A Fast BP Algorithm and its Application in China Stock Market
Aiming at the drawback of large calculation and slow convergent speed in BP algorithm, this paper proposes a new BP algorithm with the concept of error deviation rate. By carrying out serious methmatical deduction, the paper revises the the chain rule of traditional BP algorithm and proves its theoretical feasibility. Then, this paper applies it to Chinese stock market and has gained quite well convergent speed and predicting effect, consequently proving the new method’s effectiveness.
Donald C. Wunsch II, Honghua Tan, Dehuai Zeng, Qi Luo
S. H. Chen "A Fast BP Algorithm and its Application in China Stock Market", Advanced Materials Research, Vols. 121-122, pp. 453-457, 2010