| 基于EMD的神经网络股价预测方法 |
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| 引用本文： | 陈园园,刘俊,傅强. 基于EMD的神经网络股价预测方法[J]. 新疆大学学报(社会科学版), 2014, 42(4): 6-11 |
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| 作者姓名： | 陈园园 刘俊 傅强 |
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| 作者单位： | 中央财经大学金融学院,北京,100081 |
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| 摘 要： | 股价波动具有复杂、非平稳、非线性等特点,传统经济模型难以对其进行准确预测。文章将机械工程领域用于分解复杂信号的EMD算法嵌入神经网络模型建立了基于EMD的神经网络股价预测模型,并通过检验该模型有效性以及将该方法的预测效果与小波神经网络预测方法的预测效果相比较,得出该方法是优于小波神经网络预测方法的最佳股价预测方法的结论。
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| 关 键 词： | EMD算法 BP神经网络 上证综合指数 波动规律 |
On EMD-Based Neural Network Stock Prediction Method |
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| CHEN Yuan-yuan,LIU Jun,FU Qiang. On EMD-Based Neural Network Stock Prediction Method[J]. Journal of Xinjiang University, 2014, 42(4): 6-11 |
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| Authors: | CHEN Yuan-yuan LIU Jun FU Qiang |
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| Affiliation: | (College of Finance, Central University of Finance and Economics, Beijing, 100081) |
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| Abstract: | The fluctuation of stock price is featured by complexity, instability and non-linearity, and thus traditional models axe unable to predict it accurately. This paper applies the EMD approach which is widely used in mechanical engineering to decompose complicated signals in the neural network model. It concluded that this method is the best by testing the effectiveness of the model and comparing its effectiveness with that of the most acknowledged prediction model called neural network stock prediction method based on Wavelet Decomposition Approach. |
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| Keywords: | EMD BP neural network Shanghai Composite index Movement mechanism |
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