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| 基于支持向量回归机的黄金价格短期预测 | |
| 引用本文： | 李莹,高岩,范丽亚,张凤霞,张凡龙.基于支持向量回归机的黄金价格短期预测[J].数学的实践与认识,2011,41(24). |
| 作者姓名： | 李莹 高岩 范丽亚 张凤霞 张凡龙 |
| 作者单位： | 1. 上海理工大学管理学院,上海200093;聊城大学数学科学学院,山东 聊城252059 2. 上海理工大学管理学院,上海,200093 3. 聊城大学数学科学学院,山东 聊城,252059 |
| 基金项目： | 国家自然科学基金(10871226,11171226) |
| 摘 要： | 针对黄金价格时间序列的特点,首先结合马尔可夫决策思想对数据集进行相空间重构处理,然后利用支持向量机技术建立黄金价格走势的短期预测模型,最后对上海黄金交易所AU9999的预测结果表明所建模型可以有效地进行黄金价格的短期预测. |
| 关 键 词： | 黄金价格 预测 支持向量机 相空间重构 马尔可夫决策 |
Short-term Prediction of Gold Price Based on SVR |
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| LI Ying , GAO Yan , FAN Li-ya , ZHANG Feng-xia , ZHANG Fan-long.Short-term Prediction of Gold Price Based on SVR[J].Mathematics in Practice and Theory,2011,41(24). | |
| Authors: | LI Ying GAO Yan FAN Li-ya ZHANG Feng-xia ZHANG Fan-long |
| Institution: | LI Ying~(1,2),GAO Yan~1,FAN Li-ya~2,ZHANG Feng-xia~2,ZHANG Fan-long~2 (1.School of Management,University of Shanghai for Science and Technology,Shanghai 200093,China) (2.College of Mathematics Science,Liaocheng University,Liaocheng 252059,China) |
| Abstract: | Short-term prediction of gold prices is studied by means of support vector regression. According to the characteristics of gold price time series,phase space reconstruction of data set is studied by ideas of Markov decision,and then a short-term prediction model of gold price is presented by using support vector regression technology.In addition,an example, price prediction of Shanghai Gold Exchange AU9999,is provided in order to verify validness of our model. |
| Keywords: | Gold price prediction support vector machine phase space reconstruction Markov decision |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |