Interday Neural Network Prediction System in Chinese Stock Market
Jinliang Zhang · 2003
In this paper,the true interday data of stock mar ket in Shanghai and Shenzhen are analyzed.Meant for eight kinds of classical patterns of stock mar ket,the paper,based on neural network technology,dis-cuss es one new al gorithm for dynamic pat tern an tici -pated segmentation,pat tern recognition and fore cast -ing.Ex periments in di cate these methods have good stability and reliability.The al gorithm sys tem is su perior in noisy im ages and accu rate detection and recogni -tion.