DocumentCode :
2677616
Title :
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 :
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