id: 06090525
dt: j
an: 06090525
au: Liu, Haiyue; Bai, Yanping
ti: Analysis of AR model and neural network for forecasting stock prices.
so: Math. Pract. Theory 41, No. 4, 14-19 (2011).
py: 2011
pu: 
la: ZH
cc: 
ut: stock forecasting; AR model; RBF neural network; GRNN neural network
ci: 
li: 
ab: Summary: Three types of price forecasting models based on AR model, RBF and
    GRNN neural network are developed by using MATLAB software, to predict
    the opening price, the highest price, low and closing price of the
    final 5 days by rolling prediction and compare them with the actual
    price to analyze error. As a result, the three kinds of models execute
    close prediction, the error is small. AR model is instable, the more
    potential for individual prediction; both RBF and GRNN training speed
    are fast, but the prediction of GRNN network is better than RBF
    network.
rv: