| BP神经网络在期货价格预测中的应用 |
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| 引用本文： | 王涛,贾诺.BP神经网络在期货价格预测中的应用[J].数学的实践与认识,2008,38(17). |
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| 作者姓名： | 王涛 贾诺 |
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| 作者单位： | 哈尔滨师范大学数学系,黑龙江,哈尔滨,150025 |
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| 基金项目： | 黑龙江省自然科学基金，哈尔滨师范大学校科研和教改项目 |
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| 摘 要： | 影响期货价格短期走势的因素纷繁复杂,具有一定的非线性和随机性,因而难于预测.鉴于神经网络强大的非线性映射能力,利用改进的BP网络,对较难解决的期货价格预测问题进行了研究,提出了一种预测期货价格的方法,并以期货铝的价格为例验证了此方法的有效性.
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| 关 键 词： | 神经网络 BP算法 期货价格 |
Application of BP Neutral Network in Forecasting of Futures Price |
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| WANG Tao,JIA Nuo.Application of BP Neutral Network in Forecasting of Futures Price[J].Mathematics in Practice and Theory,2008,38(17). |
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| Authors: | WANG Tao JIA Nuo |
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| Abstract: | It is difficult to forecast futures price because the factors which have impact on short-term trend of it are various,complex,nonlinear and stochastic.Considering strong nonlinear mapping ability of neutral network,we apply an improved BP network to forecast futures price and propose a new method in this paper,and then demonstrate the validity of the method by treating forecasting of price of futures aluminum as an example. |
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| Keywords: | neutral network BP algorithm futures price |
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