Optimization of Financial Forecasting Based on Least Squares Support Vector Machine

Yun Fa Li

doi:10.4028/www.scientific.net/AMR.760-762.1987

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 760-762Optimization of Financial Forecasting Based on...

Optimization of Financial Forecasting Based on Least Squares Support Vector Machine

Abstract:

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.

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Periodical:

Advanced Materials Research (Volumes 760-762)

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1987-1991

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.760-762.1987

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September 2013

Authors:

Yun Fa Li

Keywords:

Forecasting, Hang Seng Index, Simulated Annealing Algorithm, Support Vector Machine (SVM)

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