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A BP Neural Network Predictor Model for Stock Price

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Intelligent Computing Methodologies (ICIC 2014)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 8589))

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Abstract

This paper presents a stock price forecast model using LM-BP algorithm, which has adopted three-layer back propagation neural networks. This model is more fast convergence rate and overcomes redundancy and noise of the samples. The proposed model is simulated in MATLAB platform and the experimental results of stocks price prediction show that the LM-BP model attains high accuracy of predicting the stock price in short-term. This paper provides also the comparison of actual value and forecast value, which proves that the model is effective and promising.

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© 2014 Springer International Publishing Switzerland

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Huo, L., Jiang, B., Ning, T., Yin, B. (2014). A BP Neural Network Predictor Model for Stock Price. In: Huang, DS., Jo, KH., Wang, L. (eds) Intelligent Computing Methodologies. ICIC 2014. Lecture Notes in Computer Science(), vol 8589. Springer, Cham. https://doi.org/10.1007/978-3-319-09339-0_37

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  • DOI: https://doi.org/10.1007/978-3-319-09339-0_37

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-09338-3

  • Online ISBN: 978-3-319-09339-0

  • eBook Packages: Computer ScienceComputer Science (R0)

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