Financial Time Series Prediction Based on BP Neural Network

Jia Jia

doi:10.4028/www.scientific.net/AMM.631-632.31

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 631-632Financial Time Series Prediction Based on BP...

Financial Time Series Prediction Based on BP Neural Network

Abstract:

BP neural network is promising methods for the prediction of financial time series because it use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. This study applies BP neural network to predicting the stock price index. In addition, this study examines the feasibility of applying BP neural network in financial forecasting. The experimental results show that BP neural network provides a promising alternative to stock market prediction.

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Periodical:

Applied Mechanics and Materials (Volumes 631-632)

Pages:

31-34

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.631-632.31

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Online since:

September 2014

Authors:

Jia Jia*

Keywords:

BP Neural Network (BPNN), Financial Time Series, Prediction

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* - Corresponding Author

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