The Application of SVMs Method on Exchange Rates Fluctuation
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 te...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2009/250206 |
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| _version_ | 1832564426157326336 |
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| author | Zuoquan Zhang Qin Zhao |
| author_facet | Zuoquan Zhang Qin Zhao |
| author_sort | Zuoquan Zhang |
| collection | DOAJ |
| description | 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%. |
| format | Article |
| id | doaj-art-b66ee0b6b5444daeb9263e9b59897a9c |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2009-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-b66ee0b6b5444daeb9263e9b59897a9c2025-02-03T01:11:07ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2009-01-01200910.1155/2009/250206250206The Application of SVMs Method on Exchange Rates FluctuationZuoquan Zhang0Qin Zhao1School of Sciences, Beijing Jiaotong University, Beijing 100044, ChinaSchool of Economics and Management, Beijing Jiaotong University, Beijing 100044, ChinaTechnical 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%.http://dx.doi.org/10.1155/2009/250206 |
| spellingShingle | Zuoquan Zhang Qin Zhao The Application of SVMs Method on Exchange Rates Fluctuation Discrete Dynamics in Nature and Society |
| title | The Application of SVMs Method on Exchange Rates Fluctuation |
| title_full | The Application of SVMs Method on Exchange Rates Fluctuation |
| title_fullStr | The Application of SVMs Method on Exchange Rates Fluctuation |
| title_full_unstemmed | The Application of SVMs Method on Exchange Rates Fluctuation |
| title_short | The Application of SVMs Method on Exchange Rates Fluctuation |
| title_sort | application of svms method on exchange rates fluctuation |
| url | http://dx.doi.org/10.1155/2009/250206 |
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