A Forecasting System of Stock Market Indexes

摘要：

Recently, neural networks have been very successfully applied in time series to improve multivariate prediction ability. This paper presents a new neural network model for the technical analysis of stock market. The model can be implemented in a forecasting system of the stock market indexes of Japan. The experiment results show that the proposed system is valid and its prediction is basically accurate.

关键词： stock market index forecasting system

作者: ZHANG Chunrui WANG Jidong LIU Qiong

作者单位: School of Management, Harbin Institute of Technology, Weihai, China, 264209

会议类型: 国际会议

会议名称: The 3rd (2011) International Conference on Financial Risk and Corporate Finance Management(第三届(2011)金融风险与公司金融国际研讨会FRCFM 2011)

会议地点: 大连

会议语种:英文

页码: 129-132

在线出版日期: 2011-06-30（万方平台首次上网日期，不代表论文的发表时间）