| 基于AIW-PSO小波神经网络的上证指数预测 |
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| 引用本文： | 郝杰,等.基于AIW-PSO小波神经网络的上证指数预测[J].价值工程,2014(8):6-8. |
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| 作者姓名： | 郝杰 |
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| 作者单位： | 华南理工大学工商管理学院,广州510641 |
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| 基金项目： | 国家自然科学基金资助项目（71071057）。 |
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| 摘 要： | 针对小波神经网络(Wavelet Neural Network,WNN)的学习算法的不足,采用一种自适应惯性权重粒子群优化算法(Adaptive Inertia Weight Particle Swarm Optimization,AIW-PSO)作为小波神经网络的学习算法,建立AIW-PSO小波神经网络模型对上证指数进行预测,并将预测结果传统小波神经网络模型比较。结果表明,AIW-PSO小波神经网络模型对上证指数具有更好的预测效果。
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| 关 键 词： | 自适应惯性权重粒子群优化算法 小波神经网络 上证指数预测 |
Shanghai Stock Index Prediction Based on AIW-PSO Wavelet Neural Network |
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| HAO Jie,SU Yue-liang.Shanghai Stock Index Prediction Based on AIW-PSO Wavelet Neural Network[J].Value Engineering,2014(8):6-8. |
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| Authors: | HAO Jie SU Yue-liang |
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| Institution: | ( School of Business Administration, South China University of Technology, Guangzhou 510641, China ) |
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| Abstract: | In the view of the shortage of the Wavelet Neural Network Algorithm, adapt Adaptive Inertia Weight Particle Swarm Optimization Algorithm （AIW-PSO） as a study algorithm, build the AIW-PSO Wavelet Neural Network Model to predict the Shanghai stock Index., and make a comparison between the results of improved algorithm prediction model with results of traditional Wavelet Neural Network Model. The results show that the AIW-PSO Wavelet Neural Network Prediction Model has better prediction results on the Shanghai Stock Index. |
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| Keywords: | Adaptive Inertia Weight Particle Swarm Optimization Wavelet Neural Network Shanghai Stock Index Prediction |
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