Proceedings of the 2018 International Conference on Mechanical, Electronic, Control and Automation Engineering (MECAE 2018)

Forecasting Stock Index Based On BP Neural Network Algorithm

Authors
Wanle Chi
Corresponding Author
Wanle Chi
Available Online March 2018.
DOI
https://doi.org/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.
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Proceedings
2018 International Conference on Mechanical, Electronic, Control and Automation Engineering (MECAE 2018)
Part of series
Advances in Engineering Research
Publication Date
March 2018
ISBN
978-94-6252-493-4
DOI
https://doi.org/10.2991/mecae-18.2018.132How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

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