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一种求解泊松方程的瀑布型代数两层网格法
  • ISSN号：1000-081X
  • 期刊名称：高等学校计算数学学报
  • 时间：2012
  • 页码：153-159
  • 分类：F830.94[经济管理—金融学]
  • 作者机构：[1]红河学院数学学院
  • 相关基金：国家自然科学基金项目（11161020）
  • 相关项目：电磁场问题的基于新延拓方法的快速多重网格方法研究
作者： 李明|李郴良|崔向照|黄传勇|
关键词： 黄金价格, 神经网络, 自回归移动平均模型, 融合模型, gold price, Neural Networks, ARMA model, combined model
中文摘要：

单一的线性模型或单一的非线性模型都难以全面反映黄金价格波动性的全部信息,根据单整自回归移动平均（ARIMA）模型和神经网络（NN）模型的各自特点,以上海黄金交易所黄金现货市场的交易品种Au99.99为研究对象,建立了ARIMA模型融合神经网络的黄金价格时间序列预测模型。实证结果表明,融合模型ARIMA-NN的预测准确性明显比单一模型的准确性高。

英文摘要：

It is difficult to reflect all information of the gold price by single linear or nonlinear models. Based on respective characteristics of the Autoregressive Integrated Moving Average（ARIMA） and Neural Networks（NN） models, a gold price time series forecasting model combining the two is established with the trading product Au99.99 in the Shanghai gold exchange as the research object. The empirical results demonstrate that the combined model ARIMA-NN has a better forecasting accuracy than one single model does.

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电磁场问题的基于新延拓方法的快速多重网格方法研究
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期刊信息
  • 《高等学校计算数学学报》
  • 中国科技核心期刊
  • 主管单位:国家教育部
  • 主办单位:南京大学
  • 主编：何炳生
  • 地址：南京汉口路22号大学数学系
  • 邮编：210093
  • 邮箱：math@nju.edu.cn
  • 电话：025-83593396
  • 国际标准刊号：ISSN：1000-081X
  • 国内统一刊号：ISSN：32-1170/O1
  • 邮发代号:28-17
  • 获奖情况:
  • 国家教委优秀期刊二等奖,江苏省优秀期刊奖
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:2642