⑴ matlab优化神经网络预测股票程序，求大神帮忙，有重谢。
我这里有遗传算法优化的神经网络，但是粒子群的没有啊！
⑵ BP神经网络matlab源程序代码讲解
newff 创建前向BP网络格式：
net = newff(PR,[S1 S2...SNl],{TF1 TF2...TFNl},BTF,BLF,PF)
其中：PR —— R维输入元素的R×2阶最大最小值矩阵； Si —— 第i层神经元的个数，共N1层； TFi——第i层的转移函数，默认‘tansig’； BTF—— BP网络的训练函数，默认‘trainlm’; BLF—— BP权值/偏差学习函数，默认’learngdm’ PF ——性能函数，默认‘mse’；（误差）
e.g.
P = [0 1 2 3 4 5 6 7 8 9 10];T = [0 1 2 3 4 3 2 1 2 3 4];
net = newff([0 10],[5 1],{'tansig' 'purelin'});net.trainparam.show=50; %每次循环50次net.trainParam.epochs = 500; %最大循环500次
net.trainparam.goal=0.01; %期望目标误差最小值
net = train(net,P,T); %对网络进行反复训练
Y = sim(net,P)Figure % 打开另外一个图形窗口
plot(P,T,P,Y,'o')
⑶ 求BP神经网络算法的C++源代码
// AnnBP.cpp: implementation of the CAnnBP class.
//
//////////////////////////////////////////////////////////////////////
#include "StdAfx.h"
#include "AnnBP.h"
#include "math.h"
//////////////////////////////////////////////////////////////////////
// Construction/Destruction
//////////////////////////////////////////////////////////////////////
CAnnBP::CAnnBP()
{
eta1=0.3;
momentum1=0.3;
}
CAnnBP::~CAnnBP()
{
}
double CAnnBP::drnd()
{
return ((double) rand() / (double) BIGRND);
}
/*** 返回-1.0到1.0之间的双精度随机数 ***/
double CAnnBP::dpn1()
{
return (double) (rand())/(32767/2)-1;
}
/*** 作用函数，目前是S型函数 ***/
double CAnnBP::squash(double x)
{
return (1.0 / (1.0 + exp(-x)));
}
/*** 申请1维双精度实数数组 ***/
double* CAnnBP::alloc_1d_dbl(int n)
{
double *new1;
new1 = (double *) malloc ((unsigned) (n * sizeof (double)));
if (new1 == NULL) {
AfxMessageBox("ALLOC_1D_DBL: Couldn't allocate array of doubles\n");
return (NULL);
}
return (new1);
}
/*** 申请2维双精度实数数组 ***/
double** CAnnBP::alloc_2d_dbl(int m, int n)
{
int i;
double **new1;
new1 = (double **) malloc ((unsigned) (m * sizeof (double *)));
if (new1 == NULL) {
AfxMessageBox("ALLOC_2D_DBL: Couldn't allocate array of dbl ptrs\n");
return (NULL);
}
for (i = 0; i < m; i++) {
new1[i] = alloc_1d_dbl(n);
}
return (new1);
}
/*** 随机初始化权值 ***/
void CAnnBP::bpnn_randomize_weights(double **w, int m, int n)
{
int i, j;
for (i = 0; i <= m; i++) {
for (j = 0; j <= n; j++) {
w[i][j] = dpn1();
}
}
}
/*** 0初始化权值 ***/
void CAnnBP::bpnn_zero_weights(double **w, int m, int n)
{
int i, j;
for (i = 0; i <= m; i++) {
for (j = 0; j <= n; j++) {
w[i][j] = 0.0;
}
}
}
/*** 设置随机数种子 ***/
void CAnnBP::bpnn_initialize(int seed)
{
CString msg,s;
msg="Random number generator seed:";
s.Format("%d",seed);
AfxMessageBox(msg+s);
srand(seed);
}
/*** 创建BP网络 ***/
BPNN* CAnnBP::bpnn_internal_create(int n_in, int n_hidden, int n_out)
{
BPNN *newnet;
newnet = (BPNN *) malloc (sizeof (BPNN));
if (newnet == NULL) {
printf("BPNN_CREATE: Couldn't allocate neural network\n");
return (NULL);
}
newnet->input_n = n_in;
newnet->hidden_n = n_hidden;
newnet->output_n = n_out;
newnet->input_units = alloc_1d_dbl(n_in + 1);
newnet->hidden_units = alloc_1d_dbl(n_hidden + 1);
newnet->output_units = alloc_1d_dbl(n_out + 1);
newnet->hidden_delta = alloc_1d_dbl(n_hidden + 1);
newnet->output_delta = alloc_1d_dbl(n_out + 1);
newnet->target = alloc_1d_dbl(n_out + 1);
newnet->input_weights = alloc_2d_dbl(n_in + 1, n_hidden + 1);
newnet->hidden_weights = alloc_2d_dbl(n_hidden + 1, n_out + 1);
newnet->input_prev_weights = alloc_2d_dbl(n_in + 1, n_hidden + 1);
newnet->hidden_prev_weights = alloc_2d_dbl(n_hidden + 1, n_out + 1);
return (newnet);
}
/* 释放BP网络所占地内存空间 */
void CAnnBP::bpnn_free(BPNN *net)
{
int n1, n2, i;
n1 = net->input_n;
n2 = net->hidden_n;
free((char *) net->input_units);
free((char *) net->hidden_units);
free((char *) net->output_units);
free((char *) net->hidden_delta);
free((char *) net->output_delta);
free((char *) net->target);
for (i = 0; i <= n1; i++) {
free((char *) net->input_weights[i]);
free((char *) net->input_prev_weights[i]);
}
free((char *) net->input_weights);
free((char *) net->input_prev_weights);
for (i = 0; i <= n2; i++) {
free((char *) net->hidden_weights[i]);
free((char *) net->hidden_prev_weights[i]);
}
free((char *) net->hidden_weights);
free((char *) net->hidden_prev_weights);
free((char *) net);
}
/*** 创建一个BP网络，并初始化权值***/
BPNN* CAnnBP::bpnn_create(int n_in, int n_hidden, int n_out)
{
BPNN *newnet;
newnet = bpnn_internal_create(n_in, n_hidden, n_out);
#ifdef INITZERO
bpnn_zero_weights(newnet->input_weights, n_in, n_hidden);
#else
bpnn_randomize_weights(newnet->input_weights, n_in, n_hidden);
#endif
bpnn_randomize_weights(newnet->hidden_weights, n_hidden, n_out);
bpnn_zero_weights(newnet->input_prev_weights, n_in, n_hidden);
bpnn_zero_weights(newnet->hidden_prev_weights, n_hidden, n_out);
return (newnet);
}
void CAnnBP::bpnn_layerforward(double *l1, double *l2, double **conn, int n1, int n2)
{
double sum;
int j, k;
/*** 设置阈值 ***/
l1[0] = 1.0;
/*** 对于第二层的每个神经元 ***/
for (j = 1; j <= n2; j++) {
/*** 计算输入的加权总和 ***/
sum = 0.0;
for (k = 0; k <= n1; k++) {
sum += conn[k][j] * l1[k];
}
l2[j] = squash(sum);
}
}
/* 输出误差 */
void CAnnBP::bpnn_output_error(double *delta, double *target, double *output, int nj, double *err)
{
int j;
double o, t, errsum;
errsum = 0.0;
for (j = 1; j <= nj; j++) {
o = output[j];
t = target[j];
delta[j] = o * (1.0 - o) * (t - o);
errsum += ABS(delta[j]);
}
*err = errsum;
}
/* 隐含层误差 */
void CAnnBP::bpnn_hidden_error(double *delta_h, int nh, double *delta_o, int no, double **who, double *hidden, double *err)
{
int j, k;
double h, sum, errsum;
errsum = 0.0;
for (j = 1; j <= nh; j++) {
h = hidden[j];
sum = 0.0;
for (k = 1; k <= no; k++) {
sum += delta_o[k] * who[j][k];
}
delta_h[j] = h * (1.0 - h) * sum;
errsum += ABS(delta_h[j]);
}
*err = errsum;
}
/* 调整权值 */
void CAnnBP::bpnn_adjust_weights(double *delta, int ndelta, double *ly, int nly, double **w, double **oldw, double eta, double momentum)
{
double new_dw;
int k, j;
ly[0] = 1.0;
for (j = 1; j <= ndelta; j++) {
for (k = 0; k <= nly; k++) {
new_dw = ((eta * delta[j] * ly[k]) + (momentum * oldw[k][j]));
w[k][j] += new_dw;
oldw[k][j] = new_dw;
}
}
}
/* 进行前向运算 */
void CAnnBP::bpnn_feedforward(BPNN *net)
{
int in, hid, out;
in = net->input_n;
hid = net->hidden_n;
out = net->output_n;
/*** Feed forward input activations. ***/
bpnn_layerforward(net->input_units, net->hidden_units,
net->input_weights, in, hid);
bpnn_layerforward(net->hidden_units, net->output_units,
net->hidden_weights, hid, out);
}
/* 训练BP网络 */
void CAnnBP::bpnn_train(BPNN *net, double eta, double momentum, double *eo, double *eh)
{
int in, hid, out;
double out_err, hid_err;
in = net->input_n;
hid = net->hidden_n;
out = net->output_n;
/*** 前向输入激活 ***/
bpnn_layerforward(net->input_units, net->hidden_units,
net->input_weights, in, hid);
bpnn_layerforward(net->hidden_units, net->output_units,
net->hidden_weights, hid, out);
/*** 计算隐含层和输出层误差 ***/
bpnn_output_error(net->output_delta, net->target, net->output_units,
out, &out_err);
bpnn_hidden_error(net->hidden_delta, hid, net->output_delta, out,
net->hidden_weights, net->hidden_units, &hid_err);
*eo = out_err;
*eh = hid_err;
/*** 调整输入层和隐含层权值 ***/
bpnn_adjust_weights(net->output_delta, out, net->hidden_units, hid,
net->hidden_weights, net->hidden_prev_weights, eta, momentum);
bpnn_adjust_weights(net->hidden_delta, hid, net->input_units, in,
net->input_weights, net->input_prev_weights, eta, momentum);
}
/* 保存BP网络 */
void CAnnBP::bpnn_save(BPNN *net, char *filename)
{
CFile file;
char *mem;
int n1, n2, n3, i, j, memcnt;
double dvalue, **w;
n1 = net->input_n; n2 = net->hidden_n; n3 = net->output_n;
printf("Saving %dx%dx%d network to '%s'\n", n1, n2, n3, filename);
try
{
file.Open(filename,CFile::modeWrite|CFile::modeCreate|CFile::modeNoTruncate);
}
catch(CFileException* e)
{
e->ReportError();
e->Delete();
}
file.Write(&n1,sizeof(int));
file.Write(&n2,sizeof(int));
file.Write(&n3,sizeof(int));
memcnt = 0;
w = net->input_weights;
mem = (char *) malloc ((unsigned) ((n1+1) * (n2+1) * sizeof(double)));
// mem = (char *) malloc (((n1+1) * (n2+1) * sizeof(double)));
for (i = 0; i <= n1; i++) {
for (j = 0; j <= n2; j++) {
dvalue = w[i][j];
//fast(&mem[memcnt], &dvalue, sizeof(double));
fast(&mem[memcnt], &dvalue, sizeof(double));
memcnt += sizeof(double);
}
}
file.Write(mem,sizeof(double)*(n1+1)*(n2+1));
free(mem);
memcnt = 0;
w = net->hidden_weights;
mem = (char *) malloc ((unsigned) ((n2+1) * (n3+1) * sizeof(double)));
// mem = (char *) malloc (((n2+1) * (n3+1) * sizeof(double)));
for (i = 0; i <= n2; i++) {
for (j = 0; j <= n3; j++) {
dvalue = w[i][j];
fast(&mem[memcnt], &dvalue, sizeof(double));
// fast(&mem[memcnt], &dvalue, sizeof(double));
memcnt += sizeof(double);
}
}
file.Write(mem, (n2+1) * (n3+1) * sizeof(double));
// free(mem);
file.Close();
return;
}
/* 从文件中读取BP网络 */
BPNN* CAnnBP::bpnn_read(char *filename)
{
char *mem;
BPNN *new1;
int n1, n2, n3, i, j, memcnt;
CFile file;
try
{
file.Open(filename,CFile::modeRead|CFile::modeCreate|CFile::modeNoTruncate);
}
catch(CFileException* e)
{
e->ReportError();
e->Delete();
}
// printf("Reading '%s'\n", filename);// fflush(stdout);
file.Read(&n1, sizeof(int));
file.Read(&n2, sizeof(int));
file.Read(&n3, sizeof(int));
new1 = bpnn_internal_create(n1, n2, n3);
// printf("'%s' contains a %dx%dx%d network\n", filename, n1, n2, n3);
// printf("Reading input weights..."); // fflush(stdout);
memcnt = 0;
mem = (char *) malloc (((n1+1) * (n2+1) * sizeof(double)));
file.Read(mem, ((n1+1)*(n2+1))*sizeof(double));
for (i = 0; i <= n1; i++) {
for (j = 0; j <= n2; j++) {
//fast(&(new1->input_weights[i][j]), &mem[memcnt], sizeof(double));
fast(&(new1->input_weights[i][j]), &mem[memcnt], sizeof(double));
memcnt += sizeof(double);
}
}
free(mem);
// printf("Done\nReading hidden weights..."); //fflush(stdout);
memcnt = 0;
mem = (char *) malloc (((n2+1) * (n3+1) * sizeof(double)));
file.Read(mem, (n2+1) * (n3+1) * sizeof(double));
for (i = 0; i <= n2; i++) {
for (j = 0; j <= n3; j++) {
//fast(&(new1->hidden_weights[i][j]), &mem[memcnt], sizeof(double));
fast(&(new1->hidden_weights[i][j]), &mem[memcnt], sizeof(double));
memcnt += sizeof(double);
}
}
free(mem);
file.Close();
printf("Done\n"); //fflush(stdout);
bpnn_zero_weights(new1->input_prev_weights, n1, n2);
bpnn_zero_weights(new1->hidden_prev_weights, n2, n3);
return (new1);
}
void CAnnBP::CreateBP(int n_in, int n_hidden, int n_out)
{
net=bpnn_create(n_in,n_hidden,n_out);
}
void CAnnBP::FreeBP()
{
bpnn_free(net);
}
void CAnnBP::Train(double *input_unit,int input_num, double *target,int target_num, double *eo, double *eh)
{
for(int i=1;i<=input_num;i++)
{
net->input_units[i]=input_unit[i-1];
}
for(int j=1;j<=target_num;j++)
{
net->target[j]=target[j-1];
}
bpnn_train(net,eta1,momentum1,eo,eh);
}
void CAnnBP::Identify(double *input_unit,int input_num,double *target,int target_num)
{
for(int i=1;i<=input_num;i++)
{
net->input_units[i]=input_unit[i-1];
}
bpnn_feedforward(net);
for(int j=1;j<=target_num;j++)
{
target[j-1]=net->output_units[j];
}
}
void CAnnBP::Save(char *filename)
{
bpnn_save(net,filename);
}
void CAnnBP::Read(char *filename)
{
net=bpnn_read(filename);
}
void CAnnBP::SetBParm(double eta, double momentum)
{
eta1=eta;
momentum1=momentum;
}
void CAnnBP::Initialize(int seed)
{
bpnn_initialize(seed);
}
⑷ 谁能教我写一个MATLAB实现BP神经网络预测股票价格的编码，我要写毕业论文，不懂，多谢啊！
网络的训练过程与使用过程了两码事。
比如BP应用在分类，网络的版训练是指的给你一些样本权，同时告诉你这些样本属于哪一类，然后代入网络训练，使得这个网络具备一定的分类能力，训练完成以后再拿一个未知类别的数据通过网络进行分类。这里的训练过程就是先伪随机生成权值，然后把样本输入进去算出每一层的输出，并最终算出来预测输出（输出层的输出），这是正向学习过程；最后通过某种训练算法（最基本的是感知器算法）使得代价（预测输出与实际输出的某范数）函数关于权重最小，这个就是反向传播过程。
您所说的那种不需要预先知道样本类别的网络属于无监督类型的网络，比如自组织竞争神经网络。
⑸ 利用BP神经网络预测股票价格走势
参考 matlab神经网络30例 中有一个股票预测的案例
我觉得svm做这个更好
⑹ 基于神经网络的股票预测
还要含代码？
你的 t 让门夹了吧？
⑺ 用人工神经网络进行股票预测，数据样本为开盘，收盘，最高，最低，成交量，成交额。用weka或matlab实现
把样本数据分为训练样本和测试样本，然后用训练样本训练网络，用测试样本进行模型验证
⑻ BP神经网络预测股票
感知器你知道么，如果不知道，建议你买《人工神经网络原理》马锐著，看完70页你就会了。里边也有你这个问题的设计思路。用c语言matlab都能编，如果有问题，请留言，想问下你是什么专业？
⑼ bp神经网络股票价格预测的MATLAB编程
P=[];‘输入，开盘价，最高价，最低价，收盘价成交量依次5天的数据’
T=[];’专输出，即第二属日的收盘’
net=newff(minmax(P),[7,1],{'tansig','logsig'},'traingdx');
net.trainParam.epochs=1000; ‘最大训练次数，根据需要可自行调节’
net.trainParam.goal=0.01; ‘误差’
net.trainParam.lr=0.01; ‘学习率’
net=train(net,P,T); ‘训练网络’
test=[];‘待预测数据输入’
out=sim(net,test); ‘仿真预测’
我的这个程序没有进行初始化，你还需要先将数据进行初始化后才能算。