北京大学学报（自然科学版）2001，Vol.37Issue(3)：421-425,5.
人工神经网络及其在金融预报中的应用
Artificial Neuron Network and Its Application to Financial Forecasting
摘要
Abstract
The main purpose of this paper is to investigate the application of the neuron network (NN) for the daily exchange rate forecasting.Generalized Cross Validation (GCV) is introduced to determine the number of nodes of the hidden layer,several well known time series forecasting methods are also compared with the NN method in this paper.关键词
人工神经网络/广义交互验证法/汇率预报分类
数理科学引用本文复制引用
谢衷洁,黄香,叶伟彰,刘亚利..人工神经网络及其在金融预报中的应用[J].北京大学学报（自然科学版）,2001,37(3):421-425,5.基金项目
国家自然科学基金(7979130)及云南省(部分)资助项目 （7979130）
