Predicting Net Asset Value of Investment Fund Based On BP Neural Network

摘要：

Based on systematic analysis of BP neural network, a back-propagation neural network predicting model is proposed to forecast the net asset value (NAV) of investment fund by identification characteristic of neural network. Empirical analysis on HUAXIACHENGZHANG shows that the neural network predicting model has good nonlinear reflection ability, learning ability and prediction precision. The predicting model is effective and applicable in forecasting NAV tendency and inflexion of funds.

关键词： investment fund net asset value BP neural netwok for cast

作者: Hongcheng Yan Wenyi Liu Xiuying Liu Huihua Kong Chufu Lv

作者单位: National Key Laboratory of Electronic Measurement Technology, North University of China, Taiyuan, Ch Department of Mathematics, North University of China, Taiyuan, China Department of Software Technology, Peking University, Beijing, China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 635-637

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）