遗传支持向量机在股市趋向的预测

Genetic Support Vector Machine in Forecast of Stock Market Trend

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。

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.