The Application of SVMs Method on Exchange Rates Fluctuation

الملخص EN

Technical indicators are very important tools in the analysis of securities investment.

In this paper, considering several main technical indicators prevailed in China security market, we predict whether the price of a stock rises or falls with the support vector machines (SVMs).

We represent the technical indicators of current four days as input vector.

If the price of next day rises, we say that the vector belongs to opposite set, if it falls, we say it belongs to negative set.

Studying the samples, the SVMs construct a classification model.

Then, based on the data of today and three days before, the SVMs give a prediction of tomorrow price.

The experiment shows that the predicting accuracy is all greater than 60%.