Application of CPSO Optimizing NN Arithmetic on Nonlinear Dynamic System
Jingang Liu, Xie Han · 2009
By introducing chaos particle swarm optimization (CPSO) into nonlinear dynamic system, this paper deals with an application of CPSO optimizing NN arithmetic on stock forecast. Stock market is a kind of nonlinear dynamic system, which includes ambiguous information. In the case of stock forecast, chaos information corresponds to fluctuation of stock price taken from stock market. According to the PSO concept, through studying and analyzing the volume data, complex information corresponds to diversification of stock price. The qualitative evaluation has been done between CPSO optimizing NN and PSO optimizing NN. The evaluation shows that the CPSO optimizing NN arithmetic can predict fluctuation of stock price, which is suitable for stock forecast of short term.