An SVM improvement prediction in multifactor model for stocks selection
In this paper, an entire multifactor model has constructed, based on financial indicators. We improve the prediction of the SVM classification in the multifactor model. The ranking method is used for data preprocessing, then SVM predicts the stock return classification. Finally, the distance from da...
| Main Authors: | , , |
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| Format: | Article |
| Language: | zho |
| Published: |
National Computer System Engineering Research Institute of China
2019-09-01
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| Series: | Dianzi Jishu Yingyong |
| Subjects: | |
| Online Access: | http://www.chinaaet.com/article/3000108321 |