Stock Market Prediction with Improved BP Neural Network

As a product of market economy, the stock market has its characteristics of high stakes and attractive benefits. But the fluctuation of stock price is always affected by many complexity factors. In this paper, China Merchants Bank stock is chosen as an example in utilizing good classification capability of BP neural network to forecast its future trend. In addition, the accuracy and stability of four kinds of neural networks in prediction of stock market trend are analyzed. Simulation experiments show that BP neural network has better performance than other approaches in learning capacity and generalization.