Abstract
Forecasting stock price is one of the fascinating issues of stock market research. Accurately forecasting stock price, which forms the basis for the decision making of financial investment, is probably the biggest challenge for capital investment industry, which leads it a widely researched area. Time series forecasting and neural network are once commonly used for prediction on stock price. This paper deals with the application of a novel neural network technique, support vector machines (SVMs) regression, in forecasting stock price. The objective of this paper is to examine the feasibility of SVMs regression in forecasting stock price. A data set from shanghai stock market in China is used for the experiment to test the validity of SVMs regression. The experiment shows SVMs regression a valuable method in forecasting the stock price.
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Bao, Y., Lu, Y., Zhang, J. (2004). Forecasting Stock Price by SVMs Regression. In: Bussler, C., Fensel, D. (eds) Artificial Intelligence: Methodology, Systems, and Applications. AIMSA 2004. Lecture Notes in Computer Science(), vol 3192. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30106-6_30
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DOI: https://doi.org/10.1007/978-3-540-30106-6_30
Publisher Name: Springer, Berlin, Heidelberg
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