| 基于加权支持向量机的金融时间序列预测 |
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| 引用本文： | 吴江,李太勇.基于加权支持向量机的金融时间序列预测[J].商业研究,2010(1). |
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| 作者姓名： | 吴江 李太勇 |
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| 作者单位： | 西南财经大学,经济信息工程学院,成都,610074 |
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| 基金项目： | 四川省青年软件创新工程,项目编号:2007aa028;;西南财经大学科研基金资助项目,项目编号:07QN37 |
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| 摘 要： | 金融时间序列数据的预测是商业领域的热点问题,对金融时间序列进行准确的预测,对金融投资决策与风险管理具有特别重要的意义。针对金融时间序列的特点,对传统支持向量机进行了改进,提出了基于加权支持向量机的金融时间序列预测方法。研究表明,与传统金融时间序列预测方法比较,基于加权支持向量机有效地提高了金融时间序列预测的精度。
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| 关 键 词： | 商业领域 金融时间序列预测 支持向量机 |
Financial Time Series Forecasting Based on Weighted Support Vector Machine |
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| WU Jiang,LI Tai-yong.Financial Time Series Forecasting Based on Weighted Support Vector Machine[J].Commercial Research,2010(1). |
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| Authors: | WU Jiang LI Tai-yong |
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| Institution: | School of Economic Information Engineering;Southwest University of Finance and Economics;Chengdu 610074;China |
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| Abstract: | The forecasting of finance time series data is hot spot in business fields.Precise forecasting on financial time series has particular importance on financial investment decision-making and risk management.In view of characteristics of financial time series,the paper improves traditional support vector machine,and proposes financial time series forecasting methods based on weighted support vector machine.Studies show that compared with traditional financial time series forecasting method,weighted support ve... |
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| Keywords: | business financial time series forecasting support vector machine |
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