Title :
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
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;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery (FSKD), 2012 9th International Conference on
Conference_Location :
Sichuan
Print_ISBN :
978-1-4673-0025-4
DOI :
10.1109/FSKD.2012.6234267
