基于Elman神经网络的时间序列股票价格短期预测
Short-term Prediction on Time Series of Stock Price based on Elman Neural Network
摘要
Elman神经网络是一种典型的回归神经网络,比BP神经网络具有更强的计算和适应时变特性的能力,因而非常适用于预测股市这一类极其复杂的非线性动力学系统。文章给出一种基于Elman神经网络的股票市场建模、预测及决策方法,对浦发银行股价在时间序列上作了连续若干天的短期预测,实验结果取得较高的预测精度、较为稳定的预测效果和较快的收敛速度。这表明该预测模型对于个股价格的短期预测是可行和有效的。
Abstract
Elman neural network is a classical kind of recurrent neural network.It has greater ability to calculate than BP neural network.Thanks to its characteristic of adapting time variability,Elman neural network is very suitable to predict complicated nonlinea
关键词
Elman神经网络/时间序列/股票价格预测Key words
Elman neural network/time series/stock price prediction引用本文复制引用
出版年
2011
NETL
NSTL
万方数据