一种新型神经网络在期货价格预测中的应用OA
Application of a Newtype of Neural Networks in the Futures Price Forecast
文章利用随机变异-优化选择设计规则的神经网络对沪深300股指期货的价格时间序列进行仿真预测。研究发现该方法在解决实际问题的过程中效果更佳,能够解决BP网络参数不易确定,预测精度不高的问题。
A new type of neural networks ,which is designed by Monte-Carlo-Adaptation rule, is used to forecast the futures price. This method is proved to be more effective than BP neural networks, and obtain higher accuracy of predicting. In addition, it can also give a way to solve the problem of network parameters optimization.
吴闽帆;张勇
厦门大学 物理系,福建 厦门361005厦门大学 物理系,福建 厦门361005
管理科学
股指期货人工神经网络价格预测
Index FuturesNeural NetworkPrice Forecasting
《新疆师范大学学报(自然科学版)》 2014 (2)
39-42,4
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