• DocumentCode
    3273624
  • Title

    The Research on Stock Price Forecast Model Based on Data Mining of BP Neural Networks

  • Author

    Wu Ming-Tao ; Yang Yong

  • Author_Institution
    Econ. & Manage. Coll., Northeast Pet. Univ., Daqing, China
  • fYear
    2013
  • fDate
    16-18 Jan. 2013
  • Firstpage
    1526
  • Lastpage
    1529
  • Abstract
    The model of stock price forecast based on data mining of BP neural networks is put forward in this article. On the basis of an integrated data mining process of selection of data samples, data conversion, network modeling, network simulation, and evaluation of results, the prediction about the trend of SSE (Shanghai Stock Exchange) Composite Index provides a higher accuracy. It indicates that the use of data mining of BP neural network in the forecast of non-linear system has advantages, so will it provide a new idea for the forecast of non-linear system.
  • Keywords
    backpropagation; data mining; economic forecasting; neural nets; pricing; stock markets; BP neural networks; SSE; Shanghai stock exchange; data conversion; data mining; data samples; network modeling; network simulation; nonlinear system; stock price forecast model; Biological neural networks; Data mining; Data models; Indexes; Predictive models; Stock markets; Vectors; BP algorithm; Data mining; Neural networks; Stock price forecast;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent System Design and Engineering Applications (ISDEA), 2013 Third International Conference on
  • Conference_Location
    Hong Kong
  • Print_ISBN
    978-1-4673-4893-5
  • Type

    conf

  • DOI
    10.1109/ISDEA.2012.366
  • Filename
    6455571