本文關(guān)鍵詞： BP神經(jīng)網(wǎng)絡(luò) 粒子群優(yōu)化算法 趨勢因子 股市預(yù)測　出處：《吉林財經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：鑒于智能計算方法具有自適應(yīng)、自學(xué)習(xí)、并行性等優(yōu)點，本文以智能計算方法為基礎(chǔ)，，通過引入趨勢因子和群智能等方法，提出了改進(jìn)BP神經(jīng)網(wǎng)絡(luò)模型并將其應(yīng)用于股市預(yù)測領(lǐng)域中。具體內(nèi)容包括：（1）通過對BP神經(jīng)網(wǎng)絡(luò)的輸入層、隱層和輸出層節(jié)點數(shù)目的確定，建立基于BP神經(jīng)網(wǎng)絡(luò)的股市預(yù)測模型，并將其對深圳成分指數(shù)進(jìn)行仿真模擬預(yù)測。實驗結(jié)果表明，BP神經(jīng)網(wǎng)絡(luò)用于股市預(yù)測領(lǐng)域是可行的，有效的，具有一定的優(yōu)越性。（2）鑒于趨勢因子具有糾正預(yù)測方向的特性，為進(jìn)一步提高BP神經(jīng)網(wǎng)絡(luò)的預(yù)測性能，本文將趨勢因子引入到BP神經(jīng)網(wǎng)絡(luò)中，提出了引入趨勢因子BP神經(jīng)網(wǎng)絡(luò)，即DF-BPNN網(wǎng)絡(luò)(BP Neural Network with Direction Factor)。實驗結(jié)果表明，與基本BP神經(jīng)網(wǎng)絡(luò)相比，本文提出的DF-BPNN模型的預(yù)測性能優(yōu)于BP神經(jīng)網(wǎng)絡(luò)，其預(yù)測精度有進(jìn)一步的改善。（3）鑒于粒子群優(yōu)化算法具有較好的全局搜索能力和優(yōu)化性能，本文利用粒子群優(yōu)化算法對BP神經(jīng)網(wǎng)絡(luò)的權(quán)重和閾值進(jìn)行優(yōu)化，提出了一種基于群智能的PSO-BP混合神經(jīng)網(wǎng)絡(luò)模型即PSO-BP NN（PSO-BP NeuralNetwork）。另外，采用本文提出的PSO-BPNN模型對深圳成分指數(shù)股市進(jìn)行預(yù)測，得到了令人滿意的結(jié)果。（4）針對本文提出的引入趨勢因子BP神經(jīng)網(wǎng)絡(luò)和PSO-BP混合神經(jīng)網(wǎng)絡(luò)，與基本BP神經(jīng)網(wǎng)絡(luò)的預(yù)測性能進(jìn)行比較研究。通過實驗獲得的仿真模擬圖與數(shù)值結(jié)果表明，本文提出的引入趨勢因子BP神經(jīng)網(wǎng)絡(luò)與PSO-BP混合神經(jīng)網(wǎng)絡(luò)的預(yù)測性能均優(yōu)于基本BP神經(jīng)網(wǎng)絡(luò)，但引入趨勢因子BP神經(jīng)網(wǎng)絡(luò)與PSO-BP混合神經(jīng)網(wǎng)絡(luò)相比，其預(yù)測性能差別較小。
[Abstract]:In view of the advantages of self-adaptive, self-learning and parallelism, the intelligent computing method is based on the introduction of trend factor and swarm intelligence. This paper proposes an improved BP neural network model and applies it to the field of stock market prediction. The content includes: 1) by determining the number of nodes in the input layer, hidden layer and output layer of BP neural network, the stock market forecasting model based on BP neural network is established. The experimental results show that the BP neural network is feasible, effective and has some advantages in the field of stock market forecasting. (2) since the trend factor has the characteristics of correcting the forecast direction, In order to further improve the prediction performance of BP neural network, the trend factor is introduced into BP neural network in this paper, and a BP neural network with trend factor is proposed. The experimental results show that the BP neural network is compared with the basic BP neural network. The prediction performance of the proposed DF-BPNN model is better than that of BP neural network, and its prediction accuracy is further improved. In this paper, particle swarm optimization algorithm is used to optimize the weight and threshold of BP neural network, and a PSO-BP hybrid neural network model based on swarm intelligence is proposed, I. E. PSO-BP NN(PSO-BP neural network. The PSO-BPNN model proposed in this paper is used to predict the Shenzhen component index stock market, and a satisfactory result is obtained. The BP neural network and the PSO-BP hybrid neural network are introduced in this paper, and the trend factor BP neural network and the PSO-BP hybrid neural network are introduced in this paper. The prediction performance of BP neural network is compared with that of basic BP neural network. The simulation and numerical results obtained from experiments show that, The prediction performance of BP neural network and PSO-BP hybrid neural network proposed in this paper is better than that of basic BP neural network, but the difference of prediction performance between BP neural network and PSO-BP hybrid neural network is smaller.
【學(xué)位授予單位】：吉林財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F224;F832.5

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