会议专题

Research and Application of SHCI Market Timing Model —Based on Support Vector Machine

Combined with the advantages of traditional technical analysis and fundamental analysis, the essay build SVM model to decide the ups and downs of Shanghai Composite Index. This new model includes the factors of maket operation, monetary environment, macroeconomy and foreign market. The success rate of the test reaches 56.6%. So SVM model is a relatively applicable market timing model.

support vector machine(SVM) market timing model maket trend

ZHANG Caijiang XIA Huajing

School of Economics and Commerce, South China University of Technology, Guangzhou, China, 510006 School of Economics and Commerce, South China University of Technology, Guangzhou, China,510006

国际会议

The 4th (2012) International Conference on Financial Risk and Corporate Finance Management(第四届(2012)金融风险与公司金融国际研讨会 FRCFM)

大连

英文

393-397

2012-07-07(万方平台首次上网日期,不代表论文的发表时间)