Presentation 2011-01-25
Prediction of Stock Price Fluctuation using Support Vector Machine(Knowledge-Based Software Engineering)
Ryo FUCHII, Ning ZHONG,
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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.
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Keyword(in English) Support Vector Machine / SVM / Stock Price / Fluctuation Prediction
Paper # KBSE2010-42
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Committee KBSE
Conference Date 2011/1/17(1days)
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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