| 基于SVM的股票时间序列的预测研究 |
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| 引用本文： | 吕琦.基于SVM的股票时间序列的预测研究[J].吉林工程技术师范学院学报,2011(7):48-49. |
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| 作者姓名： | 吕琦 |
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| 作者单位： | 华北水利水电学院管理与经济学院; |
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| 摘 要： | 支持向量机（support vector machine,SVM）是以统计学理论为基础的一种新的模式识别方法,目前已广泛应用于股票价格的预测中。在股市投资问题的研究中,股价作为时间序列数据是复杂的、非线性的,并且极不稳定。文章将支持向量机引入到股价预测的建模中,并对效果进行了分析。
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| 关 键 词： | 支持向量机 SVM 股票价格预测 |
The Stock Market Forecast System Based on SVM |
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| LV Qi.The Stock Market Forecast System Based on SVM[J].Journal of Jilin Teachers Institute of Engineering and Technology(Natural Sciences Edition),2011(7):48-49. |
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| Authors: | LV Qi |
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| Institution: | LV Qi(School of Management and Economics,North China University of Water Resources and Electric Power,Zhengzhou Henan 450011,China) |
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| Abstract: | SVM is a new type of machine learning method which was developed,and a new data mining method based on the statistical learning theory.It has been widely used in forecasting the stock price,which has become a hotspot in the international machine learning field.With the traditional timing prediction technique,it is very difficult to open out its inherent rules.In order to improve the pattern analysis of the stock market price based on SVM theory,this paper puts forward a new method using SVM to forecast the ... |
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| Keywords: | support vector machine SVM stock price forecast |
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