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
中图分类号:
周世昊;林苍祥;倪衍森. 基于遗传算法和神经网络的新股上市价格预测法[J]. 计算机工程, 2007, 33(22): 9-11.
CHOU Shi-hao; William T. LIN; NI Yen-sen. Price Forecasting Approach for Initial Public Offerings Using Genetic Algorithm and Neural Network[J]. Computer Engineering, 2007, 33(22): 9-11.