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
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)