| 基于遗传神经网络的汇率价格短期预测 |
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| 引用本文： | 何红弟,高亮,王文凯,徐伟,宋涛.基于遗传神经网络的汇率价格短期预测[J].上海大学学报(自然科学版),2005,11(1):103-106. |
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| 作者姓名： | 何红弟 高亮 王文凯 徐伟 宋涛 |
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| 作者单位： | 上海大学,上海市应用数学和力学研究所,上海,200072;西北工业大学,理学院,西安,710072 |
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| 摘 要： | 该文将遗传算法和人工神经网络相结合,建立了遗传神经网络模型,并且应用到汇率价格的短期预测.结果表明,如果对网络以一组汇率数据加以良好的训练,该模型就有较好的预测能力.
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| 关 键 词： | 神经网络 遗传算法 汇率 |
| 文章编号： | 1007-2861(2005)01-0103-04 |
| 修稿时间： | 2003年11月6日 |
Short-Term Prediction of Exchange Rate Based on Genetic Algorithm and Neural Network |
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| HE Hong-di,GAO Liang,WANG Wen-kai,XU Wei,SONG Tao.Short-Term Prediction of Exchange Rate Based on Genetic Algorithm and Neural Network[J].Journal of Shanghai University(Natural Science),2005,11(1):103-106. |
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| Authors: | HE Hong-di GAO Liang WANG Wen-kai XU Wei SONG Tao |
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| Affiliation: | HE Hong-di~1,GAO Liang~2,WANG Wen-kai~2,XU Wei~2,SONG Tao~1 |
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| Abstract: | This paper presents a model based on genetic algorithm and artificial neural network. The model is then applied to the prediction of exchange rate from a sequence of daily data. The results show that, if the network can be well trained with a set of exchange rate data, it shows satisfactory forecasting ability. |
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| Keywords: | neural network genetic algorithms exchange rate |
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