Prediction of Stock Market by BP Neural Networks with Technical Indexes as Input  

引入技术指标的BP网络在股市预测中的应用(英文)

作　　者：李正学[1] 吴微[1] 高维东[2] 

机构地区：[1]大连理工大学应用数学系,辽宁大连116024 [2]石油大学计算机系,北京102200

出　　处：《Journal of Mathematical Research and Exposition》2003年第1期83-97,共15页数学研究与评论（英文版）

基　　金：Supported by the National Natural Science Foundation of China(19971012)

摘　　要：Some widely-used technical indexes of stock analysis are introduced as input of BP neural networks for the prediction of ups and downs of stock market, and better accuracy of prediction is achieved. A jump training strategy and three varying training ratio methods are used to accelerate the training iteration. An online prediction strategy is applied to monitor the training iteration procedure. The ratio of central distances of prediction examples is defined, in order to locate the un-stable prediction examples.本文使用股市分析中常用的一些技术指标构造BP网络的输入样本向量,在此基础上,对沪市股指的涨跌进行了预测.数值实验结果表明,该方法能够提高网络预测的正确率.使用跳跃学习及三种变学习率、批方式的学习算法对BP网络进行了训练,节省了预测时间.运用“在线预测”的方法对预测过程进行了跟踪.针对预测样本在预测性能及预测结果方面存在的差异,引入预测样本中心距离比的概念对其进行简单的划分,得到一些富有启发性的结果.

关 键 词：BP neural network stock market prediction. 

分 类 号：F224.3[经济管理—国民经济]