Financial time series has high randomicity and nonlinearity.Neural network is quite suitable in the process of financial time series data for its good ability of nonlinear mapping and generalization.

• 金融时间序列具有很强的随机性和非线性性,而神经网络具有良好的非线性映射能力及自适应、自学习和良好的泛化能力,因此非常适合处理金融时间序列这样的数据。