计算机应用与软件2016，Vol.33Issue(3)：121-125,155,6.DOI:10.3969/j.issn.1000-386x.2016.03.027
遗传规划自适应建模的 JAVA 实现及在股票价格预测中的应用
IMPLEMENTING JAVA IN GENETIC PROGRAMMING ADAPTIVE MODELLING AND ITS APPLICATION IN STOCK PRICE PREDICTION
葛志远 1陈会涛1
作者信息
- 1. 北京工业大学经济与管理学院 北京 100124
- 折叠
摘要
Abstract
Aiming at the way to combine the genetic programming method with time series effectively,we built the genetic programming-based adaptive time series model,and implemented it by Java language assisted algorithm.Compared with previous genetic programming algorithm,it uses the average value method to improve the generation manner of initial population,makes the mutation probability decrease along with the increase of evolution algebra.Moreover,the idea of parallel computing is introduced,in the core part of the algorithm,the calculation of fitness value,the operations of individual copy,the crossover and the mutation are carried out from the thread granularity.Based on the actual operation results,the CPU operates clearly in multi-core mode,the algorithm can take full advantages of multi-processor and multi-core in computation and this improves the efficiency of operation.Applying the genetic programming model to the prediction of stocks prices in China’s securities market,we compared the prediction results with that of the artificial neural network optimised by genetic algorithm and the traditional genetic programming,results showed that the prediction precision of the improved genetic programming was higher,and could more intuitively express the relationship between input and output.关键词
遗传规划/时间序列/自适应建模/股票价格/预测Key words
Genetic programming/Time series/Adaptive modelling/Stock price/Prediction分类
信息技术与安全科学引用本文复制引用
葛志远,陈会涛..遗传规划自适应建模的 JAVA 实现及在股票价格预测中的应用[J].计算机应用与软件,2016,33(3):121-125,155,6.
