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基于增量支持向量回归机的股价预测模型研究
引用本文:黄青华,何凯瑜,孙洁.基于增量支持向量回归机的股价预测模型研究[J].上海市经济管理干部学院学报,2012(1):8-14.
作者姓名:黄青华  何凯瑜  孙洁
作者单位:浙江师范大学,浙江,321004
摘    要:随着越来越多的人加入到股票投资中,有效的股票预测方法就显得尤为重要。本文利用增量支持向量回归机对上证指数的收盘价进行预测,并同神经网络方法进行比较分析、实证研究,可发现,基于增量支持向量回归机的股价预测模型表现较佳,为股价预测模型研究提供了一种新的方法,进而为投资者提供了一定的参考信息。

关 键 词:上证指数  增量支持向量回归机  神经网络

Stock Price Forecast Model based on Incremental Support Vector Regression
HANG Qing-hua,HE Kai-yu,SUN Jie.Stock Price Forecast Model based on Incremental Support Vector Regression[J].Journal of Shanghai Economic Management College,2012(1):8-14.
Authors:HANG Qing-hua  HE Kai-yu  SUN Jie
Institution:(Zhejiang Normal University,Zhejiang 321004)
Abstract:As more and more people joined into the stock investment,an effective stock forecast model became more important.In this paper,we proposed a stock price forecast model based on incremental support vector regression to forecast SSE Composite Index,and we also compared it with neural network model.Empirical research found that the stock price forecast model based on incremental support vector regression performed better,and was able to provide a new method for stock price forecasting.Thus,it offered investors with a certain reference informations.
Keywords:SSE Composite Index  incremental support vector regression  neural network
本文献已被 CNKI 维普 万方数据 等数据库收录!
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