| 神经网络理论在股市建模中的应用 |
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| 引用本文： | 鲍祖尚,蔡兆云. 神经网络理论在股市建模中的应用[J]. 湖南工程学院学报(自然科学版), 2002, 12(2): 51-53,60 |
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| 作者姓名： | 鲍祖尚 蔡兆云 |
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| 作者单位： | 1. 长沙民政学院电气系,湖南,长沙,410004
2. 国防科技大学机电工程与自动化学院,湖南,长沙,410073 |
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| 摘 要： | 探讨神经网络理论的辨识特性，基于先验信息对股票市场建立非线性动态模型，用以预报市场短期走向。通过实证分析表明，采用神经网络所建立的股票市场模型能反映一段时间内市场平稳运行规律，对次日的市场行情变化预报的准确率较高，对市场短期预报有一定的参考价值。
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| 关 键 词： | 神经网络 股市 建模 非线性模型 市场预报 |
| 文章编号： | 1671-119X(2002)02-0051-03 |
Application of Neural Net- works to Stocks Modeling |
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| BAO Zu-shang ,CAI Zhao-yun. Application of Neural Net- works to Stocks Modeling[J]. Journal of Hunan Institute of Engineering(Natural Science Edition), 2002, 12(2): 51-53,60 |
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| Authors: | BAO Zu-shang CAI Zhao-yun |
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| Affiliation: | BAO Zu-shang 1,CAI Zhao-yun 2 |
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| Abstract: | This paper discusses the characteristies of neural net-Works which is suitable to identify the non-linear dynamic model of stock market and estimate its tendancy on the basis of prior information.The result shows that the model of stock market can reveal the market stable running laws for a period and forecast the market change the next day.It's also helpful to forecast the short-term market. |
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| Keywords: | stock market non-linear model market forecast neural net-works |
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