基于ARIMA模型与神经网络模型的股价预测
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引用本文:陈小玲.基于ARIMA模型与神经网络模型的股价预测[J].经济数学,2017,(4):30-34
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作者单位
陈小玲 (广东财经大学 统计与数学学院广东 广州 510320) 
中文摘要:了解并掌握股价运行的规律是许多投资者和学者所关注的领域,采用了ARIMA模型和BP神经网络对百度、阿里巴巴两支股票的收盘价进行建模与预测,并对比了两模型的预测精度,结果表明两种预测模型都达到比较理想的预测精度和短期预测可行的效果.
中文关键词:股票价格  ARIMA模型  BP神经网络  预测
 
Prediction of Stock-Price Based on ARIMA Model and Neural network Model
Abstract:Understanding and mastering the regular pattern of stock operation is an area concerned by many investors and scholars. This paper adopted the ARIMA model and BP neural network to modeling and prediction armed on closing price of the BIDU and BABA. Besides comparing them according to the prediction accuracy, the results show that the two forecasting models can achieve the ideal prediction precision and the effect of short-term forecasting is feasible.
keywords:stock-price  ARIMA model  BP neural network  prediction
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