Predicting the stock price based on BP neural network and big transaction

Author

Longguang, Yang ; Qing, Wang

Author_Institution

Chinese Finance Res. Inst., Southwest Univ. of Finance & Econ., Chengdu, China

fYear

2012

fDate

29-31 May 2012

Firstpage

2957

Lastpage

2960

Abstract

This paper uses the BP neural network and the intraday big transaction data from January 4, 2005 to June 30, 2008 of China Unicom(600050) to predict its daily stock price of the next 5 days. Our model contains 12 statistical variables describing the intraday big transaction features and the result of curve fittings are notable in statistics.

Keywords

backpropagation; curve fitting; forecasting theory; neural nets; pricing; statistical analysis; stock markets; BP neural network; China Unicom; curve fitting; daily stock price; intraday big transaction data; statistical variable; stock price prediction; Correlation; Finance; MATLAB; Neural networks; Neurons; Stock markets; Training; BP neural network; Big transaction; Market microstructure; Prediction of stock price;

fLanguage

English

Publisher

ieee

Conference_Titel

Fuzzy Systems and Knowledge Discovery (FSKD), 2012 9th International Conference on

Conference_Location

Sichuan

Print_ISBN

978-1-4673-0025-4

Type

conf

DOI

10.1109/FSKD.2012.6234267

Filename

6234267

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2551556