Study on stock price prediction based on BP Neural Network

  title={Study on stock price prediction based on BP Neural Network},
  author={Weimin Ma and Yingying Wang and Ningfang Dong},
  journal={2010 IEEE International Conference on Emergency Management and Management Sciences},
In this paper, two kinds of methods, namely additional momentum method and self-adaptive learning rate adjustment method, are used to improve the BP algorithm. Considering the diversity of factors which affect stock prices, Single-input and Multi-input Prediction Model (SIPM and MIPM) are established respectively to implement short-term forecasts for SDIC Electric Power (600886) shares and Bank of China (601988) shares in 2009. Experiments indicate that the improved BP model has superior… CONTINUE READING


Publications citing this paper.


Publications referenced by this paper.
Showing 1-10 of 11 references

Forecasting stock returns using variable selections with Genetic Algorithm and Artificial Neural-Networks

2009 Asia-Pacific Conference on Computational Intelligence and Industrial Applications (PACIIA) • 2009
View 1 Excerpt

Forecasting closing price indices using neural networks

2006 IEEE International Conference on Systems, Man and Cybernetics • 2006
View 1 Excerpt

Forecasting closing price indices using neural networks [C

P.B.Patela, T.Marwala
IEEE International Conference on systems. Man and Cybernetics.2006,1 • 2006

'Neural Network Forecasting of the British pound/US

G. Zhang, M. Y. Hu
Dollar Exchange Rate." Omega, • 1998
View 1 Excerpt

' ' Neural Network Forecasting of the British pound / US Dollar Exchange Rate

G. Zhang, M. Y. Hu

Hidden Markov and other models for discrete-valued time-series

I. L. MacDonald, W. Zucchini
View 1 Excerpt

'Neural Networks for Time Series Forecasts.

T. Hill, M. O'Connor, W. Remus
Management Science, • 1996
View 1 Excerpt

A Cornparsion of Artificial Neural Networks and Time Series Models for Forecasting Commodity Price[J

B KohzadiN, Boyd M Sermanshahi, Betal
Neuro computing • 1996
View 1 Excerpt

Fundamentals of Artificial Neural Networks

Proceedings of the IEEE • 1996
View 2 Excerpts

LUsing Neural Nets in Market Analysis[J

M. Fishman, D. S. Barr, W. Loick
Technical Analysis of Stocks & Commodities • 1991
View 1 Excerpt

Similar Papers

Loading similar papers…