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Shanghai Stock Index Forecast Based on Support Vector Machine

机译:基于支持向量机的上证指数预测

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The stock price index may be prepared through the calculation of trading price of sampled stock and thus reversely, the ups and downs of stock price index may be used for analysis on and investment into individual stock. In this paper, the hypothesis is made as the daily opening index, maximum index, minimum index, closing index, trading volume and turnover of stock price index is related to its opening index of next day. Based on such hypothesis, the daily opening index is forecasted by virtue of regression algorithm of vector machine. The experiments show that there is higher correlation line between the real opening index and the forecasted one, while for certain opening index, there are still errors between the real one and the forecasted one.
机译:可以通过计算样本股票的交易价格来准备股票价格指数,因此可以反过来使用股票价格指数的涨跌来分析和投资单个股票。本文的假设是,日开盘指数,最大指数,最小指数,收盘指数,交易量和股价指数的营业额与其第二天的开盘指数有关。基于这种假设,利用矢量机回归算法对日营业额进行预测。实验表明,实际的开盘指数与预测的指数之间存在较高的相关性,而对于一定的开盘指数,真实的指数与预测的指数之间仍然存在误差。

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