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Support Vector Machine On The Stock Market Forecasting And Empirical Analysis

Posted on:2008-12-02Degree:MasterType:Thesis
Country:ChinaCandidate:L N ZhangFull Text:PDF
Abstract/Summary:PDF Full Text Request
With the economic growth and the conversion of people's investment consciousness, the stock has become one of the focuses of public topic. The investment in stock has become an important part of people's life in modem society. The proceeds of stock investment always equal to the risks. It also means that the good proceed is based on the poor risk of failure. Therefore the study of stock prediction method has great application value and theoretical significance. But the complexity of inside structure and levity of exterior complication in system of stock market prediction is a complex problem. The methods of analysis and prediction used now have been proved not to use well. At the same time, the stock market always accumulated a lot of data information passed through many years development. How seek the value information from these data, applied it in the investment decision-making has become the focal point which the stock market forecast.The support vector machine is a data mining new technology; it is a new tool that draws support the/ptimized method to solute the machine learning questions. Qpecially in recent years, supported the vector machine also to display the extremely good performance in the return algorithm research aspect, but applied it the stock market to forecast certainly were not actually many. This article has analyzed price forecast in the present stock market, in this foundation, it proposed using the support vector machine to forecast the stock market. Under the rationale of the time series forecast, the article produced a model that based on the time series support vector machine forecast.And it selects the 180 indexes and the Qingdao beer stock price as the training and forecast data. In the situation of choosing suitable kernel function and its parameters, it carried on the real examination to forecast the stock market regarding the support vector machine.The result indicated that, support vector machine not only to be allowed to forecast indexes trend more accurately. It also has the very good effect regarding the stock price forecast. Thus it can be seen, carries on the forecast prospect using the support vector machine to the stock market extremely to favor.Postgraduate student: Zhang Lina(Finance)Directed by Prof: Hu Yanjing...
Keywords/Search Tags:support vector machine, kernel function, parameters selection, forecast
PDF Full Text Request
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