| 证券市场实时分时神经网络预测系统研究 |
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| 引用本文： | 张金良,李光泉,杨忠直,熊益民,张士英,吴建伟.证券市场实时分时神经网络预测系统研究[J].当代经济管理,2003,25(1):41-43. |
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| 作者姓名： | 张金良 李光泉 杨忠直 熊益民 张士英 吴建伟 |
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| 作者单位： | 天津大学管理学院,天津,300072 |
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| 摘 要： | 本文以沪深证券市场的实时分时数据为基础,应用神经网络技术对证券市场的八种经典分时形态进行了动态分割预处理和模式识别、预测,实验表明上述方法具有良好的稳定性和可靠性,并抗噪能力强且准确率较高。
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| 关 键 词： | 证券交易形态 分时数据 神经网络系统 |
| 文章编号： | 1003-3920(2003)01-0041-03 |
Interday Neural Network Prediction System in Chinese Stock Market |
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| ZHANG Jin-liang,LI Guang -quan,YANG Zhong -zhi,XIONG Yi-min,ZHANG Shi-ying,WU Jian-wei.Interday Neural Network Prediction System in Chinese Stock Market[J].Contemporary Economic Management,2003,25(1):41-43. |
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| Authors: | ZHANG Jin-liang LI Guang -quan YANG Zhong -zhi XIONG Yi-min ZHANG Shi-ying WU Jian-wei |
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| Abstract: | In this paper,the true interday data of stock mar ket in Shanghai and Shenzhen are analyzed.Meant for eight kinds of classical patterns of stock mar ket,the paper,based on neural network technology,dis-cuss es one new al gorithm for dynamic pat tern an tici -pated segmentation,pat tern recognition and fore cast -ing.Ex periments in di cate these methods have good stability and reliability.The al gorithm sys tem is su perior in noisy im ages and accu rate detection and recogni -tion. |
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| Keywords: | security bargain pattern in terday data neu-ral network system |
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