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The Research For Quantitation Analysis Of Stock Price Predict Base On BP Neural Network Theory

Posted on:2018-04-17Degree:MasterType:Thesis
Country:ChinaCandidate:L L ChenFull Text:PDF
GTID:2359330518474785Subject:Software engineering
Abstract/Summary:PDF Full Text Request
Economists have got a regular summary of the stock market and the market economy that the stock market always reflects the latest trends in the market economy?With the fast development of stock market,the operation of the stock market and China's economic trend could not make a good reflection of this law,which may also increase the difficulty of stock price forecast.Many investors had found some different investment methods from the 18 th century,and then had done a lot of research for stock.They found that they could make price of stock to be predicted and realize it.For now,there are so many theories and motheds to analyse stock's performent.To make these investment strategies specific to be suitable for China's stock market,we need to make some improvements.Now a little of those methods have been used in China.In recent years,quantitative investment in this emerging investment strategy is gradually being sought,investors in China or orther contry are more and more attention to this kind of investment strategy.The stock is a kind of random system,and the neural network model has been proved to solve the problem of most complex nonlinear mapping problem,which can solve the problem of complex and intervening factors such as stock forecasting.Therefore,this paper chooses to use BP neural network to study the stock quantification analysis.The paper mainly focuses on the quantitative analysis of stocks and studies the investment of stock quantitative analysis based on BP neural network.The research include:1.Study the technical indicators of stock and quantitative methods.Study several methods of stock price forecasting,including fundamental analysis,technical analysis,time series analysis and the analytical method of technical analysis.Study the principle of stock technical indicators.2.Study quantitative analysis of stock.Research the principle of quantitative analysis and several investment methods,then establish the mathematical model of quantitative investment base on those principles.The quantitative analysis will take the stock technical indicators as the analysis tool.3.Realization of quantitative analysis model by BP neural network algorithm.The paper will studies the content of BP neural network algorithm,then calculate stock technical indicators.Input data which was calculate before to train the BP neural network,and then obtains the analysis result.Collect the data of the stock and test the accuracy of the above quantitative analysis method.Analyze prediction results of the model and compare those results with the actual data to learn whathe the model work.Summarizes the advantages and disadvantages of stock quantitative analysis based on BP neural network,and the areas where it can be improved in the future.
Keywords/Search Tags:neural networks, quantitative analysis, stock price forecast
PDF Full Text Request
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