DocumentCode :
2562020
Title :
Research on prediction method based on neural network
Author :
Cheng, Hongmei ; Zhang, Zhenya ; Zhang, Shuguang ; Wu, Jiang
Author_Institution :
Dept. of Manage. Eng., Anhui Univ. of Archit., Hefei
fYear :
2008
fDate :
2-4 July 2008
Firstpage :
2511
Lastpage :
2515
Abstract :
With transaction data in the stock market, prediction methods based on neural network for the highest price of one stock in every daily trading day and per minute price of one stock in a daily trading day are explored in this paper. BP neural network and RBF neural network are used in the implementation of predictors. To normalize input/out data with stereographic projection method in prediction method base on BP neural network, stereographic projection and itspsila characteristic are discussed in this paper too. Experimental results show that the fluctuating prices of a stock can be predicted well with neural network based prediction method and neural network based prediction method is suitable to solve prediction task in stock market.
Keywords :
backpropagation; radial basis function networks; stock markets; BP neural network; RBF neural network; prediction method; stereographic projection method; stock market; transaction data; Electronic mail; Engineering management; Finance; Neural networks; Prediction methods; Statistics; Stock markets; Neural network; Prediction; Stereographic projection;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control and Decision Conference, 2008. CCDC 2008. Chinese
Conference_Location :
Yantai, Shandong
Print_ISBN :
978-1-4244-1733-9
Electronic_ISBN :
978-1-4244-1734-6
Type :
conf
DOI :
10.1109/CCDC.2008.4597777
Filename :
4597777
Link To Document :
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