通过在具有动态反馈机制的Elman神经网络的基础上引入时间收益因素,提出了一种改进的Elman神经网络模型并将其用于对股票的综合指数进行预测,进而求其收益率。实验模拟结果表明:将改进的Elman模型用于股市投资是可行的,有效的,具有一定的应用潜能,谊模型不仅可以明显提高网络的预测精度,达到快速收敛。而且还能够明显提高股民投资的利润率,实现较大幅度地获得收益的目的。
Elman neural network is a dynamic feedback network,an improved model is proposed based on the Elman neural network by introducing time profit factor and applied to the prediction of the composite index of stock.Moreover, the profit of stock could be also calculated when the stock exchange is performed by using the predicted results. Simulation results show that the proposed model is feasible and effective.It shows that the proposed model can not only improve the forecasting precision evidently and possess the characteristic of quick convergence but also realize the main purpose for investors to obtain more profits.