| 遗传支持向量机在股市趋向的预测 |
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| 引用本文： | 黄胜忠.遗传支持向量机在股市趋向的预测[J].计算机与数字工程,2012,40(1):7-8,36. |
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| 作者姓名： | 黄胜忠 |
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| 作者单位： | 柳州师范高等专科学校数学与计算机科学系 柳州 545004 |
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| 基金项目： | 新世纪广西高等教育改革工程项目（编号：2010JGB135）资助 |
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| 摘 要： | 为了能够提高股市趋向的预测效率,深入地研究了支持向量机在股市趋向的预测和应用。提出了遗传模拟退火算法优化的最小二乘支持向量机预测模型,并分别对最小二乘支持向量机和遗传模拟退火算法进行了描述,给出了优化预测模型。通过实例研究,结果表明该方法具有较高的预测精度。
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| 关 键 词： | 遗传模拟退火算法 支持向量机 股市趋向 预测与应用 |
Genetic Support Vector Machine in Forecast of Stock Market Trend |
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| HUANG Shengzhong.Genetic Support Vector Machine in Forecast of Stock Market Trend[J].Computer and Digital Engineering,2012,40(1):7-8,36. |
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| Authors: | HUANG Shengzhong |
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| Affiliation: | HUANG Shengzhong(Department of Mathematics and Computer Science,Liuzhou Teachers College,Liuzhou 545004) |
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| Abstract: | In order to improve the efficiency of stock market trends prediction,in-depth study of support vector machines in prediction stock market trends and applications.A genetic simulated annealing algorithm to optimize the least squares support vector machine model was proposed,and the least squares support vector machines and genetic simulated annealing algorithm were described,the optimal prediction model was given.Through case studies,results show that the method has a high prediction accuracy. |
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| Keywords: | genetic simulated annealing algorithm support vector machine market trends prediction and application |
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