摘要： 建立了基于精确在线支持向量机回归算法的股指短期预测模型,并通过和另外两种基于传统训练方式的支持向量机预测模型进行比较,验证了该方法的有效性。
关键词:
精确在线支持向量机回归,
非线性时间序列,
股市指数,
预测
Abstract: In this paper,AOSVR is applied to the online training of the index-forecasting model of stock market.It modifies the model each time when the additional data are obtained,so it can catch the real time change of the market.Numerical testing results of the AOSVR and two competitive methods are given.The results show that AOSVR is more suitable for the forecasting of the index time series of stock market.
中图分类号:
田翔,邓飞其. 精确在线支持向量回归在股指预测中的应用[J]. , 2005, 31(22): 28-30.
TIAN Xiang1,2,DENG Feiqi1. Application of Accurate Online Support Vector Regression in Stock Market Index Forecasting[J]. , 2005, 31(22): 28-30.