Study on Applying of Wavelet Transform and Neural Networks in Shenzhen Stock Market

doi:10.7671/j.issn.1001-411X.2003.03.022

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Journal of South China Agricultural University > 2003 > 24(3): 82-84. > DOI: 10.7671/j.issn.1001-411X.2003.03.022

Study on Applying of Wavelet Transform and Neural Networks in Shenzhen Stock Market[J]. Journal of South China Agricultural University, 2003, 24(3): 82-84. DOI: 10.7671/j.issn.1001-411X.2003.03.022

Citation:

Study on Applying of Wavelet Transform and Neural Networks in Shenzhen Stock Market[J]. Journal of South China Agricultural University, 2003, 24(3): 82-84. DOI: 10.7671/j.issn.1001-411X.2003.03.022

Citation:

Study on Applying of Wavelet Transform and Neural Networks in Shenzhen Stock Market[J]. Journal of South China Agricultural University, 2003, 24(3): 82-84. DOI: 10.7671/j.issn.1001-411X.2003.03.022

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Study on Applying of Wavelet Transform and Neural Networks in Shenzhen Stock Market

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Revised Date: December 23, 2002

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In the first approach, the conventional artificial neural networks(fuzzy perce ption) were used to approximate and predict the Shenzhen composite index. Based on this result, wavelet network were utilized, which is a hybrid of wavelet transform and neural network , to carry the same task. Comparing the prediction errors from both approaches clearly show that wavelet network offers very satisfied results.
- wavelet analysis,
- neural networks,
- wavelet network,
- stock prices,
- stock prices index

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Study on Applying of Wavelet Transform and Neural Networks in Shenzhen Stock Market

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