Application of CPSO Optimizing NN Arithmetic on Nonlinear Dynamic System

Author

Liu Jingang ; Han Xie

Author_Institution

Comput. Eng. Dept., Taiyuan Inst. of Technol., Taiyuan, China

fYear

2009

fDate

19-20 Dec. 2009

Firstpage

1

Lastpage

4

Abstract

By introducing chaos particle swarm optimization (CPSO) into nonlinear dynamic system, this paper deals with an application of CPSO optimizing NN arithmetic on stock forecast. Stock market is a kind of nonlinear dynamic system, which includes ambiguous information. In the case of stock forecast, chaos information corresponds to fluctuation of stock price taken from stock market. According to the PSO concept, through studying and analyzing the volume data, complex information corresponds to diversification of stock price. The qualitative evaluation has been done between CPSO optimizing NN and PSO optimizing NN. The evaluation shows that the CPSO optimizing NN arithmetic can predict fluctuation of stock price, which is suitable for stock forecast of short term.

Keywords

arithmetic; neurocontrollers; nonlinear dynamical systems; particle swarm optimisation; CPSO optimizing NN arithmetic application; chaos particle swarm optimization; nonlinear dynamic system; stock forecast; Arithmetic; Chaos; Data analysis; Economic forecasting; Fluctuations; Information analysis; Neural networks; Nonlinear dynamical systems; Particle swarm optimization; Stock markets;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Engineering and Computer Science, 2009. ICIECS 2009. International Conference on

Conference_Location

Wuhan

Print_ISBN

978-1-4244-4994-1

Type

conf

DOI

10.1109/ICIECS.2009.5365815

Filename

5365815