Applied research on stock forcasting model based on BP neural network

Yue Ma; Chang Yu; Chunyu Xia

doi:10.1109/EMEIT.2011.6023120

Applied research on stock forcasting model based on BP neural network

Yue Ma, Chang Yu, Chunyu Xia

School of Aeronautics

Northwestern Polytechnical University Xian

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

Making use of the function approximation and self-learning of BP neural network, we analyze the historical data in Shanghai Stock between June 2006 and November 2009, construct a stock forecasting model based on BP neural network, and verify the model through some test samples. Finally, we can use the Robust model to forcast the short-term stock. Matlab simulation experiments indicate that the model is feasible and effective in short-term stock forcasting.

Original language	English
Title of host publication	Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011
Pages	4578-4580
Number of pages	3
DOIs	https://doi.org/10.1109/EMEIT.2011.6023120
State	Published - 2011
Event	2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011 - Harbin, China Duration: 12 Aug 2011 → 14 Aug 2011

Publication series

Name	Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011
Volume	9

Conference

Conference	2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011
Country/Territory	China
City	Harbin
Period	12/08/11 → 14/08/11

Keywords

BP neural network
function approximability
stock forcasting

Access to Document

10.1109/EMEIT.2011.6023120

Cite this

Ma, Y., Yu, C., & Xia, C. (2011). Applied research on stock forcasting model based on BP neural network. In Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011 (pp. 4578-4580). Article 6023120 (Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011; Vol. 9). https://doi.org/10.1109/EMEIT.2011.6023120

Ma, Yue ; Yu, Chang ; Xia, Chunyu. / Applied research on stock forcasting model based on BP neural network. Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011. 2011. pp. 4578-4580 (Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011).

@inproceedings{edad369b332148548c955f5ca943146d,

title = "Applied research on stock forcasting model based on BP neural network",

abstract = "Making use of the function approximation and self-learning of BP neural network, we analyze the historical data in Shanghai Stock between June 2006 and November 2009, construct a stock forecasting model based on BP neural network, and verify the model through some test samples. Finally, we can use the Robust model to forcast the short-term stock. Matlab simulation experiments indicate that the model is feasible and effective in short-term stock forcasting.",

keywords = "BP neural network, function approximability, stock forcasting",

author = "Yue Ma and Chang Yu and Chunyu Xia",

year = "2011",

doi = "10.1109/EMEIT.2011.6023120",

language = "英语",

isbn = "9781612840857",

series = "Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011",

pages = "4578--4580",

booktitle = "Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011",

note = "2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011 ; Conference date: 12-08-2011 Through 14-08-2011",

}

Ma, Y, Yu, C & Xia, C 2011, Applied research on stock forcasting model based on BP neural network. in Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011., 6023120, Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011, vol. 9, pp. 4578-4580, 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011, Harbin, China, 12/08/11. https://doi.org/10.1109/EMEIT.2011.6023120

Applied research on stock forcasting model based on BP neural network. / Ma, Yue; Yu, Chang; Xia, Chunyu.
Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011. 2011. p. 4578-4580 6023120 (Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011; Vol. 9).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Applied research on stock forcasting model based on BP neural network

AU - Ma, Yue

AU - Yu, Chang

AU - Xia, Chunyu

PY - 2011

Y1 - 2011

N2 - Making use of the function approximation and self-learning of BP neural network, we analyze the historical data in Shanghai Stock between June 2006 and November 2009, construct a stock forecasting model based on BP neural network, and verify the model through some test samples. Finally, we can use the Robust model to forcast the short-term stock. Matlab simulation experiments indicate that the model is feasible and effective in short-term stock forcasting.

AB - Making use of the function approximation and self-learning of BP neural network, we analyze the historical data in Shanghai Stock between June 2006 and November 2009, construct a stock forecasting model based on BP neural network, and verify the model through some test samples. Finally, we can use the Robust model to forcast the short-term stock. Matlab simulation experiments indicate that the model is feasible and effective in short-term stock forcasting.

KW - BP neural network

KW - function approximability

KW - stock forcasting

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U2 - 10.1109/EMEIT.2011.6023120

DO - 10.1109/EMEIT.2011.6023120

M3 - 会议稿件

AN - SCOPUS:80053402345

SN - 9781612840857

T3 - Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011

SP - 4578

EP - 4580

BT - Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011

T2 - 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011

Y2 - 12 August 2011 through 14 August 2011

ER -

Ma Y, Yu C, Xia C. Applied research on stock forcasting model based on BP neural network. In Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011. 2011. p. 4578-4580. 6023120. (Proceedings of 2011 International Conference on Electronic and Mechanical Engineering and Information Technology, EMEIT 2011). doi: 10.1109/EMEIT.2011.6023120

Applied research on stock forcasting model based on BP neural network

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