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K Line Data Of The Neural Network Prediction Model

Posted on:2009-06-19Degree:MasterType:Thesis
Country:ChinaCandidate:H J ZhangFull Text:PDF
GTID:2208360242489108Subject:Detection Technology and Automation
Abstract/Summary:PDF Full Text Request
Today, Economic modeling technology and method in the financial fields have become the kernel and the central part in econometrics analysis. In financial time series modeling technology and method for stock price and stock index forecasting, neural network has been used widely because of its two characters: nonlinear mapping and function approximation.This article derives from a software project about choosing investing time for stock. Our major object is to finish the stock index forecasting module design, and provide investers with some information about the right time to buy or sale financial assets.K-shape data is the base index of all technology analysis indice, and it includes open price, high price, low price, close price and trading volume. Provided with a group of fianancial time series of K-shape data, we can model the time series and forecast the possible K-shape data in the near future.This article includes:1. To introduce the main forecasting models for financial time series, neural network and ARCH model included.2. To pre-treat with K-shape data, and train it with RBF neural network. Test the future K-shape data with trained data of weight values.3. To program and implement this RBF neural network algorithm.The software project has been finished perfectly, In fact it works for some investers now.
Keywords/Search Tags:Stock Index Forecasting Model, Neural Network, Financial Time Series, ARCH Model
PDF Full Text Request
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