支持向量回归机在股票价格预测中的分析与应用.docVIP

支持向量回归机在股票价格预测中的分析与应用 暨南大学硕士论文 支持向量回归机在股票价格预测中的分析与应用 摘要 股票投资已经成为人们日常生活的一个重要组成部分,预测股票价格也一直 是人们关心的问题。股票市场是一个复杂的非线性动态系统,利用传统的时间序 列预测技术很难揭示其内在的规律。为了更好的对股票市场的价格规律进行分 析,本文在支持向量机理论的基础上推导新的方法来适合股票价格预测的应用。支持向量机采用结构风险昀小化原则, 使风险只与输入样本数目有关, 而 与输入的维数无关, 从而避免“维数灾难”, 克服了传统神经网络收敛速度慢, 存在局部极小值等缺点, 具有较好的泛化能力。本文基于此方法开发了一个支持 向量回归机原型系统。 本文将这个系统应用于股票价格的预测,预测效果基本令人满意。本文还另 外讨论了核函数及其参数对预测结果的影响。 因此基于支持向量机的股票价格 预测模型对股票价格研究有着重要的参考价值。 关键词:支持向量回归机,核函数,股票价格预测,参数选择I暨南大学硕士论文 支持向量回归机在股票价格预测中的分析与应用 ABSTRACT Stock investment has become an important part of peoples daily lifeForecasting the stock price has been a concern problem. Stock market is a complicated non-linear dynamic system. It is very difficult to open out its inherent rules using traditional timing prediction technique. To improve the analysis of the pattern of the stock market price, based on the theory of support vector machines, we put forward a new method for forecasting stock priceBecause Support Vector Machine uses the structural risk minimization principle, the risk is only influenced with the number of input samples, but has nothing to do with the input dimension. Support Vector Machine avoids dimension disaster and overcomes some shortcomings, such as the slow convergence of traditional neural networks, local minimum value and so on. So, Support Vector Machine has good generalization abilityBased on this method, we develop a prototype system of support vector regression We use this system to predict the stock priceThe result is generally satisfactory. We also discuss the different kernel functions and the different parameters to impact the results of forecasts. So based on Support Vector Machines for predicting the stock price have important reference value Keywords: Support Vector Regression, kernel function, forecast stock price, parameter selection II暨南大学硕士论文 支持向量回归机在股票价格预测中的分析与应用 目录 摘要..I ABSTRACT II 目录III 第一章 绪 论.1 1.1 课题的应用背景1 1.2 股市预测的发展概况.1 1.3 支持向量机简介5 1.4 本文结构安排和研究内容6 1