Support Vector Machine based Forecasting of the Contract Prices of Stock Index Futures
Finance is the core of modern economy. Financial derivatives first appeared in the 80s of the 20th century. As one of the important financial derivatives, the stock index futures have developed only recently but have become one of the most successful derivatives. Its impact can be seen in many corners of the financial markets. With the continuous development of financial markets, it is necessary to forecast the trends of stock index futures. This article first discusses the importance of forecasting stock index futures and surveys the stock index futures forecasting methods including the artificial neural networks and support vector machines. Then it describes the support vector machine-based forecasting model for stock index futures’ contract price and finally validates its scientific soundness using a case study.
Stock Index Futures Forecasting of Stock Index Futures Neural Network Support Vector Machine
Yang Yuanyuan Su Mingche Zhou Yang He Chucong
School of Economics, Jilin University, Changchun China School of Computer Science and Technology, Jilin University Changchun China School of Philosophy and Social Sciences, Jilin University School of Business, Jilin University
国际会议
武汉
英文
49-53
2011-10-17（万方平台首次上网日期，不代表论文的发表时间）