| 一种改进的SVM算法及其在证券领域中的应用 |
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| 引用本文： | 陈友,张国基,郭国雄. 一种改进的SVM算法及其在证券领域中的应用[J]. 华南理工大学学报(自然科学版), 2003, 31(7): 15-18 |
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| 作者姓名： | 陈友 张国基 郭国雄 |
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| 作者单位： | 华南理工大学应用数学系,广东,广州,510640 |
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| 摘 要： | 根据传统的SVM算法原理，提出一种新的基于连续的和过程化的SVM算法，该算法在分类结果上不再局限于两类分类问题的离散情况，是一种支持向量的动态选择算法．将该算法应用于证券领域中，结果表明该算法是有效且正确的．
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| 关 键 词： | 支持向量机 连续 过程 证券技术分析 波形理论 预测 |
| 文章编号： | 1000-565X(2003)07-0015-04 |
| 修稿时间： | 2003-02-25 |
An Improved SVM Algorithm and Its Application in the Securities Business |
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| Chen You Zhang Guo-ji Guo Guo-xiong. An Improved SVM Algorithm and Its Application in the Securities Business[J]. Journal of South China University of Technology(Natural Science Edition), 2003, 31(7): 15-18 |
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| Authors: | Chen You Zhang Guo-ji Guo Guo-xiong |
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| Abstract: | On the basis of the traditional support vector machine (SVM) algorithm principle, this paper proposed a new kind of SVM algorithm base on the continuous and procedure algorithm. Compared with the traditional algorithm, it is no longer limited at the only two values, and is a new algorithm of dynamical selection for support vector. This algorithm is applied to the field of securities, result shows that the algorithm is effective and correct. |
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| Keywords: | support vector machine continuous procedure technological analysis of the securities waved theory prediction |
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