Training neural network with genetic algorithms for forecasting thestock price index
Fu Kai
Xu Wenhua
Bank of China, Hebei;
This paper appears in: Intelligent Processing Systems, 1997. ICIPS '97. 1997 IEEE International Conference on
Publication Date: 28-31 Oct 1997
Volume: 1,
On page(s): 401-403 vol.1
Meeting Date: 10/28/1997 - 10/31/1997
Location: Beijing, China
ISBN: 0-7803-4253-4
References Cited: 4
INSPEC Accession Number: 5927163
Digital Object Identifier: 10.1109/ICIPS.1997.672809
Current Version Published: 2002-08-06
Abstract
The paper combines genetic algorithms (GA) with neural network
(NN). It trains NN with GA and then predicts the stock price index with
the trained network. By learning the special stock knowledge, it can
find out the modes and relationship hidden in the abstract data. It can
help shareholders and investment agencies to make wise decisions in the
stock market so as to get more profits. The primary data are from
Shanghai Stock Exchange from March 29, 1994 to August 1, 1994. The
imitation result shows that the network is fit for short time prediction
and it has high precision
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