Presentation | 2011-01-25 Prediction of Stock Price Fluctuation using Support Vector Machine(Knowledge-Based Software Engineering) Ryo FUCHII, Ning ZHONG, |
---|---|
PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | Electronic Share Certificate System is executed with rapid development of the information technology in recent years. As a result, the stock investment becomes more familiar. The investor needs an accurate prediction to get more profit. A technical analysis that is an existing stock prices analysis technique is an index that doesn't forecast the future but confirms the existing state of things and judges the buying and selling. In this research, we predict directionality of the fluctuation of stock price from both sides of the classification problem and the regression problem using Support Vector Machine (SVM) that is one of data mining techniques. and, aim at the forecast of high accuracy in combining technical analysis. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Support Vector Machine / SVM / Stock Price / Fluctuation Prediction |
Paper # | KBSE2010-42 |
Date of Issue |
Conference Information | |
Committee | KBSE |
---|---|
Conference Date | 2011/1/17(1days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | |
Topics (in Japanese) | (See Japanese page) |
Topics (in English) | |
Chair | |
Vice Chair | |
Secretary | |
Assistant |
Paper Information | |
Registration To | Knowledge-Based Software Engineering (KBSE) |
---|---|
Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Prediction of Stock Price Fluctuation using Support Vector Machine(Knowledge-Based Software Engineering) |
Sub Title (in English) | |
Keyword(1) | Support Vector Machine |
Keyword(2) | SVM |
Keyword(3) | Stock Price |
Keyword(4) | Fluctuation Prediction |
1st Author's Name | Ryo FUCHII |
1st Author's Affiliation | Graduate School of Information Engineering, Maebashi Institute of Technology() |
2nd Author's Name | Ning ZHONG |
2nd Author's Affiliation | Graduate School of Information Engineering, Maebashi Institute of Technology |
Date | 2011-01-25 |
Paper # | KBSE2010-42 |
Volume (vol) | vol.110 |
Number (no) | 386 |
Page | pp.pp.- |
#Pages | 6 |
Date of Issue |