Prediction of Stock Market by BP Neural Networks with Technical Indexes as Input
Received:February 27, 2001  
Key Words: BP neural network   stock market   prediction.  
Fund Project:Supported by the National Natural Science Foundation of China (19971012)
Author NameAffiliation
LI Zheng-xue Dept. of Math.
Dalian University of Technology
Liaoning
China 
WU Wei Dept. of Math.
Dalian University of Technology
Liaoning
China 
GAO Wei-dong Dept. of Comp. Sci & Tech.
University of Petroleum
Beijing
China 
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Abstract:
      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.
Citation:
DOI:10.3770/j.issn:1000-341X.2003.01.014
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