文章利用随机变异—优化选择设计规则的神经网络对沪深300股指期货的价格时间序列进行仿真预测。研究发现该方法在解决实际问题的过程中效果更佳,能够解决bP网络参数不易确定,预测精度不高的问题。A new type of neural networks,which is designed by Monte-Carlo-Adaptation rule,is used toforecast the futures price.This method is proved to be more effective than BP neural networks,and obtain higheraccuracy of predicting.In addition,it can also give a way to solve the problem of network parameters optimization
