Stock Market Forecasting Based on Artificial Neural Network Model
This paper reasearches on stock market forecasting based on Artificial Neural Network Model. The paper quantizes the part of stocks effect factors and syncretizes to the technologically analytical method in traditional securities, to filter the input variables by Data Mining algorithm, and use the updated BPNN algorithm which is LM algorithm to set up a model to forecast and simulate Shanghai stock composite index. The results show that BPNN can efficiently forecast the stock market, and has feasibility.
Neural Network Stock Forecasting Data Mining
Zhou Shaofu Xu Yang
School of Economics,Huazhong University of Science and Technology,P.R.China,430074
国际会议
2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)
烟台
英文
1-6
2008-08-14(万方平台首次上网日期,不代表论文的发表时间)