财经理论与实践
財經理論與實踐
재경이론여실천
The Theory and Practice of Finance and Economics
2011年
6期
44~47
,共null页
信息粒化 支持向量机 股票价格
信息粒化 支持嚮量機 股票價格
신식립화 지지향량궤 고표개격
Information granulation; Support vector machine; Stock price
信息粒化是进行海量数据挖掘和模糊信息处理的有效工具。本文提出了一种基于信息粒化和支持向量机的股票价格预测方法。利用长安汽车的股票数据，建立股票开盘价回归预测模型，该模型克服了传统时间序列模型仪局限于线性系统的情况。应用实例表明：该方法能有效地预测股票价格的变化范围。
信息粒化是進行海量數據挖掘和模糊信息處理的有效工具。本文提齣瞭一種基于信息粒化和支持嚮量機的股票價格預測方法。利用長安汽車的股票數據，建立股票開盤價迴歸預測模型，該模型剋服瞭傳統時間序列模型儀跼限于線性繫統的情況。應用實例錶明：該方法能有效地預測股票價格的變化範圍。
신식립화시진행해량수거알굴화모호신식처리적유효공구。본문제출료일충기우신식립화화지지향량궤적고표개격예측방법。이용장안기차적고표수거，건립고표개반개회귀예측모형，해모형극복료전통시간서렬모형의국한우선성계통적정황。응용실례표명：해방법능유효지예측고표개격적변화범위。
Information granulation is a powerful tool for massive data mining and fuzzy information processing. In this paper, a new forecasting method of stock price based on information granulation and support vector machine is put forward. Using the stock data of Changan Automobile, a regression pre- diction model of the opening price is established. This model abstains from the default of traditional time series prediction model that only can be used in linear system. The empirical analysis indicates that the above method can effectively predict the change range of the stock price.
