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Stock Prediction Based On Genetic-Neural Network

Posted on:2004-02-10Degree:MasterType:Thesis
Country:ChinaCandidate:C ZhaoFull Text:PDF
GTID:2168360092992087Subject:Control theory and control engineering
Abstract/Summary:PDF Full Text Request
With the economic growth and the conversion of people'S investment consciousness,the stock has become a important part of people'S life in modern time.The investment in stock has become one of focuses of public topic.How to keep the development and boom of stock market is becoming the emphasis of concern and research of manager and investor.The proceeds of stock investment always equal the risk.That means the good proceeds is based on the poor risk of failure.Therefore the study of stock prediction method has great application value and theoretical significance.The complexity of inside structure and levity of exterior complication in system of stock market make stock market predication a complex problem.The traditional methods and tools have not met its challenge The thesis presents a method of modeling stock market using neural network that is based on thorough study of stock investment theories and stock prediction methods.Stock market is a very complex nonlinear dynamic system.Neural network has the capability of approximating any nonlinear system and speciality of self-learning and self-adapting.The experiments prove that the method of modeling stock market using neural network has a satisfying result in near-period stock prediction The thesis presents genetic--BP algorithm for the high--nonlinear speciality of stock market and the shortcoming of basic BP algorithm that includes the slow convergence speed and local extremum.The genetic-BP algorithm carries through whole-space search using genetic algorithm.The genetic algorithm pays attention to unknown-area search.It has high speed and relative low precision.It will not get into local extremum.The BP algorithm searches the area that includes whole-space minimum.It can improve speed and recision.Theoretical analysis and experiment result show that the method of stock prediction using neural network is feasible and efficient.It has favorable foreground。It'S also prove that genetic-BP algorithm can improve the speed and credibility.Through lots of experiments of stock prediction,this paper investigates the influence on the results of stock prediction that is exerted by the change of parameter.It also presents some advices on how to improve the performance of neural network....
Keywords/Search Tags:Stock prediction, Nepal network, BP algorithm, Genetic algorithm Genetic.neural network
PDF Full Text Request
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