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论文类型：期刊论文

发表时间：2011-01-01

发表刊物：Journal of Information and Computational Science

收录刊物：EI、Scopus

卷号：8

期号：1

页面范围：112-118

ISSN号：15487741

摘要：Time-series forecasting is an important research area in several domains. Recently, natural networks have been very successfully applied in time series to improve multivariate prediction ability. Several neural network models have already been developed for the market prediction. Some are applied to predicting the change of future interest rate and exchange rate; some are applied to recognizing certain price patterns that are characteristic of future price changes. This paper presents a neural network model for technical analysis of stock market, and its application to a buying and selling timing prediction system for stock index of Japan. This paper also describes a natural language generation system using Language Template Model to express prediction information of CSI 300 Index in natural language for non-expert users. This system has evolved to be one of the most comprehensive grammars of English for prediction expressions. The residuals deal with references, appendix, acknowledges, etc. ? 2011 Binary Information Press.