Skip to main content

Research on Stock Price Forecasting Based on BP Neural Network

  • Conference paper
  • First Online:
Advances in Artificial Intelligence and Security (ICAIS 2021)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 1422))

Included in the following conference series:

Abstract

With the development and progress of China’s economy and society, China’s stock market has been continuously improved, attracting more and more people to participate in the stock market speculation. No matter the old investors who have been in the stock market for a long time or the new investors who have entered the stock market, they all hope to be able to predict the stock price through technical means. This is also a problem that global stock market participants are paying attention to, which attracts numerous researchers to study it, and also produces a lot of research results, such as time series prediction method. There are many factors that affect the stock price. If we want to improve the accuracy of stock measurement, we must first understand the factors that affect the stock, and make scientific and reasonable use of these factors for price prediction to obtain more ideal results. Using BP neural network method to forecast and analyze the stock price can give full play to the advantage of BP neural network algorithm based on error reverse propagation, so as to reduce the interference factors of stock price prediction. It can be seen that BP neural network is of great help to predict the stock price through the research on the history of stock price operation. In this paper, the stock price prediction of BP neural network is studied, and it is concluded that the reasonable and efficient use of BP neural network system has played a great role in the stock price prediction and analysis. It is expected that the research will make a contribution to the development of China’s stock market.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. LAPEDESA, Farberr genetic data base analysis with neyralnets, IEEE conference on Neural Information Processing Systems-Natural and synthetic (1987)

    Google Scholar 

  2. Baba, N., Kozaki, M.: An intelligent forecasting system of stock price using neural networks. In: Neural Networks, 1992 IJCNN, International Joint Conference on, vol. 1, pp. 371–377 (1992)

    Google Scholar 

  3. Ramazan, G.: Non-linear prediction of security returns with moving average rules. J. Forecast. V01(15), 165–174 (1998)

    Google Scholar 

  4. Lee Raymond, S.T.: iJADE Stock Advisor—an Intelligent Agent-Based Stock Prediction System Using the Hybrid RBF Recurrent Network, Fuzzy-Neuron Approach to Agent Applications: From the AI Perspective to Modern Ontology, pp. 231–253 (2006)

    Google Scholar 

  5. Jacinto, R.M.: Investment decisions with financial constraints. Evidence from Spanish firms. Quant. Financ. 14(6), 1079–1095 (2014)

    Google Scholar 

  6. Li, H.: Research on improvement and Application of BP Neural Network Algorithm, Ph.D. dissertation, Chongqing: Chongqing Normal University (2008)

    Google Scholar 

  7. Wang, S.A.: Research on the Application of BP Neural Network in Stock Prediction, Ph.D. dissertation, Changsha: Central South University (2008)

    Google Scholar 

  8. Ye, C.J., Zhu, X.L.: Application of BP Neural Network in Stock Price Prediction. Sci. Technol. Wind 3, 7980 (2013)

    Google Scholar 

  9. Cui, J.F., Li, X.X.: Stock price prediction: comparison between GARCH model and BP neural network model. Stat. Decis. 6, 21–22 (2004). (in Chinese)

    Google Scholar 

  10. Zhang, G.S., Zhang, X.D.: Research on ArMA-garch stock price prediction model based on gradient factor. J. Shanxi Univ. (Philos. Soc. Sci. Ed.) 39(1), 115–122 (2016)

    Google Scholar 

  11. Zhai, Z.R., Bai, Y.P.: Application of MATLAB autoregressive moving average model (ARMA) in stock prediction. J. Shanxi Datong Univ. (Nat. Sci.) 26(6), 5–7 (2010)

    Google Scholar 

  12. Wang, C., Zhou, W., He, J.: Deep recursive neural network method for automatic music generation. Miniat. Microcomput. Ser. 38(10), 2412–2416 (2017)

    Google Scholar 

  13. Lin, S.C.: Research and Application of Biaxial LSTM Neural Network and Chaos Theory in Music Generation System, Ph.D. dissertation, South China University of Technology (2017)

    Google Scholar 

  14. Xue, H.Y.: Music Score Modeling and Generation Based on Recurrent Neural Network, Ph.D. dissertation, Tianjin University (2017)

    Google Scholar 

  15. Jiang, J.M., Liu, C.Q.: Index futures price prediction based on principal component analysis and BP neural network. Mod. Bus. 18, 176–177 (2015)

    Google Scholar 

  16. Wang, B., Kong, W., Li, W., Xiong, N.N.: A dual-chaining watermark scheme for data integrity protection in internet of things. Comput. Mater. Continua 58(3), 679–695 (2019)

    Article  Google Scholar 

  17. Liu, S., Zhang, W.: Application of the fuzzy neural network algorithm in the exploration of the agricultural products e-commerce path. Intell. Autom. Soft Comput. 26(3), 569–575 (2020)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Jia, S., Yang, T. (2021). Research on Stock Price Forecasting Based on BP Neural Network. In: Sun, X., Zhang, X., Xia, Z., Bertino, E. (eds) Advances in Artificial Intelligence and Security. ICAIS 2021. Communications in Computer and Information Science, vol 1422. Springer, Cham. https://doi.org/10.1007/978-3-030-78615-1_58

Download citation

  • DOI: https://doi.org/10.1007/978-3-030-78615-1_58

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-78614-4

  • Online ISBN: 978-3-030-78615-1

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics