摘要
文章首先扼要论述了金融市场数据以及计算智能方法学的基本性质及其在数据发掘中的应用前景，提出了一个用遗传算法配合神经网络进行优化训练后，用于发现股票市场价格变化趋势和预测模型的实验系统．文章着重论述了这一系统的设计思想和实现技术．最后，随意选择上海中百一店股票行情为实验研究对象。
The nature of the stock market data is briefly discussed first. It follows a brief discussion on the nature of the methodology of computational intelligence and their application perspectives for data mining. An experimental system for discovering the trend of market price changing and the prediction model from the stock exchange data records are proposed, in which, the training parameters of a neural network are optimized and defined by running the genetic algorithm along with the training procedure of the neural network. The ideas of design and the techniques of implementation are described in detail in this paper. Taking arbitrary the Shanghai First Department Store for case study, the experimental results are given finally.
出处
《软件学报》
EI
CSCD
北大核心
1999年第4期395-399,共5页
Journal of Software
基金
NSFC基金
国家863高科技项目基金
关键词
金融市场
计算智能
神经网络
市场预测
股票
Financial market prediction, computational intelligence, genetic algorithm, neural network.
