基于支持向量机的股票价格预测

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1、AbstractAbstractAfternearlytwodecadesofdevelopmentbecomesgraduallyimproveChina’Sstockmarket，thestockhasbecomewillingtobeartheriskoffinancialmeans，theanalysishasanextremelyimportantsignificanceforthemajorityofinvestors，thestockmarketpriceforecasting．Manyfo

2、reigneconomistsstockpricepredictionmethod，thesepredictionmethodsstartingfromthebasicprinciplesofeconomics，andestablishedarelativelycompletemathematicalmodelofthetimeseries，butthesetheoriesareoftenbuiltontheidealassumptionsontheapplicationofthesemathematic

3、almodelsinChina’Sstockmarketforecast，therearesomelimitations．Topicsbasedonsupportvectormachinesandstockpricepredictionproblem，thestockpriceforecastingmodelbasedonsupportvectormachine，thepredictionmodelinthesolutionprocesswillsupportvectorclassificationalg

4、orithmofthedecision-makingfunctioncontinuous，theforecastmodelhasasimplestructureproblemsolvingnonlineareffect，ere．，tobeabletogetabetterstockpricepredictionresults．Papersfirststatisticallearningtheory,supportvectormachine，supportvectormachineissummarizedan

5、danalyzedinthefieldofsecurities；Secondly,thep印erstockmovementsandpriceforecasts，andselectedfromtherawdatastandardizationandkemelfunctionandotheraspectsofthedetail；papersaccordingtothecharacteristicsofChina’Ssecuritiesmarket，stockpriceforecastingmodelbased

6、onsupportvectormachineandmodelapplication，parameteradjustmentandindexselectionmethodwasdiscussed；finalthesisbyconstructingsimulationplatformandinstancedataontheproposedpredictionmodelsimulationandanalysis，toverifythecorrectnessandreliabilityofthestockpric

7、eforecastingmodelbasedonsupportvectormachineKeyWords：SecuritiesPriceForecasting；SupportVectorMachine；KernelFunction；DataStandardizationII目录第一章绪论⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯1第一节研究背景⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯·1第二节股市预测的国内外研究现状⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯·2第三节主要研究内容⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯

8、⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯·4第四节论文的组织结构⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯·4第二章相关理论分析⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯5第一节统计学习理论⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯·52．1．1函数集VC维⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯．．52．1．2核函数⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯·6第二节支持向量机综述⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯