文献类型：会议论文

英文题名：Research on Stock Price Prediction Based on BP Wavelet Neural Network with Mexico Hat Wavelet Basis

作者：Wang Pingan[1];Lou Yuanwei[2];Lei Lei[3]

第一作者：Wang Pingan

通讯作者：Wang, PA[1]

机构：[1]XiJing Coll, Xian 710123, Shaanxi, Peoples R China;[2]Air Force Engn Univ, Air Traff Control & Nav Coll, Xian 710051, Shaanxi, Peoples R China;[3]Henan Univ Econ & Law, Sch Business Adm, Zhengzhou 050046, Henan, Peoples R China

第一机构：XiJing Coll, Xian 710123, Shaanxi, Peoples R China

通讯机构：[1]corresponding author), XiJing Coll, Xian 710123, Shaanxi, Peoples R China.

会议论文集：International Conference on Education, Economics and Management Research (ICEEMR)

会议日期：MAY 29-31, 2017

会议地点：Singapore, SINGAPORE

语种：英文

外文关键词：Wavelet Neural Network; BP algorithm; Stock Price; Prediction

摘要：In order to improve the prediction ability of stock price, a prediction method based on Wavelet Neural Network (WNN) is proposed. First BP algorithm is used to optimize the parameters of WNN with Mexico Hat wavelet basis for the establishment of the stock price prediction model, and then the built model is applied to predict the stock price movement on the basis of 15 features. The simulations on daily closing price index of SSE Composite Index indicate that, the proposed method has the advantages of simple structure, strong implementation and good prediction accuracy, and gets better stock price prediction in contrast with single neural network and genetic neural network. This verifies the feasibility and effectiveness of the method in the application of stock price prediction.