| 以混沌理论为基础的神经网络预测方法 |
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| 引用本文： | 王卫宁,汪秉宏,史晓平. 以混沌理论为基础的神经网络预测方法[J]. 运筹与管理, 2003, 12(6): 58-61 |
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| 作者姓名： | 王卫宁 汪秉宏 史晓平 |
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| 作者单位： | 1. 中国科技大学,近代物理系,安徽,合肥,230036
2. 合肥工业大学,数学系,安徽,合肥,230009 |
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| 摘 要： | 我国证券市场股价波动表现出特有的混沌性质，具有局部随机与整体秩序相容的特征。本以2002年每隔十秒的上证指数高频数据为例，以混沌理论为基础。从原始序列中构造出若干个新的时间序列，运用神经网络法进行预测。预测结果表明，此方法能够较好地预测股票的走势，有望在股票交易中应用。
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| 关 键 词： | 混沌理论 神经网络预测 证券市场 上证指数 股票 |
| 文章编号： | 1007-3221(2003)06-0058-04 |
| 修稿时间： | 2003-04-27 |
The Forecast Method of Nerve Network Based on Chaotic Theory |
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| WANG Wei-ning,WANG Bing-hong,SHI Xiao-ping. The Forecast Method of Nerve Network Based on Chaotic Theory[J]. Operations Research and Management Science, 2003, 12(6): 58-61 |
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| Authors: | WANG Wei-ning WANG Bing-hong SHI Xiao-ping |
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| Affiliation: | WANG Wei-ning~1,WANG Bing-hong~1,SHI Xiao-ping~2 |
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| Abstract: | The stock price motion of our country's stock market has expressed its special chaos character, it is a partly stochastic and totally order compatible process. The article takes, the every ten seconds' high frequency data of Shanghai securities index, for example,on the basis of chaos theory, forms several new time serials from among the primal serials, and then predicts the stock market by using the method of nerve network. The result indicates that this method can predict the trend of stock successfully and it can be applied to the stock trade. |
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| Keywords: | chaos Shanghai securities index high frequency data predict |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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