Stock Price Prediction Model Based on BA Neural Network and its Applications

Xiao Yan Lv; Si Long Sun; Hong Liu

doi:10.4028/www.scientific.net/AMR.989-994.1646

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 989-994Stock Price Prediction Model Based on BA Neural...

Stock Price Prediction Model Based on BA Neural Network and its Applications

Abstract:

In view of the deficiency of the basic back-propagation (BP) algorithm based on steepest descent method. Bat algorithm (BA) in intelligent optimization is introduced into the training process of feed-forward neural networks, capturing the optimal solution of the objective function with a small population size and less number of iterations, and a prediction model based on BA feed-forward neural network (BA-NN) is given. By the empirical study of stock price prediction in Sany Heavy Industry, the results show that this method has advantages of frequency tuning and dynamic control of exploration and exploitation by automatic switching to intensive exploitation if necessary.

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Periodical:

Advanced Materials Research (Volumes 989-994)

Pages:

1646-1651

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.989-994.1646

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Online since:

July 2014

Authors:

Xiao Yan Lv*, Si Long Sun, Hong Liu

Keywords:

Bat Algorithm, Feed-Forward Neural Network, Stock Price Prediction

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* - Corresponding Author

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