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计算机工程 ›› 2007, Vol. 33 ›› Issue (22): 9-11. doi: 10.3969/j.issn.1000-3428.2007.22.004

• 博士论文 • 上一篇    下一篇

基于遗传算法和神经网络的新股上市价格预测法

周世昊1,林苍祥2,倪衍森1   

  1. (1. 淡江大学管理科学所,中国台北 10650;2. 淡江大学财务金融所,中国台北 10650)
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2007-11-20 发布日期:2007-11-20

Price Forecasting Approach for Initial Public Offerings Using Genetic Algorithm and Neural Network

CHOU Shi-hao1, William T. LIN2, NI Yen-sen1   

  1. (1. Department of Management Sciences, Tamkang University, Taipei, China 10650; 2. Department of Banking and Finance, Tamkang University, Taipei, China 10650)
  • Received:1900-01-01 Revised:1900-01-01 Online:2007-11-20 Published:2007-11-20

摘要: 新股上市价格预测方法的研究具有重要的理论和实践意义。鉴于此,该文提出了一种基于遗传算法和神经网络的新股上市价格预测方法。将影响股票价格的因素抽象出来,部分纳斯达克新股上市价格的历史数据作为训练样本,确定该文新股上市价格预测方法中的相关参数。并以另外9家公司的上市股票为测试样本验证了该方法的有效性。

关键词: 新股上市价格, 神经网络, 遗传算法, 预测方法

Abstract: Price forecasting approach to initial public offerings is sighificant both the oreticauy and practicauy. This paper. proposes a price forecasting approach for initial public offerings using genetic algorithm and neural network. This paper presents some factors influencing the stock price, applies some NASDAQ’s history prices of initial public offerings to the training samples, and uses these training samples to determine parameters of this proposed approach. It applies the marketing stock of other nine companies as test samples, and validates this proposed approach.

Key words: initial public offerings, neural network, genetic algorithm, forecasting approach

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