Application of PSO optimizing NN arithmetic on stock forecast

摘要：

By introducing Particle Swarm Optimization (PSO) into stock forecast, this paper gave an application of PSO optimizing NN arithmetic on stock forecast. Complex information is to derive fuzzy granules. In the case of stock forecast, information and fuzzy granules correspond to stock price taken from stock market. The proposed method to granulate information is composed of volume quantization and fuzzy merging. The volume data studied in this work is composed of contiguous and volumetric stock price. According to the PSO concept, complex information corresponds to the stock price. The qualitative evaluation was done between PSO optimizing NN and BP optimizing NN. The evaluation shows that the PSO optimizing NN arithmetic can prognosticate stock price, and that fuzzy IG is applicable to, and suitable for stock forecast.

关键词： PSO BP NN stock forecast

作者: LIU Jingang HAN Xie

作者单位: Computer Engineering Department, Taiyuan Institute of Technology, Taiyuan Shanxi Province, China, 030008

会议类型: 国际会议

会议名称: 第八届国际测试技术研讨会(8th International Symposium on Test and Measurement)

会议地点: 重庆

会议语种:英文

页码: 1732-1735

在线出版日期: 2009-08-01（万方平台首次上网日期，不代表论文的发表时间）