Ensemble Model of Intelligent Paradigms for Stock Market Forecasting

First International Workshop on Knowledge Discovery and Data Mining (WKDD 2008) Pub Date : 2008-01-23 DOI:10.1109/WKDD.2008.54

Qiang Wu, Yuehui Chen, Z. Liu

引用次数: 20

Abstract

The use of intelligent systems for stock market predictions has been widely established. This paper introduces a ensemble model of SVM and ANNs for the prediction of three stock indices. The performance of this model is then compared with support vector machine model and an artificial neural network respectively. Empirical results reveal that the ensemble result obtain the best results.

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股票市场预测智能范式的集成模型

智能系统在股票市场预测中的应用已经广泛建立。本文介绍了一种基于支持向量机和人工神经网络的三种股票指数预测集成模型。并将该模型的性能与支持向量机模型和人工神经网络进行了比较。实证结果表明，集成结果获得了最佳效果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

First International Workshop on Knowledge Discovery and Data Mining (WKDD 2008)

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