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

摘要：

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.

关键词： support vector machine(SVM) market timing model maket trend

作者: ZHANG Caijiang XIA Huajing

作者单位: 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

会议类型: 国际会议

会议名称: 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)

会议地点: 大连

会议语种:英文

页码: 393-397

在线出版日期: 2012-07-07（万方平台首次上网日期，不代表论文的发表时间）