基于支持向量回归的豆油期货数据分析  

Data Analysis of Soybean Futures Based on Support Vector Regression

作　　者：王玥 孙德山[1] 张蕾[1] 张文政 

机构地区：[1]辽宁师范大学数学学院,辽宁大连116029

出　　处：《经济数学》2018年第1期23-26,共4页Journal of Quantitative Economics

基　　金：辽宁省自然科学基金(201602461)

摘　　要：随着期货市场在经济中的影响逐渐增强,对期货市场的研究具有实际意义.选取豆油期货指数进行研究,首先将数据进行归一化处理,然后选用支持向量回归方法建模分析.分析结果表明该方法对短期内的数据预测具有较好的效果,对了解期货市场的近期走势提供一些借鉴.With the increasing influence of the futures market in economy, the research on the futures market is of prac- tical significance. We selected and studied the futures index of soybean oil. First, the data was normalized, and then the support vector machine was used to model analysis. The analysis results show that the method has a relatively good effect on the short-term data prediction, and provides some reference for understanding the futures trend of the futures market.

关 键 词：支持向量回归 豆油期货 期货指标 移动平均 随机指标 

分 类 号：F724.5[经济管理—产业经济]