Stock market prediction using artificial neural networks based on HLP

摘要：

Forecasting stock price or stock index is an important financial subject that has attracted researchers attention for many years. In this paper, we put forward a new method called HLP as data preprocessing to process the stock data. By HLP method we can get the stock high low point with different frequency and amplitude. The extracted data describes the feature of stock price movement. After that we construct ANN models to forecast the stock movement direction and price. The HLP method and ANN models give assistance to investors.

关键词： stock forecast model data preprocessing High-Low Point method artificial neural networks

作者: Lei Wang Qiang Wang

作者单位: College of Information Science and Engineering Shandong University of Science and Technology Qingdao Taishan College of Science and Technology Shandong University of Science and Technology Taian, China

会议类型: 国际会议

会议名称: 2011 Third International Conference on Intelligent Human-Machine Systems and Cybernetics 第三届智能人机系统与控制论国际会议 IHMSC 2011

会议地点: 杭州

会议语种:英文

页码: 116-119

在线出版日期: 2011-08-26（万方平台首次上网日期，不代表论文的发表时间）