预测 |
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| 引用本文： | 潘萌,陈月辉,宋乐辉.基于EDP算法的股票价格预测[J].山东师范大学学报(自然科学版),2008,23(4). |
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| 作者姓名： | 潘萌 陈月辉 宋乐辉 |
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| 作者单位： | 济南大学信息科学与工程学院,250022,济南 |
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| 基金项目： | 国家自然科学基金(60573065); 山东省自然科学基金(Y2007G33); 山东省重点学科基金资助项目 |
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| 摘 要： | 股票价格预测一直是金融分析领域的一个重点和难题．目前，运用智能系统对股票市场进行预测的方法已经被广泛确立．本文提出了用基于贝叶斯网络的EDP算法进行股票预测的模型，相对于传统的预测方法，具有收敛速度快的特点，根据实验的仿真结果显示，该模型对于股票价格预测效果较好．
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| 关 键 词： | 贝叶斯网络 EDP算法 股票价格预测 |
STOCK INDEX FORECASTING USING ESTIMATION OF DISTRIBUTION PROGRAMMING BASED ON BAYESIAN NETWORK |
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| Pan Meng,Chen Yuehui,Song Lehui.STOCK INDEX FORECASTING USING ESTIMATION OF DISTRIBUTION PROGRAMMING BASED ON BAYESIAN NETWORK[J].Journal of Shandong Normal University(Natural Science),2008,23(4). |
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| Authors: | Pan Meng Chen Yuehui Song Lehui |
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| Abstract: | Stock market analysis is one of the most important and hard problems in finance analysis field.Recently,the usage of intelligent systems for stock market prediction has been widely established.In this paper,estimation of distribution programming based on Bayesian network(EDP)algorithm is proposed,which is used for the Nasdaq-100 index of Nasdaq Stock MarketSM and the S&P CNX NIFTY stock index analysis.Experimental results show that EDP algorithm is effective and outperforms traditional algorithm for the sto... |
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| Keywords: | bayesian network estimation of distribution programming stock index forecasting |
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