广西工学院学报2009，Vol.20Issue(2)：58-62,72,6.
基于支持向量机的进化神经网络集成股市模型
Stock Market Forecasting Model Based on Support Vector Machine Evolving Neural Network Ensemble
摘要
Abstract
This paper presents the evolving neural network ensemeble based on support vector machine regression. Firstly, the evolving neural network architecture and connection weights are based on particle swarm optimization algorithms in order to produce the better ensemble individuals. Secondly, principal components analysis extracts comprehensive information. Thirdly, the ensemble strategy carries out the support vecort machine regression. This method builds the forecast model for stock market. The result shows that the method can effectively improve generalization ability, accuracy and stability of neural network.关键词
神经网络集成/粒子群优化/支持向量机/股市/预测模型Key words
neural network ensemble/particle swarm optimization/support vector machine/stock market/forecasting model分类
信息技术与安全科学引用本文复制引用
潘晓明,吴建生..基于支持向量机的进化神经网络集成股市模型[J].广西工学院学报,2009,20(2):58-62,72,6.基金项目
广西青年科学基金项目(0832092)资助 （0832092）
广西教育厅面上项目(200807MS098)资助. （200807MS098）
