Proceedings of the 2015 5th International Conference on Computer Sciences and Automation Engineering

Application of BP neural network models and mind evolutionary algorithm in predicting stock composite indexes on Shanghai Stock Exchange

Authors
Guohao Lu, Changping Xie, Yingshu Zhang, Shaomei Fang
Corresponding Author
Guohao Lu
Available Online February 2016.
DOI
10.2991/iccsae-15.2016.39How to use a DOI?
Keywords
Mind evolutionary algorithm, Back propagation neural network, Shanghai Stock Exchange Composite Index, Stock Prediction.
Abstract

Stock composite indexes prediction is an important issue in the financial world. A back propagation neural network (BPNN) with mind evolutionary algorithm (MEA) developed for the prediction of prices on Shanghai Stock Exchange is presented. The optimum weights and threshold values of BPNN are determined by MEA, which solves partial minimization of BPNN. Experiments are performed with Shanghai Stock Exchange stock to determine the effectiveness of the model. The results indicate that the accuracy rate of the proposed model is more than 70%.

Copyright
© 2016, 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 2015 5th International Conference on Computer Sciences and Automation Engineering
Series
Advances in Computer Science Research
Publication Date
February 2016
ISBN
978-94-6252-156-8
ISSN
2352-538X
DOI
10.2991/iccsae-15.2016.39How to use a DOI?
Copyright
© 2016, 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  - Guohao Lu
AU  - Changping Xie
AU  - Yingshu Zhang
AU  - Shaomei Fang
PY  - 2016/02
DA  - 2016/02
TI  - Application of BP neural network models and mind evolutionary algorithm in predicting stock composite indexes on Shanghai Stock Exchange
BT  - Proceedings of the 2015 5th International Conference on Computer Sciences and Automation Engineering
PB  - Atlantis Press
SP  - 202
EP  - 205
SN  - 2352-538X
UR  - https://doi.org/10.2991/iccsae-15.2016.39
DO  - 10.2991/iccsae-15.2016.39
ID  - Lu2016/02
ER  -