...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>International journal of materials & product technology >Polynomial neural networks with a weighted direct solution and their application in stock index prediction
【24h】

Polynomial neural networks with a weighted direct solution and their application in stock index prediction

机译：加权直接解的多项式神经网络及其在股指预测中的应用

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

A method for increasing the forecasting accuracy of stock indexes has long been a key problem in financial forecasting and management fields. To resolve this problem, we propose a stock index forecasting model based on generalised multivariate polynomial neural network (PNN). First, a single-hidden-layer generalised multivariate PNN is designed, and an optimal weight vector is proven to exist. Next, the importance value index is creatively designed, and partial derivative analysis is introduced to resolve the issue of neural networks lacking interpretative capabilities. Moreover, we describe the design of a direct solution of weight and confirm the weight vector produced through this solution is the best one. Finally, we build a stock index forecasting model based on generalised multivariate PNN and design a MATLAB-based graphical user interface (GUI). Through empirical analysis and comparison, the effectiveness and usefulness of the above model and its GUI in stock index forecasting is tested.
机译：长期以来，提高股票指数预测准确性的方法一直是财务预测和管理领域的关键问题。为了解决这个问题，我们提出了一种基于广义多元多项式神经网络的股票指数预测模型。首先，设计了单隐层广义多元PNN，并证明存在最优权向量。接下来，对重要性值指数进行创造性的设计，并引入偏导数分析来解决缺乏解释能力的神经网络的问题。此外，我们描述了权重直接解的设计，并确认通过这种解产生的权重向量是最佳的。最后，我们建立了基于广义多元PNN的股票指数预测模型，并设计了基于MATLAB的图形用户界面（GUI）。通过实证分析和比较，检验了上述模型及其GUI在股指预测中的有效性和实用性。

著录项

  • 来源
  • 作者

    Wei Shen; Qiushi Li; Yukun Song; Dongxiao Niu;

  • 作者单位

    Department of Economics and Management, North China Electric Power University, 2nd North Agricultural Road, Huilongguan, Changping District, Beijing, China;

    Department of Economics and Management, North China Electric Power University, 2nd North Agricultural Road, Huilongguan, Changping District, Beijing, China;

    Department of Economics and Management, North China Electric Power University, 2nd North Agricultural Road, Huilongguan, Changping District, Beijing, China;

    Department of Economics and Management, North China Electric Power University, 2nd North Agricultural Road, Huilongguan, Changping District, Beijing, China;

  • 收录信息 美国《科学引文索引》(SCI);美国《工程索引》(EI);
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    general polynomial neural network; weight direct solution; MATLAB program design; stock index prediction; graphical user interface design;

    机译：通用多项式神经网络重量直接解决方案;MATLAB程序设计;股指预测;图形用户界面设计;

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号