| 基于RBF网络的金融时间序列预测 |
| |
| 引用本文： | 余健,郭平.基于RBF网络的金融时间序列预测[J].湖南工程学院学报(自然科学版),2007,17(4):46-48. |
| |
| 作者姓名： | 余健 郭平 |
| |
| 作者单位： | 1. 韩山师范学院,数信学院,广东,潮州,521041
2. 北京师范大学,信息科学学院,北京,100875 |
| |
| 摘 要： | RBF网络是一种新颖有效的前向型神经网络,它通过非线性基函数的线性组合实现从输入空间RN到输出空间RM的非线性转换,特别适合于非线性时间序列如股票市场等金融系统的预测.本文以中集集团的实际收盘价作为预测对象,提出基于RBF网络的个股价格预测模型,仿真实验表明,该模型对于个股价格的短期预测是可行有效的.
|
| 关 键 词： | RBF 金融 时间序列 预测 |
| 文章编号： | 1671-119X(2007)04-0046-03 |
| 修稿时间： | 2007年6月8日 |
Financial Time Series Forecast Based on RBF Neural Network |
| |
| YU Jian,GUO Ping.Financial Time Series Forecast Based on RBF Neural Network[J].Journal of Hunan Institute of Engineering(Natural Science Edition),2007,17(4):46-48. |
| |
| Authors: | YU Jian GUO Ping |
| |
| Abstract: | RBF(Radial Basis Function) neural network is a new and effective kind of feed forward neural networks.Through linear combinations of nonlinear basis functions,it leads to nonlinear transformation RN input space to RM out put spacec.This especially adapts to nonlinear financial time series forecast.This paper uses the market price of Zhongji company as forcasting object and RBF neural network as forecasting model.The simulation results of the experiment show that model is efficient to forecast stock price. |
| |
| Keywords: | RBF neural network time series forecast |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
