Support Vector Regression for financial time series forecasting

被引：0
|
作者：
Hao, Wei [1 ]
Yu, Songnian [1 ]
机构：
[1] Shanghai Univ, Sch Comp Engn & Sci, Shanghai, Peoples R China
来源：
KNOWLEDGE ENTERPRISE: INTELLIGENT STRATEGIES IN PRODUCT DESIGN, MANUFACTURING, AND MANAGEMENT | 2006年 / 207卷
关键词：
support vector regression; financial time series forecasting;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
Recently, Support Vector Regression (SVR) has been a popular tool in financial time series forecasting. This study deals with the application of Support Vector Regression in stock composite index forecasting. A preprocessing method for accelerating support vector regression training is presented in this paper. Then we propose a method of support vector regression by modifying the regularized risk function. A data set from Shanghai Stock Exchange is used for the experiments to test the validity of our methods.
引用
收藏
页码：825 / +
页数：2
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