英文标题:
《A novel improved fuzzy support vector machine based stock price trend
forecast model》
---
作者:
Shuheng Wang, Guohao Li, Yifan Bao
---
最新提交年份:
2018
---
英文摘要:
Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the excellent learning performance of support vector machine, the technology has become a hot research topic in the field of machine learning, and it has been successfully applied in many fields. However, as a new technology, there are many limitations to support vector machines. There is a large amount of fuzzy information in the objective world. If the training of support vector machine contains noise and fuzzy information, the performance of the support vector machine will become very weak and powerless. As the complexity of many factors influence the stock price prediction, the prediction results of traditional support vector machine cannot meet people with precision, this study improved the traditional support vector machine fuzzy prediction algorithm is proposed to improve the new model precision. NASDAQ Stock Market, Standard & Poor\'s (S&P) Stock market are considered. Novel advanced- fuzzy support vector machine (NA-FSVM) is the proposed methodology.
---
中文摘要:
模糊支持向量机在股价预测中的应用。支持向量机是20世纪90年代提出的一种新型机器学习方法。它可以非常成功地处理分类和回归问题。由于支持向量机优良的学习性能,该技术已成为
机器学习领域的研究热点,并已成功应用于许多领域。然而,作为一种新技术,支持向量机有很多局限性。客观世界中存在着大量的模糊信息。如果支持向量机的训练包含噪声和模糊信息,则支持向量机的性能将变得非常弱和无力。由于影响股票价格预测的因素很多,传统支持向量机的预测结果精度不能满足人们的要求,本研究改进了传统支持向量机模糊预测算法,提出了提高新模型精度的方法。考虑纳斯达克股票市场、标准普尔股票市场。提出了一种新的高级模糊支持向量机(NA-FSVM)方法。
---
分类信息:
一级分类:Statistics 统计学
二级分类:Machine Learning 机器学习
分类描述:Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文(监督,无监督,半监督学习,图形模型,强化学习,强盗,高维推理等)与统计或理论基础
--
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--
---
PDF下载:
-->