计算机与现代化Issue(12)：19-22,4.DOI:10.3969/j.issn.1006-24752.0141.2.005
基于极限学习机的股票价格预测
St ock Pir ceF orecasting Based on Extreme Learning Machine
廖洪一 1王欣1
作者信息
- 1. 中国民用航空飞行学院计算机学院，四川 广汉 618307
- 折叠
摘要
Abstract
Extreme learning machine ( ELM ) is a new learning algorithm of single-hidden layer feed-forward neural network ( SLFNs) , and overcomes the disadvantages of the classical learning algorithm in neural network method ’ s multiple iterations , huge search space and a large number of calculations , only needs to set the appropriate numbers of hidden layer nodes , assigns the weight of input and deviation of hidden layers without iteration .Research shows that the stock market is a very complex non-linear system , we need to use artificial intelligence theory , statistics theory and economic theory to study the stock price forecast . In this paper , ELM is introduced in predicting the stock price , and by comparing with SVM and BP , we analyze its feasibility and advantage in stock price prediction .The experiment results show that ELM is of high accuracy of prediction and obvious advanta -ges in parameter selection and learning speed .关键词
极限学习机/股票价格/预测模型/支持向量机/神经网络Key words
extreme learning machine/stock price/prediction model/support vector machine/neural network分类
信息技术与安全科学引用本文复制引用
廖洪一,王欣..基于极限学习机的股票价格预测[J].计算机与现代化,2014,(12):19-22,4.
