Application of the multiresolution neural network in the prediction of stock market

被引：0

作者：

Lv Shu-ping ^{[1
]}

Li Qiang ^{[1
]}

机构：

[1] Harbin Engn Univ, Coll Automat, Harbin 150001, Peoples R China

来源：

Proceedings of 2004 Chinese Control and Decision Conference | 2004年

关键词：

multiresolution neural network; nonlinear time series; stock market prediction;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The advantage of multiresolution neural networks composed of the scaling and wavelet functions is pointed out based an the multiresolution analysis theory. Nonlinear time series prediction and its application in the prediction of stock market are discussed based on multiresolution neural network. The example shows that the method can effectively improve the prediction accuracy and the prediction result is m ore competitive than neural network model and AR linear model.

引用

页码：655 / 657

页数：3