Nothing Special   »   [go: up one dir, main page]

Luo et al., 2010 - Google Patents

A novel nonlinear combination model based on support vector machine for stock market prediction

Luo et al., 2010

Document ID
9766901071349572685
Author
Luo F
Wu J
Yan K
Publication year
Publication venue
2010 8th World Congress on Intelligent Control and Automation

External Links

Snippet

Stock market predictions comprise challenging applications of modern time series forecasting and are essential to the success of many businesses and financial institutions. In this paper, a novel nonlinear combination model is presented for stock market forecasting …
Continue reading at ieeexplore.ieee.org (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063—Operations research or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/08—Learning methods
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/04—Forecasting or optimisation, e.g. linear programming, "travelling salesman problem" or "cutting stock problem"
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/04—Inference methods or devices
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/10—Office automation, e.g. computer aided management of electronic mail or groupware; Time management, e.g. calendars, reminders, meetings or time accounting
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G06F17/5009—Computer-aided design using simulation
    • G—PHYSICS
    • G05—CONTROLLING; REGULATING
    • G05B—CONTROL OR REGULATING SYSTEMS IN GENERAL; FUNCTIONAL ELEMENTS OF SUCH SYSTEMS; MONITORING OR TESTING ARRANGEMENTS FOR SUCH SYSTEMS OR ELEMENTS
    • G05B13/00—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion
    • G05B13/02—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric
    • G05B13/0265—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric the criterion being a learning criterion
    • G05B13/027—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric the criterion being a learning criterion using neural networks only
    • G—PHYSICS
    • G05—CONTROLLING; REGULATING
    • G05B—CONTROL OR REGULATING SYSTEMS IN GENERAL; FUNCTIONAL ELEMENTS OF SUCH SYSTEMS; MONITORING OR TESTING ARRANGEMENTS FOR SUCH SYSTEMS OR ELEMENTS
    • G05B13/00—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion
    • G05B13/02—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric
    • G05B13/04—Adaptive control systems, i.e. systems automatically adjusting themselves to have a performance which is optimum according to some preassigned criterion electric involving the use of models or simulators
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
    • G06Q30/0202—Market predictions or demand forecasting

Similar Documents

Publication Publication Date Title
Ma Comparison of ARIMA, ANN and LSTM for stock price prediction
Cao et al. Hybrid ensemble deep learning for deterministic and probabilistic low-voltage load forecasting
Azadeh et al. A hybrid simulation-adaptive network based fuzzy inference system for improvement of electricity consumption estimation
Azadeh et al. An adaptive network-based fuzzy inference system for short-term natural gas demand estimation: Uncertain and complex environments
Anbalagan et al. Classification and prediction of stock market index based on fuzzy metagraph
Yang et al. Probability interval prediction of wind power based on KDE method with rough sets and weighted Markov chain
Mehrmolaei et al. Time series forecasting using improved ARIMA
Dwivedi et al. A business intelligence technique for forecasting the automobile sales using Adaptive Intelligent Systems (ANFIS and ANN)
Shi et al. Handling uncertainty in financial decision making: a clustering estimation of distribution algorithm with simplified simulation
Fahmi et al. Forecasting household electricity consumption in the province of Aceh using combination time series model
Pan et al. A study on the prediction of book borrowing based on ARIMA-SVR model
Guan et al. Neutrosophic soft sets forecasting model for multi-attribute time series
Saravanan et al. PREDICTION OF INDIA'S ELECTRICITY DEMAND USING ANFIS.
Luo et al. A novel nonlinear combination model based on support vector machine for stock market prediction
Marwala et al. Univariate modelling of electricity consumption in South Africa: neural networks and neuro-fuzzy systems
Jin et al. ANFIS model for time series prediction
Hendikawati ANFIS Performance Evaluation for Predicting Time Series with Calendar Effects
Zhiyuan et al. Research on the evaluation of enterprise competitiveness based on the wavelet neural network forecasting system
Chen et al. PLS-SVR optimized by PSO algorithm for electricity consumption forecasting
Ali et al. The use of ARIMA, LSTM and GRU models in time series hybridization with practical application
CN112183814A (en) Short-term wind speed prediction method
Yang et al. Electricity load forecasting based on long and short-term memory neural network
Li et al. Construction and Optimization of Macroeconomic Data Forecasting Model Based on Machine Learning
Škrinjarić et al. Selected Applications of Grey Models in Stock Price Prediction
Zhan et al. GMINN: A Generative Moving Interactive Neural Network for Enhanced Short-Term Load Forecasting in Modern Electricity Markets