基于人工神经网络的沪锌期货价格预测研究
A Research on Forecasting of Shanghai Zinc Futures Price Based on Artificial Neural Network

分析沪锌期货的特征，发现沪锌期货价格存在非线性和波动集聚性的特点。选择沪锌期货的相关指标作为参数，运用人工神经网络训练数据，进行价格涨跌预测，构建BP神经网络和卷积神经网络沪锌期货预测模型。实证研究结果表明：模型预测准确率高，预测效果良好，在盘整行情中可获得较高收益，为投资决策提供重要参考，并可在期货市场中进行广泛应用。
The characteristics of Shanghai zinc futures are analyzed, and the characteristics of nonlinear and volatility clustering are found. We choose Shanghai zinc futures related indicators as parameters, use artificial neural network to train data, forecast price change, and build BP neural network and convolutional neural network Shanghai zinc futures forecasting model. Empirical study results show that model forecasting accurate rate is high and has good results, can get a higher yield in the consolidation in the market, which can provide important reference for the investment decision, and can be widely used in the futures market.