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The Research And Analysis On Data Mining Technology In The Stock Trend Prediction

Posted on:2009-10-24Degree:MasterType:Thesis
Country:ChinaCandidate:D ZhengFull Text:PDF
GTID:2178360272482218Subject:Software engineering
Abstract/Summary:PDF Full Text Request
Stock market is an important part of the market economy. Stability of stock market relate not only on the country's economic development, but also to the economic income of ordinary investors. So making effective analysis and prediction on stock trend has extraordinary theoretical significance and practical value. However, the highly nonlinear characteristic of the stock market, leading many prediction results of traditional prediction technology are unsatisfactory. Based on neural network technology in the data mining model, because of its strong non-linear simulation, self-adaptive capacity and the characteristic of self-learning ability, therefore this paper will do thorough research for this topic about forecasting stock trend by using the neural network technology.The basic idea of data mining was elaborated in this paper, has carried on the thorough analysis to the neural network technology, mainly work has studied two kind of neural network algorithm - - BP neural network algorithm and RBF the neural network algorithm, establishes the stock trend forecast models, the prime task has the follow two points:(1) Based on the historical stock transaction data to design BP neural network model, training and optimization by collection sampled data, enables the network prediction error to reach the design requirement. After the sampled data testing, the experimental result has achieved function of instruct investor to invest.(2) Based on the history stock transaction data to design RBF neural network model, training by collection sampled data, to make sure the best one. The experimental result indicated that this neural network model reach the design requirement completely, demonstrated the feasibility and the validity of this algorithm.Through experimental result proved, the practical and feasible experience for the two algorithms application in the stock trend forecasting was provided by this paper research, has provided the new analysis technique and the forecast method for the investor to instruct own investment behavior, has certain practical significance and reference value to rich and innovation stock market's forecasting technique.
Keywords/Search Tags:Stock Prediction, Data Mining, BP Algorithm, Neural network, RBF Algorithm
PDF Full Text Request
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