A novel stock decision model based on BP neural network

Author

Yang, Yi ; Gao, Shesheng ; Zhao, Yan

Author_Institution

Sch. of Automatics, Northwestern Polytech. Univ., Xi´´an, China

fYear

2012

fDate

15-17 July 2012

Firstpage

317

Lastpage

321

Abstract

This paper introduces the BP neural network and the improvement algorithm of BP network based on Conjugate Gradient Method, and then the BP neural network is applied in short-term stock investments decision model. After analyzed the test result of the traditional BP network model, the improved BP network model is proposed in this paper. Finally we prove that the improved model has faster convergence speed and higher precision in short-term stock decision.

Keywords

backpropagation; conjugate gradient methods; investment; neural nets; BP neural network; conjugate gradient method; convergence speed; higher precision; improved BP network model; novel stock decision model; short-term stock investments decision model; Convergence; Gradient methods; Mathematical model; Neural networks; Stock markets; Training;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Control and Information Processing (ICICIP), 2012 Third International Conference on

Conference_Location

Dalian

Print_ISBN

978-1-4577-2144-1

Type

conf

DOI

10.1109/ICICIP.2012.6391521

Filename

6391521

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2677616