Time Interval Analysis on Price Prediction in Stock Market Based on General Regression Neural Networks

被引：0

作者：

Wang, Yong ^{[1
]}

Xing, Hongjie ^{[2
]}

机构：

[1] Chinese Acad Sci, Beijing Grad Sch, Beijing 100049, Peoples R China

[2] Hebei Univ, Coll Math & Comp Sci, Baoding 071002, Peoples R China

来源：

ADVANCED RESEARCH ON ELECTRONIC COMMERCE, WEB APPLICATION, AND COMMUNICATION, PT 2 | 2011年 / 144卷

基金：

中国国家自然科学基金; 中国博士后科学基金;

关键词：

time interval; prediction; stock market; GRNN;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper studied the price prediction in sock market based on general regression neural networks (GRNN), and paid more attention to analyzing the time interval effect on the prediction model. Simulations and comparisons were made on actual data and pointed out the relationship between the time interval and the prediction error is not monotonic rise or monotonic decline. Finally, some guidelines for further development were outlined.

引用

页码：160 / +

页数：2

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