| A Performance Comparison of Neural Networks in Forecasting Stock Price Trend | |
Wu, Binghui1,2 ; Duan, Tingting2
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| 2017-01 | |
| 发表期刊 | INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS
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| 卷号 | 10期号:1页码:336-346 |
| 摘要 | The stock price shows the character of complex non-linear system, along with changes of internal and external environmental factors in stock market. As a form of artificial intelligence, neural network can fully reveal the complex relationship between investors and price fluctuations. After comparing network structures of different neural networks, the conclusions show Elman neural network has an obvious advantage over BP neural network in predicting price trend of Chinese stock market both in theory and practice. |
| 关键词 | Stock market BP neural network Elman neural network CSI 300 Index relative error Performance comparison Forecasting stock prices Environmental factors Complex relationships Neural networks Investments |
| DOI | 10.2991/ijcis.2017.10.1.23 |
| 收录类别 | SCI ; SCIE ; SSCI ; EI ; SSCI |
| ISSN | 1875-6891 |
| 语种 | 英语 |
| WOS研究方向 | Computer Science |
| WOS类目 | Computer Science, Artificial Intelligence ; Computer Science, Interdisciplinary Applications |
| WOS记录号 | WOS:000397302900023 |
| 出版者 | ATLANTIS PRESS |
| EI入藏号 | 20171803636190 |
| EI主题词 | Financial markets |
| 原始文献类型 | Journal article (JA) |
| EISSN | 1875-6883 |
| 引用统计 | |
| 文献类型 | 期刊论文 |
| 条目标识符 | http://ir.lzufe.edu.cn/handle/39EH0E1M/12128 |
| 专题 | 金融学院 财务处（项目管理办公室） |
| 作者单位 | 1.Southeast Univ, Sch Econ & Management, Nanjing 211189, Jiangsu, Peoples R China; 2.Lanzhou Univ Finance & Econ, Dept Finance, Lanzhou 730020, Gansu, Peoples R China |
| 第一作者单位 | 兰州财经大学 |
| 推荐引用方式 GB/T 7714 | Wu, Binghui,Duan, Tingting. A Performance Comparison of Neural Networks in Forecasting Stock Price Trend[J]. INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS,2017,10(1):336-346. |
| APA | Wu, Binghui,&Duan, Tingting.(2017).A Performance Comparison of Neural Networks in Forecasting Stock Price Trend.INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS,10(1),336-346. |
| MLA | Wu, Binghui,et al."A Performance Comparison of Neural Networks in Forecasting Stock Price Trend".INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS 10.1(2017):336-346. |
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| 15519.pdf（1805KB） | 期刊论文 | 出版稿 | 暂不开放 | CC BY-NC-SA | 请求全文 | |
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