Modeling of stock market based on evolutionary neural network

被引：0
|
作者：
Gao, W [1 ]
机构：
[1] Wuhan Polytech Univ, Dept Civil Engn, Wuhan, Peoples R China
来源：
PROCEEDINGS OF THE 11TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS 1 AND 2: INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT IN THE GLOBAL ECONOMY | 2005年
关键词：
stock market; dynamic system; evolutionary neural network; modeling;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Stock market is complicated dynamic system affected by many factors. To model it, many methods have been proposed. But those methods cannot solve this problem very well. In this paper, from analyses the mathematic description of stock market system, a new method based on new evolutionary neural network is proposed here. In this new evolutionary neural network, the traditional BP algorithm and a new bionics algorithm, immunized evolutionary programming proposed by author 1 is combined. In order to verify this new method, the stock market data of Shanghai market in 1996 is used. The results show that, our new method is very good to real practice.
引用
收藏
页码：621 / 625
页数：5
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