基于SVM的上证综合指数短期预测

2010 IEEE International Conference on Software Engineering and Service Sciences Pub Date : 2010-07-16 DOI:10.1109/ICSESS.2010.5552390

Xiaoyun Wang, Limin Lin

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引用次数: 1

摘要

技术指标是证券投资分析中非常重要的工具。收盘价和成交量是基本指标，它们构成了许多复杂的技术指标。本文以日收盘价和日业务量为输入向量，根据不同的输入向量构建了9个项目。通过9次支持向量机对比实验，我们发现每日收盘价和每日交易量在预测未来股价方面具有3天的时间有效性。

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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Short-term prediction of Shanghai composite index based on SVM

Technical indicators are very important tools in the analysis of securities investment. Closing prices and volume of business are basic index, and they compose many complex technical index. In this paper, we represent the daily closing prices and daily volume of business as input vector, and construct 9 projects according different input vector. After 9 contrast experiments with support vector machines, we find that daily closing prices and daily volume of business have 3 days of time validity in predicting future stock price.

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2010 IEEE International Conference on Software Engineering and Service Sciences

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