Study Of Securities Investment Decision On The Basis Of Support Vector Machine

Technological analysis is one of the most frequently used analytical methods in Securities Investment, which is favored by numerous investors, including those institutional investors. This research, through analyzing some principles of technologyanalytical methods, adopts the way of machine learning------Support Vector Machine(SVM), to study the course of technological analysis. Thus one method of investment securities is brought forward. As a support of which, as well as, to verify the effect, the results of this investment method have been tested with the real examples.The full text divides into four chapters:Chapter one------Brief introduction of technological analysis theory. This is torecommend commonly used technological analysis theories and basic hypothesis in Securities Investment Analysis. Also several kinds of commonly used tool indexes are introduced. Through an analysis of which, the basic principle of the technological analytical method has been drawn.Chapter two------Introduction of Support vector machine Methods. In thischapter, Machine Learning Theory is briefly recommended. And its focus is the method of support Vector Machine in the school of statistic study.Chapter three------Security Investment Desicon on the basis of SVM. On thebasis of Machine Learning Theory, and through the study of technical analysis in SVM method (build the model), it predicts the next tendency of the stock price with the real stock market data, and tests the result of this kind of investment method.Chapter four------The summary and appraisal of the investment decision methodof SVM. It appraises the actual effect of this method, analyses its deficiency, and gives some possible reasons, further more, it puts forward the further improved scheme. In this thesis, the following innovative research work has been done:1. To predict the tendency of the stock price by adopting SVM method, which stems from Statistic Study Theory.2. To simulate the course of technological analysis by the method of Machine Learning, for the purpose of finding some theoretical foundations for the technological analytical method.3. To set up the model of SVM according to the historical data, which may directly apply to operate securities investment in actual.