Title :
The Research on Stock Price Forecast Model Based on Data Mining of BP Neural Networks
Author :
Wu Ming-Tao ; Yang Yong
Author_Institution :
Econ. & Manage. Coll., Northeast Pet. Univ., Daqing, China
Abstract :
The model of stock price forecast based on data mining of BP neural networks is put forward in this article. On the basis of an integrated data mining process of selection of data samples, data conversion, network modeling, network simulation, and evaluation of results, the prediction about the trend of SSE (Shanghai Stock Exchange) Composite Index provides a higher accuracy. It indicates that the use of data mining of BP neural network in the forecast of non-linear system has advantages, so will it provide a new idea for the forecast of non-linear system.
Keywords :
backpropagation; data mining; economic forecasting; neural nets; pricing; stock markets; BP neural networks; SSE; Shanghai stock exchange; data conversion; data mining; data samples; network modeling; network simulation; nonlinear system; stock price forecast model; Biological neural networks; Data mining; Data models; Indexes; Predictive models; Stock markets; Vectors; BP algorithm; Data mining; Neural networks; Stock price forecast;
Conference_Titel :
Intelligent System Design and Engineering Applications (ISDEA), 2013 Third International Conference on
Conference_Location :
Hong Kong
Print_ISBN :
978-1-4673-4893-5
DOI :
10.1109/ISDEA.2012.366