| 一种新的粗神经网络及其在股市预测中的应用 |
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| 引用本文： | 赵连昌 刘化波 等. 一种新的粗神经网络及其在股市预测中的应用[J]. 科学技术与工程, 2003, 3(1): 66-69 |
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| 作者姓名： | 赵连昌 刘化波 等 |
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| 作者单位： | 大连海事大学数理系,大连,116026 |
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| 基金项目： | 国家自然科学基金(19871007) |
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| 摘 要： | 提出了一种新的神经网络--推广的粗神经网络，并给出了将其用于上证指数预测的网络结构及学习算法。结果表明，该神经网络用于股市短期预测是可行的，结果也比较准确。
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| 关 键 词： | 股票市场 上证指数 学习算法 粗集理论 粗神经网络 股市预测 |
| 修稿时间： | 2002-08-30 |
A New Rough Neural Network and Its Application in Prediction of Stock Market |
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| ZHAO Lianchang,LIU Huabo,YANG Yanbing,Li Xiuyan Department of Mathematics and Physics,Dalian Maritime University,Dalian. A New Rough Neural Network and Its Application in Prediction of Stock Market[J]. Science Technology and Engineering, 2003, 3(1): 66-69 |
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| Authors: | ZHAO Lianchang LIU Huabo YANG Yanbing Li Xiuyan Department of Mathematics Physics Dalian Maritime University Dalian |
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| Affiliation: | ZHAO Lianchang,LIU Huabo,YANG Yanbing,Li Xiuyan Department of Mathematics and Physics,Dalian Maritime University,Dalian 116026 |
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| Abstract: | A new networt-generalized rough neural network isproposed, and its architecture and learning algorithm for prediction of Shang-hai Composite are presented. Analyses and experiments show that the general-ized rough network is available for short term prediction of stock market. |
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| Keywords: | rough neural network leaning algorithm prediction of stock market |
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