江西科学2012，Vol.30Issue(2)：230-235,6.
金融时间序列预测中的GA-SVR方法
The Application of GA-SVR Method in Financial Time Series Prediction
焦帅 1颜七笙1
作者信息
- 1. 东华理工大学数学与信息科学学院,江西抚州344000
- 折叠
摘要
Abstract
The application of support vector machine method in financial time series forecasting process often occurred low prediction accuracy and other issues with selected model improper parameters.In order to solve the problems,a financial time series forecasting model based on Genetic Algorithm which is used to optimize parameters of SVM has established.It was applied in China ＇stock index time series prediction,and experimental results show that the method could better reflect the financial time series prediction rule,and improved the prediction accuracy of the model.关键词
上证指数/支持向量机/遗传算法/参数优化Key words
Shangzheng stock index/Support vector machine/Genetic algorithm/Parameters optimization分类
信息技术与安全科学引用本文复制引用
焦帅,颜七笙..金融时间序列预测中的GA-SVR方法[J].江西科学,2012,30(2):230-235,6.
