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Study of the stock market tendency based on the neural network

LONG Jian-cheng1,2;LI Xiao-ping2

  

  1. (1. School of Economics and Finance, Xi′an Jiaotong Univ., Xi′an 710049, China;
    2. Xidian University, Xi′an 710071, China)
  • Received:1900-01-01 Revised:1900-01-01 Online:2005-06-20 Published:2005-06-20

Abstract: A model of stock exchange is built based on the nonlinear dynamics theory. The parallel nerve network is used for network study that extracts a standard model and undertakes pattern identification. The results of pattern classification and stock market tendency prediction testify the validity of this method.

Key words: parallel nerve network, model extraction, pattern identification, stock market

CLC Number: 

  • TP183