Forecasting Stock Index Based On BP Neural Network Algorithm

DOI

10.2991/mecae-18.2018.132How to use a DOI?

Keywords

BP neural network, forecasting, stock index

Abstract

BP neural network to forecast non-linear system, especially the financial data system, has a very strong capacity. A system model based on BP algorithm for forecast stock index was studied and shanghai complex index was forecasted in this paper. This paper has collected the index data of shanghai stock market (238 working days) during the period of 2017-01-08 to 2017-12-28. This paper was applying back propagation network to forecast shanghai complex index. The simulation result was shown that the BP algorithm was effective and feasible in stock index short-term forecast, and can achieve high accuracy.

Copyright

© 2018, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Wanle Chi
PY  - 2018/03
DA  - 2018/03
TI  - Forecasting Stock Index Based On BP Neural Network Algorithm
BT  - Proceedings of the 2018 International Conference on Mechanical, Electronic, Control and Automation Engineering (MECAE 2018)
PB  - Atlantis Press
SP  - 268
EP  - 272
SN  - 2352-5401
UR  - https://doi.org/10.2991/mecae-18.2018.132
DO  - 10.2991/mecae-18.2018.132
ID  - Chi2018/03
ER  -