人工神经网络在资本市场预测中的应用  

An Overview on the Application of Artificial Neural Networks to the Forecasting of Capital Markets

作　　者：曾勇[1] 唐小我[1] 

机构地区：[1]电子科技大学管理学院,成都610054

出　　处：《管理工程学报》1999年第4期45-52,1,共9页Journal of Industrial Engineering and Engineering Management

基　　金：国家杰出青年科学基金资助项目!(79725002)

摘　　要：多层前向神经网络在非线性建模方面的独特优势已引起经济预测学界的重视。本文概要评述了多层前向网络在经济预测方面的优越性和局限性 ,并结合有关背景着重介绍了其在资本市场预测中三个方面的应用结果 。Multilayer feedforward neural networks have aroused the interest of researchers in economic forecasting because of their distinctive capabilities in nolinear modelling. In this paper, a brief comment on the advantages and limitations of multilayer feedforward neural networks in economic forecasting is given, and the application results of neural networks in three aspects of capital market forecasting are reviewed with the introduction of related background.

关 键 词：人工神经网络 多层前向网络 资本市场 期权定价 有效市场假说 组合预测 金融资产变异度 

分 类 号：F831.5[经济管理—金融学]