Paper Title:
Stock Price Combination Forecast Model Based on Regression Analysis and SVM
  Abstract

According to the features of stock price change, a new forecast model, based on the regression analysis and SVM, is proposed to solve the problem of the stock price prediction. First, the regression analysis model is used to forecast stock prices, and then SVM was established to forecast and correct the error. The combined predictive values are obviously better than single method. Empirical analysis shows that the stock price based model based the regression analysis and SVM model significantly improved the forecast accuracy, it shows that the method in this paper is worth to be extended and applied.

  Info
Periodical
Edited by
Yuanzhi Wang
Pages
14-18
DOI
10.4028/www.scientific.net/AMM.39.14
Citation
F. Kong, G. P. Song, "Stock Price Combination Forecast Model Based on Regression Analysis and SVM", Applied Mechanics and Materials, Vol. 39, pp. 14-18, 2011
Online since
November 2010
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