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.
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 forecas- ting models can achieve the ideal prediction precision and the effect of short-term forecasting is feasible.
出处
《经济数学》
2017年第4期30-34,共5页
Journal of Quantitative Economics
基金
广东省哲学社会科学"十三五"规划项目(GD16XYJ16)
2017年度广州市哲学社会科学"十三五"规划课题(2017GZQN11)
广东省教育厅青年创新人才类项目(人文社科)(2016WQNCX046)
