| 基于BP神经网络的股市建模与决策 |
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| 引用本文： | 禹建丽,孙增圻,Valeri.Kroumov,成久洋之,刘治军. 基于BP神经网络的股市建模与决策[J]. 系统工程理论与实践, 2003, 23(5): 15-19. DOI: 10.12011/1000-6788(2003)5-15 |
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| 作者姓名： | 禹建丽 孙增圻 Valeri.Kroumov 成久洋之 刘治军 |
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| 作者单位： | (1)河南科技大学数理系 河南洛阳471039;(2)清华大学计算机系 智能技术与系统国家重点实验室,北京100084 (3) 日本冈山理科大学工学部电子工学科!日本冈山700-0005@成久洋之$日本冈山理科大学工学部信息工学科 日本冈山700-0005 |
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| 基金项目： | 河南科技大学科研基金 ( 2 0 0 1 2 3 ) |
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| 摘 要： | 给出一种基于BP神经网络的股票市场建模、预测及决策方法。研制成功了股票预测与系统，只需输入当天收盘价、成交量等七个容易得到的股票信息，系统就能给出下一交易日的买卖决策。通过对综艺股份及许继电气两支股票的预测与决策实验，表明所提方法有效，且易于操作，有实际应用价值。
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| 关 键 词： | 神经网络 股票市场 预测与决策 |
| 文章编号： | 1000-6788(2003)05-0015-05 |
| 修稿时间： | 2001-07-25 |
Stock Market Forecasting and Decision-making Based on Neural Network |
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| Valeri.Kroumov. Stock Market Forecasting and Decision-making Based on Neural Network[J]. Systems Engineering —Theory & Practice, 2003, 23(5): 15-19. DOI: 10.12011/1000-6788(2003)5-15 |
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| Authors: | Valeri.Kroumov |
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| Affiliation: | (1)Department of Mathematics and Physics, Henan University of Science and Technology, Luoyang 471003, China; (2) Department of Computer Science & Technolo |
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| Abstract: | This paper presents a method based on BP neural network for a stock market modeling, forecasting and deciding. A forecasting and deciding system of the stock market has been studied successfully, which can make a decision whether buying or selling in the next trade day, only needing seven pieces of inputted information that are sampled easily from the stock market. The simulation results show that the proposed method is effective. |
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| Keywords: | stock market neural network forecasting and decision |
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