| 基于SVR的股市预测与择时研究 |
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| 引用本文： | 张鹏. 基于SVR的股市预测与择时研究[J]. 重庆文理学院学报, 2016, 35(2): 148-151 |
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| 作者姓名： | 张鹏 |
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| 作者单位： | 太原工业学院理学系， 山西太原030008 |
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| 摘 要： | 本文首先阐述支持向量回归机原理，在此基础上建立了SVR预测模型，以HS300指数数据为测试样本，分析了SVR模型在时间序列预测问题中的优势，并在此基础上进行了交易实验.结果表明：支持向量回归机适用于预测股市大盘的短期走势，并能够得到比较好的预测效果.
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| 关 键 词： | 机器学习 支持向量回归机 时间序列 |
Research of forecasting and timing in stock market based on SVR |
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| ZHANG Peng. Research of forecasting and timing in stock market based on SVR[J]. Journal of Chongqing University of Arts and Sciences, 2016, 35(2): 148-151 |
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| Authors: | ZHANG Peng |
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| Affiliation: | Science Department, Taiyuan Institute of Technology, Taiyuan Shanxi 030008, China |
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| Abstract: | This paper firstly expounds the principle of support vector regression machine, on the basis of which SVR forecasting model is established and then the advantages of SVR model are analyzed in time series prediction problem, regarding HS300 index as the test sample. Based on this, trading experiment is conducted to show that SVR is applicable to predict the short-term trends of stock market, and it can get a better prediction effect. |
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| Keywords: | machine learning support vector regression time series |
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