Decision making based on grey model and support vector machine

被引:0
|
作者
Li Futou
Liu Liang
机构
[1] Tianjin Polytechnic University,School of Management
来源
Cluster Computing | 2019年 / 22卷
关键词
Gray scale model; Support vector machine; Auto regressive model; Hybrid kernel function;
D O I
暂无
中图分类号
学科分类号
摘要
In order to improve the effectiveness of market preference early warning analysis algorithm, a new method based on gray kernel AR- SVM model is proposed. Firstly, we used support vector machine (SVM) algorithm to construct the financial market risk warning analysis model, which includes no extreme risk and extreme risk in two cases, and used SVM algorithm to find the optimal classification process based on the training set; Secondly, the SVM model is prone to extreme risk warning “failure” in the market preference prediction problem in the market preference data records are processed by the improved gray model, and the mixed kernel function was used to improve the SVM algorithm, which realized the sample data to improve the prediction performance of autoregressive model. Finally, the SVM algorithm is used to improve the accuracy of the market model. The experimental results show that the proposed method is effective in the analysis of market preference data.
引用
收藏
页码:4603 / 4609
页数:6
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