| 基于遗传算法的神经网络金融时序预测的研究 |
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| 引用本文： | 吴晓琴,唐超,何立新,项响琴. 基于遗传算法的神经网络金融时序预测的研究[J]. 合肥学院学报(自然科学版), 2009, 19(3): 34-36 |
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| 作者姓名： | 吴晓琴 唐超 何立新 项响琴 |
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| 作者单位： | 合肥学院,网络与智能信息处理重点实验窒,合肥,230601;合肥学院,网络与智能信息处理重点实验窒,合肥,230601;合肥学院,网络与智能信息处理重点实验窒,合肥,230601;合肥学院,网络与智能信息处理重点实验窒,合肥,230601 |
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| 基金项目： | 安徽省教育厅自然科学基金项目 |
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| 摘 要： | 基于简单遗传算法的神经网络训练速度慢、易陷入局部极值，用具有较好的全局搜索能力自适应遗传算法来优化神经网络权值和国值，设计了基于自适应遗传算法的BP神经网络的股票预测系统．该系统根据对股票历史数据分析，预测股价未来几天时间的走势．结果表明，改进算法具有很强的可行性和高效性．
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| 关 键 词： | 遗传算法 BP神经网络 金融时间序列 预测 |
Prediction of Financial Time Series with Neural Network Based on Genetic Algorithm |
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| WU Xiao-qin,TANG Chao,HE Li-xin,XIANG Xiang-qin. Prediction of Financial Time Series with Neural Network Based on Genetic Algorithm[J]. Journal of Hefei University(Natural Sciences Edition), 2009, 19(3): 34-36 |
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| Authors: | WU Xiao-qin TANG Chao HE Li-xin XIANG Xiang-qin |
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| Affiliation: | Key Laboratory of Network and Intelligent Information Processing;Hefei University;Hefei 230601;China |
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| Abstract: | Neural network based on simple genetic algorithm has very slow training speed and easily gets into the local extremum.The weights and thresholds of BP neural network were optimized by using the adaptive genetic algorithm with good global searching ability.A stock prediction system based on GA-BP history data of the stock was designed.The system could predict the trend of stock market the next several days.Results show that the improved algorithm is effective and feasible in real application. |
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| Keywords: | genetic algorithm BP neural network financial time series prediction |
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