The Application of SVMs Method on Exchange Rates Fluctuation
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2009, Issue 2009 (31 Dec. 2009), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-02-08
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract 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%.
American Psychological Association (APA)
Zhang, Zuoquan& Zhao, Qin. 2010. The Application of SVMs Method on Exchange Rates Fluctuation. Discrete Dynamics in Nature and Society،Vol. 2009, no. 2009, pp.1-8.
https://search.emarefa.net/detail/BIM-457361
Modern Language Association (MLA)
Zhang, Zuoquan& Zhao, Qin. The Application of SVMs Method on Exchange Rates Fluctuation. Discrete Dynamics in Nature and Society No. 2009 (2009), pp.1-8.
https://search.emarefa.net/detail/BIM-457361
American Medical Association (AMA)
Zhang, Zuoquan& Zhao, Qin. The Application of SVMs Method on Exchange Rates Fluctuation. Discrete Dynamics in Nature and Society. 2010. Vol. 2009, no. 2009, pp.1-8.
https://search.emarefa.net/detail/BIM-457361
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-457361
