RETRACTED: Stock market prediction model based on genetic algorithm and support vector regression (Retracted Article)

被引:0
|
作者
Bao Yilan [1 ]
机构
[1] Dalian Maritime Univ, Dalian 116026, Peoples R China
关键词
support vector regression; prediction technology; stock market; efficient management; neural network; BP NEURAL-NETWORK;
D O I
10.1016/j.egypro.2011.10.796
中图分类号
TE [石油、天然气工业]; TK [能源与动力工程];
学科分类号
0807 ; 0820 ;
摘要
Accurate prediction of stock market is very important to obtain high profits from stock market. As the operational parameters of support vector regression are usually determined by user, which leads to bad prediction results. In the paper, genetic algorithm and support vector regression (GA-SVR) model is developed to predict stock market, and genetic algorithm selects the best parameters of support vector regression. The comparison of the prediction error between GA-SVR and BP neural network to show the excellence of GA-SVR compared with BP neural network in the experimental analysis. It can be seen from the comparison results of the prediction error between GA-SVR and BP neural network that GA-SVR can gain the lower prediction error than BP neural network in the stock market prediction. (C) 2011 Published by Elsevier Ltd. Selection and/or peer-review under responsibility of the Organizers of 2011 International Conference on Energy and Environmental Science.
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页数:5
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