Using Chaotic Neural Network to Forecast Stock Index.

In this paper, a new scheme based on chaotic neural network for stock index prediction is proposed. The data from a Chinese stock market, Shenzhen stock market, are applied as a case study. The chaotic neural network is used to learn the non-linear stochastic and chaotic patterns in the stock system and forecast a new index with former indexes. The validity of the scheme is analyzed theoretically, and the simulation results show that it has a good performance. [ABSTRACT FROM AUTHOR]