利用具有动态反馈机制的OIF Elman(Output-Input Feedback Elman)人工神经网络模型对股市的综合指数进行预测,为股票市场的建模及预测提供了一种新的技术和方法。实验模拟结果表明,OIF Elman网络具有极佳的逼近性能,预测数据与实际数据基本吻合,因此,OIF Elman神经网络用于股市预测是可行、有效的,具有很好的预测潜能和广泛的应用前景。
A model based on the OIF Elman (Output-Input Feedback Elman) artificial neural network is applied to forecast the composite indexes of stock market, which provides a new method for modeling and forecasting in stock market. The estimated results show that the OIF Elman neural network has the optimal approaching property, which make the estimations are by and large matched with the real data. It verifies that the OIF Elman neural network is feasible and effective, It has a bright prospective in the forecasting of stock market.