稀土股票期货预测的混合智能模型参数分析

Huijuan Zhang, R. Sun
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引用次数: 2

摘要

由于稀土期货库存的可变性和市场的不确定性,许多投资者希望能够预测未来股票市场上稀土期货的价格。神经网络在短期预测方面确实优于其他方法,而且不需要建立复杂的非线性数学模型和关系。基于这些优点,本文通过分析稀土股票的历史数据,采用基于遗传算法的神经网络对稀土股票的收盘价进行预测。在遗传算法中,对交叉率、突变率、迭代次数和种群大小等参数进行了分析。基于参数分析结果,建立了适合于稀土股票预测的混合机器学习模型,为投资者提供参考。
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Parameter analysis of hybrid intelligent model for the prediction of rare earth stock futures
Because of rare earth futures stock variability and uncertainty of the market, many investors hope to be able to predict the price of rare earth futures on the stock market in the future. The neural network does do better than others in short-term forecasting, and there is no need to establish a complex nonlinear mathematical model and relationship. Based on these advantages, this paper uses the neural network based on genetic algorithm to predict the closing price of rare earth stock by analyzing the historical data of rare earth stock. In the genetic algorithm, the parameters such as crossover rate, mutation rate, iterations and population size are analyzed. Based on the parameter analysis results, a hybrid machine learning model which is suitable for the prediction of rare earth stock is established, which provides a reference for the investors.
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