Optimization of financial forecasting based on least squares support vector machine

摘要：

　　To master the variation regularity of finance,obtain greater benefits in stock investment.study of the support vector machine and application in prediction of stock market.The simulated annealing algorithm to optimize the least squares support vector machine prediction model,and the least square support vector machine and simulated annealing algorithm is described,given the optimal prediction model.Through the research on the simulation of the Hang Seng Index,shows that this method is simple,fast convergence,the algorithm with high accuracy.Has the actual guiding sense for investors,the stock market of the financial firm to operate.

关键词： Simulated 0annealing algorithm support vector machine the Hang Seng Index forecasting

作者: YunFa Li

作者单位: Department of Finance and Economics,Liuzhou Teachers College,Liuzhou,Guangxi 545004,China

会议类型: 国际会议

会议名称: 2013 2nd international Conference on Opto-Electronics Engineering and Materials Eesearch(2013第二届光电工程与材料研究国际会议)(OEMR2013)

会议地点: 郑州

会议语种:英文

页码: 753-757

在线出版日期: 2013-10-19（万方平台首次上网日期，不代表论文的发表时间）