| 基于神经网络的投资基金周净值预测 |
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| 引用本文： | 王波. 基于神经网络的投资基金周净值预测[J]. 上海理工大学学报(社会科学版), 2007, 29(3): 227-230 |
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| 作者姓名： | 王波 |
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| 作者单位： | 上海理工大学管理学院 上海200093 |
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| 基金项目： | 上海市重点学科建设项目 |
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| 摘 要： | 利用神经网络理论的辨识特性,建立了基金周净值预测的BP神经网络预测模型.通过对具有代表性的投资基金“基金金泰”的实证分析,表明该模型具有很好的非线性反映能力和学习能力,能准确预测基金周净值的变化趋势和上升与下降趋势的转折点,为预测基金净值未来走势提供了一个有效的方法.
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| 关 键 词： | 投资基金 资产净值 BP网络 预测 |
Predicting weekly net asset value of investment fund based on neural network |
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| WANG Bo. Predicting weekly net asset value of investment fund based on neural network[J]. Journal of University of Shanghai For Science and Technilogy(Social Science), 2007, 29(3): 227-230 |
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| Authors: | WANG Bo |
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| Affiliation: | Business School, University of Shanghai for Science and Technology, Shanghai 200093, China |
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| Abstract: | A back-propagation neural network is applied to forecast the net asset value(NAV) of JINTAI by identification characteristic of neural network.The results of the forecasting show that the neural network model has good nonlinear reflection ability and learning ability,and it is effective and applicable in forecasting NAV tendency and inflexion of funds. |
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| Keywords: | investment fund net asset value BP network forecasting |
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