FORECASTING FINANCIAL MARKET VOLATILITY BASED ON WEB MINING

摘要：

A new method for predicting short term fluctuation of financial market is proposed in this paper,which is based on web mining technology.A Chinese web textual mining system is developed to predict the daily stock price fluctuation,which aim to manage web-based financial bulletin news or report, and to integrate web mining, Chinese information processing, and support vector machines learning technology.The experimental result shows that this method can produce good precision when applied to Chinese stock market,which can lead to further study on financial market short-term behavior.

关键词： Web Mining Machine Learning Support Vector Machine

作者: Jianxue Chen

作者单位: College of Electrical and Electronic Engineering,Shanghai University of Engineering Science Shanghai 201620,P.R.China

会议类型: 国际会议

会议名称: 2009 International Symposium on Computer Science and Technology(2009 中国宁波国际计算机科学与技术学术大会)

会议地点: 宁波

会议语种:英文

页码: 500-503

在线出版日期: 2009-11-20（万方平台首次上网日期，不代表论文的发表时间）