A Performance Comparison of Neural Networks in Forecasting Stock Price Trend
The stock price shows the character of complex non-linear system, along with changes of internal and external environmental factors in stock market. As a form of artificial intelligence, neural network can fully reveal the complex relationship between investors and price fluctuations. After comparin...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2017-01-01
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| Series: | International Journal of Computational Intelligence Systems |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/25865510/view |
| _version_ | 1818043575717330944 |
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| author | Binghui Wu Tingting Duan |
| author_facet | Binghui Wu Tingting Duan |
| author_sort | Binghui Wu |
| collection | DOAJ |
| description | The stock price shows the character of complex non-linear system, along with changes of internal and external environmental factors in stock market. As a form of artificial intelligence, neural network can fully reveal the complex relationship between investors and price fluctuations. After comparing network structures of different neural networks, the conclusions show Elman neural network has an obvious advantage over BP neural network in predicting price trend of Chinese stock market both in theory and practice. |
| first_indexed | 2024-12-10T09:04:24Z |
| format | Article |
| id | doaj.art-af640886d58d4b74a8249f0681fa4fea |
| institution | Directory Open Access Journal |
| issn | 1875-6883 |
| language | English |
| last_indexed | 2024-12-10T09:04:24Z |
| publishDate | 2017-01-01 |
| publisher | Springer |
| record_format | Article |
| series | International Journal of Computational Intelligence Systems |
| spelling | doaj.art-af640886d58d4b74a8249f0681fa4fea2022-12-22T01:55:11ZengSpringerInternational Journal of Computational Intelligence Systems1875-68832017-01-0110110.2991/ijcis.2017.10.1.23A Performance Comparison of Neural Networks in Forecasting Stock Price TrendBinghui WuTingting DuanThe stock price shows the character of complex non-linear system, along with changes of internal and external environmental factors in stock market. As a form of artificial intelligence, neural network can fully reveal the complex relationship between investors and price fluctuations. After comparing network structures of different neural networks, the conclusions show Elman neural network has an obvious advantage over BP neural network in predicting price trend of Chinese stock market both in theory and practice.https://www.atlantis-press.com/article/25865510/viewStock marketBP neural networkElman neural networkCSI 300 Indexrelative error |
| spellingShingle | Binghui Wu Tingting Duan A Performance Comparison of Neural Networks in Forecasting Stock Price Trend International Journal of Computational Intelligence Systems Stock market BP neural network Elman neural network CSI 300 Index relative error |
| title | A Performance Comparison of Neural Networks in Forecasting Stock Price Trend |
| title_full | A Performance Comparison of Neural Networks in Forecasting Stock Price Trend |
| title_fullStr | A Performance Comparison of Neural Networks in Forecasting Stock Price Trend |
| title_full_unstemmed | A Performance Comparison of Neural Networks in Forecasting Stock Price Trend |
| title_short | A Performance Comparison of Neural Networks in Forecasting Stock Price Trend |
| title_sort | performance comparison of neural networks in forecasting stock price trend |
| topic | Stock market BP neural network Elman neural network CSI 300 Index relative error |
| url | https://www.atlantis-press.com/article/25865510/view |
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