Proceedings of the 2017 International Conference on Education, Economics and Management Research (ICEEMR 2017)

Prediction of Stock Price Trend Based on Wavelet Neural Network and RS Attributes Reduction

Authors
Yanming Wei, Yuanwei Lou, Lei Lei
Corresponding Author
Yanming Wei
Available Online May 2017.
DOI
10.2991/iceemr-17.2017.24How to use a DOI?
Keywords
Wavelet Neural Network, Rough Set, Stock Price, Prediction
Abstract

For the prediction problem of stock price, a Wavelet Neural Network (WNN) method based on Rough Set (RS) attribute reduction is proposed. First RS attribute reduction is applied to reduce the dimensions of feature index for stock price trend, then based on RS attribute reduction the structure of WNN is optimized to establish the prediction model of stock price trend on the basis of feature index reduction, finally the built model is applied to predict the stock price trend. The simulation results indicate that, by introducing the RS attributes reduction, the structure of WNN model can be simplified to a great extent for stock price trend with improvement of the performance. The direction symmetry of prediction corresponding to SSE Composite Index is 65.75% with 1.7s training time. The prediction result is better than that of other neural network and WNN models. This verifies the feasibility and effectiveness of the method in the prediction of stock price trend.

Copyright
© 2017, 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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Volume Title
Proceedings of the 2017 International Conference on Education, Economics and Management Research (ICEEMR 2017)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
May 2017
ISBN
978-94-6252-343-2
ISSN
2352-5398
DOI
10.2991/iceemr-17.2017.24How to use a DOI?
Copyright
© 2017, 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/).

Cite this article

TY  - CONF
AU  - Yanming Wei
AU  - Yuanwei Lou
AU  - Lei Lei
PY  - 2017/05
DA  - 2017/05
TI  - Prediction of Stock Price Trend Based on Wavelet Neural Network and RS Attributes Reduction
BT  - Proceedings of the 2017 International Conference on Education, Economics and Management Research (ICEEMR 2017)
PB  - Atlantis Press
SP  - 95
EP  - 98
SN  - 2352-5398
UR  - https://doi.org/10.2991/iceemr-17.2017.24
DO  - 10.2991/iceemr-17.2017.24
ID  - Wei2017/05
ER  -