Stock Timing Using Support Vector Machine
碩士 === 國立中正大學 === 資訊管理所 === 95 === In this paper, a support vector machine to search a set of technical trading rules which gives buying and selling advices about individual stocks is proposed. Besides, we use the gain-ratio usually used in constructing decision tree to select more influential techn...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/49185414733583318705 |
| Summary: | 碩士 === 國立中正大學 === 資訊管理所 === 95 === In this paper, a support vector machine to search a set of technical trading rules which gives buying and selling advices about individual stocks is proposed. Besides, we use the gain-ratio usually used in constructing decision tree to select more influential technical indicators. This selecting attributes procedure give this survey a lot contribution. This approach was tested out of a sample of 20 Taiwan stocks among the most important stocks traded on the Taiwan market. We believed that SVM would fit better the stock price movements than other artificial intelligence methods.
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