Stock Timing Using Support Vector Machine

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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Main Authors: Hung-Yi Hsu, 麻E沂
Other Authors: none
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/49185414733583318705
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spelling ndltd-TW-095CCU053960422015-10-13T14:08:36Z http://ndltd.ncl.edu.tw/handle/49185414733583318705 Stock Timing Using Support Vector Machine 應用機器學習方法於股市擇時之研究 Hung-Yi Hsu 麻E沂 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. none 顏逸楓 學位論文 ; thesis 48 en_US
collection NDLTD
language en_US
format Others
sources NDLTD
description 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.
author2 none
author_facet none
Hung-Yi Hsu
麻E沂
author Hung-Yi Hsu
麻E沂
spellingShingle Hung-Yi Hsu
麻E沂
Stock Timing Using Support Vector Machine
author_sort Hung-Yi Hsu
title Stock Timing Using Support Vector Machine
title_short Stock Timing Using Support Vector Machine
title_full Stock Timing Using Support Vector Machine
title_fullStr Stock Timing Using Support Vector Machine
title_full_unstemmed Stock Timing Using Support Vector Machine
title_sort stock timing using support vector machine
url http://ndltd.ncl.edu.tw/handle/49185414733583318705
work_keys_str_mv AT hungyihsu stocktimingusingsupportvectormachine
AT máeyí stocktimingusingsupportvectormachine
AT hungyihsu yīngyòngjīqìxuéxífāngfǎyúgǔshìzéshízhīyánjiū
AT máeyí yīngyòngjīqìxuéxífāngfǎyúgǔshìzéshízhīyánjiū
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