| 精确在线支持向量回归在股指预测中的应用 |
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| 引用本文： | 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].计算机工程,2005,31(22):18-20. |
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| 作者姓名： | 田翔 邓飞其 |
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| 作者单位： | 1. 华南理工大学自动化科学与工程学院,广州,510640;华南理工大学数学科学学院,广州,510640
2. 华南理工大学自动化科学与工程学院,广州,510640 |
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| 基金项目： | 国家自然科学基金资助项目（60374023）;广东省自然科学基金资助项目（011629） |
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| 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。
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| 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 |
| 文章编号： | 1000-3428（2005）22-0018-03 |
| 收稿时间： | 2004-10-07 |
| 修稿时间： | 2004-10-07 |
Application of Accurate Online Support Vector Regression in Stock Market Index Forecasting |
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| TIAN Xiang,DENG Feiqi.Application of Accurate Online Support Vector Regression in Stock Market Index Forecasting[J].Computer Engineering,2005,31(22):18-20. |
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| Authors: | TIAN Xiang DENG Feiqi |
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| Affiliation: | 1. College of Automation Science and Engineering, South China Univ. of Tech., Guangzhou 510640 2. School of Mathematical Sciences, South China Univ. of Tech., Guangzhou 510640 |
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| 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. |
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| Keywords: | Accurate online support vector regression(AOSVR) Nonlinear time series Stock market index Forecasting |
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