The Prediction of Stock Price Based on Improved Wavelet Neural Network

Read  full  paper  at:http://www.scirp.org/journal/PaperInformation.aspx?PaperID=55693#.VS4nwNKqpBc

Author(s)

ABSTRACT

To improve the accuracy of forecasting stock prices, a new method is proposed, which based on improved Wavelet Neural Network (WNN). Firstly, the Genetic Algorithm (GA) is used to optimize initial weights, stretching parameters and movement parameters. Then, comparing with traditional WNN, the momentum are added in parameters adjusting and learning of network, what’s more, learning rate and the factor of momentum are self-adaptive. The prediction system is tested using Shanghai Index data, simulation result shows that improved WNN performs very well.

Cite this paper

Ye, Q. and Wei, L. (2015) The Prediction of Stock Price Based on Improved Wavelet Neural Network. Open Journal of Applied Sciences, 5, 115-120. doi: 10.4236/ojapps.2015.54012.

References

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