Title :
On stock prediction based on KNN-ANN algorithm
Author :
Liu, San-Hong ; Zhou, Fang
Author_Institution :
Dept. of Math., Xianning Univ., Xianning, China
Abstract :
The stock price trend is attracting people´s attention. In order to make more accurate stock prediction and provide more reasonable investment suggestions, we establish a systemic predicting model based on KNN and BP Neural Network. We have tried it in predicting the stock price of Central China Science and Technology. Experiment results show that the average errors occurring in KNN-ANN algorithm are smaller than those in KNN algorithm, demonstrating that the predicting model based on KNN-ANN algorithm can do better in the stock prediction.
Keywords :
backpropagation; neural nets; share prices; stock markets; BP neural network; KNN-ANN algorithm; stock prediction; stock price trend; systemic predicting model; Artificial neural networks; Prediction algorithms; BP neural networks; stock prediction; stock price; training error;
Conference_Titel :
Bio-Inspired Computing: Theories and Applications (BIC-TA), 2010 IEEE Fifth International Conference on
Conference_Location :
Changsha
Print_ISBN :
978-1-4244-6437-1
DOI :
10.1109/BICTA.2010.5645310