SVM与神经网络模型在股票预测中的应用研究

Application of SVM and neural network model in the stock prediction research

介绍了SVM、BP神经网络和小波神经网络模型在股票预测中的应用研究。通过输入历史股票价格走势数据进行模型训练,并分别进行三个模型预测输出,最后通过均方误差、走势方向准确率和总盈利率三个指标分析比较三个模型,从而了解模型在股票预测领域的应用效果,为后续研究做参考。

This paper introduces the SVM, BP neural network and wavelet neural network model in the application of stock prediction research. The historical stock price data was input for the three models training and then they output predicted values. Finally, through the mean square error, the accuracy of tendency and the total of profitability as evaluation index to analysis and compare the three models, so as to know application effect in the field of stock prediction models and make reference for subsequent researches.