Mining Factors Affecting Stock Prices from the Perspective of Asset Pricing Based on ANN-RBF Algorithm

Pricing of assets through machine learning has been given more attention. This article attempts to study the factors affecting stock value. In addition Fama French factor, this selects stocks in A-share market and adds seven other value construct a pricing model. The sum squares error (SSE) RBF neural network's prediction results was 0.4, relative 0.955. Among 12 factors, economic prosperity index (HJ), consumer expectations (CEI), an inflation (CPI) were significantly crucial for growth is conducive exploring prices, helping investors stakeholders identify significant influencing making correct responses changes obtain additional returns.