基于移动平均线组合和支持向量机的股市趋势研究  

STOCK MARKET TREND STUDY BASED ON MOVING AVERAGE LINE COMBINATION AND SVM

作　　者：简清明[1] 曾黄麟[2] 

机构地区：[1]四川理工学院网管中心,四川自贡643000 [2]四川理工学院人工智能四川省重点实验室,四川自贡643000

出　　处：《计算机应用与软件》2011年第12期81-82,125,共3页Computer Applications and Software

基　　金：国家高技术研究发展计划基金(2008AA11A134)

摘　　要：证券投资是一种高风险、高收益的理财方式,而对市场运行趋势的良好把握有助于投资者回避风险、把握机会。提出基于多条移动平均线斜率组合和支持向量机算法,判断当前市场运行趋势,从而采取相应的投资策略。模拟实验证明,该方法取得了良好的效果。Securities investment is a high risk,high-yield financing means,the good grasp of the market trend helps the investors to avoid the risks and to seize the opportunities.In this paper,the authors propose an algorithm based on multiple moving average line slopes combination and support vector machine to determine the current market trend so as to take appropriate investment strategy.Simulation experiments show that the method has achieved good results.

关 键 词：证券投资 移动平均线 支持向量机 

分 类 号：TP39[自动化与计算机技术—计算机应用技术]