|Table of Contents|

Forecast for mutual fund returns with gerenal regression neural network(PDF)

《长安大学学报（社科版）》[ISSN:1671-6248/CN:61-1391/C]

Issue:
2007年04期
Page:
55-58
Research Field:
应用经济学研究
Publishing date:
2007-12-20

Info

Title:
Forecast for mutual fund returns with gerenal regression neural network
Author(s):
PAN Wen-chao
Department of Information Management, Lanyang Institute of Technology, Taibei 104, Taiwan, China
Keywords:
grey relational analysis;  grey prediction;  general regression neural network;  multiple regession;  genetic algorithm
PACS:
F7830.91
DOI:
-
Abstract:
In recent years, there are many relevant documents that are successfully in general regression neural network for the financial sector forecasts. This paper adoptes the general regression neural network for the prediction of the net value of the domestic mutual fund and for evaluation of the return of the investment. The author picks out a lot of fund information at home, analysizes its investment performance with grey relational analysis, and select some good investment performances of mutual funds as investment targets. Through general regression neural network model, he sets up the prediction model and with grey prediction and multiple regression model, he conducts the comparative analysis on the accuracy of the prediction and the return rate. It is found that it is better to predict the return rate with general regression neural network than with grey prediction and multiple regression model. On the basis of the evaluation of the 5 indexes of the performance management,and 5 group interactive data validation map, the gereral regression neural network can perform well in prediction and the prediction of return rates.

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Memo

Memo:
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Last Update: 2007-12-20