Title :
Analysis on growth enterprises market quotations by BP Neural Network in China
Author :
Li, Bing ; Yang, Xiaofeng
Author_Institution :
Sch. of Econ. & Manage., Harbin Eng. Univ., Harbin, China
Abstract :
This paper first introduces growth enterprises market (GEM) board and GEM index; and then creates a forecasting model which using the closing prices of former five days can forecast the next day closing price by BP Neural Network. The model is effective and useful to forecast the short-time market of GEM board.
Keywords :
backpropagation; forecasting theory; neural nets; pricing; BP neural network; China; GEM index; backpropagation; forecasting model; growth enterprises market quotation; next day closing price; short time market forecasting; Business; Economics; Indexes; MATLAB; Mathematical model; Predictive models; Security; BP Neural Network; GEM index; growth enterprises market (GEM);
Conference_Titel :
Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011 2nd International Conference on
Conference_Location :
Deng Leng
Print_ISBN :
978-1-4577-0535-9
DOI :
10.1109/AIMSEC.2011.6010894
