Financial Data Mining based on Support Vector Machines and Ensemble Learning

摘要：

With the rapid development of e-commerce, financial data mining has been one of the most important research topics in the data mining community. Support vector machines (SVMs) and ensemble learning are two popular techniques in the machine learning field. In this paper, support vector machines and ensemble learning are used to classify financial data respectively. The experiments conducted on the public dataset show that compared with SVMs, ensemble learning achieves obvious improvement of performance.

关键词： Financial Data Mining Support Vector Machines Ensemble Learning

作者: Shi Lei Ma Xinming Xi Lei Hu Xiaohong

作者单位: College of Information and Management Science, HeNan Agricultural University, Zhengzhou 450002 China

会议类型: 国际会议

会议名称: 2010 International Conference on Intelligent Computation Technology and Automation(2010 智能计算技术与自动化国际会议 ICICTA 2010)

会议地点: 长沙

会议语种:英文

页码: 1483-1484

在线出版日期: 2010-05-11（万方平台首次上网日期，不代表论文的发表时间）