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- W2390475087 abstract "Aiming at the complexity of inside structure and variability of external factors in system of stock market which make stock market prediction a complex problem,this paper proposed GD-FNN financial index prediction model which is based on elliptic basis function and could dynamically adjust the network structure. Set the predictive index system of GD-FNN which involved Shanghai composite index’s price and volume,analyzed macroeconomic indicators closely related to stock market and long-run equilibrium and cause and effect relationship among the variables. In order to get optimized result-parameters of model with fixed-length time series data sets,set a sliding window,which could improve model prediction efficiency and reduce computation time. GD-FNN shows smaller deviation and higher accuracy in prediction of Shanghai composite index,comparing with other neural network model." @default.
- W2390475087 created "2016-06-24" @default.
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- W2390475087 date "2010-01-01" @default.
- W2390475087 modified "2023-09-28" @default.
- W2390475087 title "Prediction model of financial stock index based on GD-FNN" @default.
- W2390475087 hasPublicationYear "2010" @default.
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