基于GA-SVM的股票价格预测分析
Stock price prediction analysis based on GA-SVM
股票价格具有非线性,随机性,复杂性等特点导致传统股票预测方法如统计学方法,线性回归,时间序列等预测方法已不再适应股价预测。为快速准确的对股票价格进行分析预测,本文采用平安股票2018.3.14-2020.8.27日598组的基本股价数据,为降低训练复杂度,利用主成分分析(PCA)对原始数据进行降维处理,并通过遗传算法(GA)对支持向量机进行参数寻优(SVM),对598组平安股票收盘价格进行预测,最后发现利用PCA-GA-SVM得到的测试组均方误差为0.0032,决定系数为0.98814,快速而又准确的对于股票价格进行预测。
Stock price is nonlinear, stochastic, complex and other characteristics, so that the traditional stock prediction methods such as statistical methods, linear regression, time series and other prediction methods are no longer suitable for stock price prediction. In order to quickly and accurately analyze and forecast stock prices, this paper adopts 598 groups of basic stock price data of Ping An Stock from March 14, 2018 to August 27, 2020.In order to reduce the training complexity, principal component analysis (PCA) is used to reduce the dimension of the original data, and genetic algorithm (GA) is used to support vector machine parameter optimization (SVM). After predicting the closing price of 598 groups of Ping An stocks, it was found that the mean square error of the test group obtained by USING PCA-GA-SVM was 0.0032 and the determination coefficient was 0.98814, which made the stock price prediction fast and accurate.
荣育、王明华、林思圻
财政、金融自动化技术、自动化技术设备计算技术、计算机技术
股票价格预测主成分分析遗传算法支持向量机
Stock price predictionprincipal component analysisgenetic algorithmsupport vector machine
荣育,王明华,林思圻.基于GA-SVM的股票价格预测分析[EB/OL].(2022-07-15)[2025-08-05].http://www.paper.edu.cn/releasepaper/content/202207-14.点此复制
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