BP Neural Network Stock Index Forecasting Based On Factor Analysis

The stock price index as the representative indicators of the market,its ups and downs ups and downs embodies the general market,affects the interests of investors,but also reflects the degree of market economy,is the indicator of national economy.Therefore,the prediction analysis of the stock index closing price not only attracts the attention of many scholars,but also has theoretical and practical significance.The influence factors of China's now forecast stock index on the selected macroeconomic indicators are mostly GDP,interest rate,inflation rate,because China's market is not mature,the fundamentals as the prediction effect of the factors,this paper innovatively uses MA,PSY,K form,KDJ,CCI,OBV,Sergey line,wave theory,MACD,market environment index of stock index prediction.This paper studies the use of factor analysis and BP neural network prediction of Shanghai Composite Index and the index analysis,the real spirit of "starting from the stock market,the market is always right" concept,the Shanghai Composite Index to predict the stock market index,achieved very good results in the prediction of stock index prediction BP neural network.Prediction results of BP neural network,factor analysis and BP neural network is used to separate financial ratio decreased,but the amount of calculation have been significantly reduced,it also provides a way for big data and cloud computing etc.a very large amount of computation,can use resources and get ideal equipment Co.the effect of.In addition to the use of factor analysis of index analysis I found:has an important influence on the stock index MA,K-line form of KDJ;and CCI index on the stock index change has certain influence,"when,that" the rule is still applicable in the stock market;the volume indices such as VOL,OBV,is not very good to reflect and predict changes in the index,and contrary to common understanding.