基于人工神经网络的沪锌期货价格预测研究  

A Research on Forecasting of Shanghai Zinc Futures Price Based on Artificial Neural Network

作　　者：林杰[1] 龚正[1] LIN Jie GONG Zheng(School of Economics and Management, Tongji University, Shanghai 200092, Chin)

机构地区：[1]同济大学经济与管理学院,上海200092

出　　处：《财经理论与实践》2017年第2期54-57,共4页The Theory and Practice of Finance and Economics

基　　金：国家自然科学基金资助项目(71071114;71672128);国家科技支撑计划资助项目(2011BAC10B08);教育部社会科学支撑计划资助项目(11YJC630216);上海市重点学科建设基金资助项目(B310);同济大学中央高校基本科研业务费资助项目

摘　　要：分析沪锌期货的特征,发现沪锌期货价格存在非线性和波动集聚性的特点。选择沪锌期货的相关指标作为参数,运用人工神经网络训练数据,进行价格涨跌预测,构建BP神经网络和卷积神经网络沪锌期货预测模型。实证研究结果表明:模型预测准确率高,预测效果良好,在盘整行情中可获得较高收益,为投资决策提供重要参考,并可在期货市场中进行广泛应用。The characteristics of Shanghai zinc futures are analyzed,and the characteristics of nonlinear and volatility clustering are found.We choose Shanghai zinc futures related indicators as parameters,use artificial neural network to train data,forecast price change,and build BP neural network and convolutional neural network Shanghai zinc futures forecasting model.Empirical study results show that model forecasting accurate rate is high and has good results,can get a higher yield in the consolidation in the market,which can provide important reference for the investment decision,and can be widely used in the futures market.

关 键 词：沪锌 人工神经网络 价格预测 

分 类 号：F830.9[经济管理—金融学] TP391[自动化与计算机技术—计算机应用技术]