Title :
Predicting net asset value of investment fund based on BP neural network
Author :
Yan, Hongcheng ; Liu, Wenyi ; Liu, Xiuying ; Kong, Huihua ; Lv, Chufu
Author_Institution :
Nat. Key Lab. of Electron. Meas. Technol., North Univ. of China, Taiyuan, China
Abstract :
Based on systematic analysis of BP neural network, a back-propagation neural network predicting model is proposed to forecast the net asset value (NAV) of investment fund by identification characteristic of neural network. Empirical analysis on HUAXIACHENGZHANG shows that the neural network predicting model has good nonlinear reflection ability, learning ability and prediction precision. The predicting model is effective and applicable in forecasting NAV tendency and inflexion of funds.
Keywords :
backpropagation; investment; neural nets; BP neural network; HUAXIACHENGZHANG shows; NAV; back-propagation neural network; investment fund; net asset value; net asset value prediction; nonlinear reflection ability; prediction precision; BP neural network; forecast; investment fund; net asset value;
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
Electronic_ISBN :
978-1-4244-7237-6
DOI :
10.1109/ICCASM.2010.5622625
