• 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