| 基于GA-SVM的股票投资价值评价研究 |
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| 引用本文： | 李云飞,谢晓晨. 基于GA-SVM的股票投资价值评价研究[J]. 燕山大学学报, 2009, 33(6): 550-554 |
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| 作者姓名： | 李云飞 谢晓晨 |
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| 作者单位： | 1. 西安工程大学管理学院,陕西西安,710048
2. 哈尔滨工业大学航天学院,黑龙江哈尔滨,150001 |
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| 摘 要： | 针对股票投资价值评价问题,依据模式识别的思想,采用GA-SVM方法建立股票投资价值评价模型。首先,综合考虑影响股票投资价值的多方面因素,采用主成分分析方法完成对股票投资价值特征的提取,然后将遗传算法与支持向量机相结合,通过实证方法建立股票投资价值评价模型。结果证明该模型具有良好的选股能力。
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| 关 键 词： | 股票 投资价值 遗传算法 支持向量机 |
Research on evaluation of stock investment value based on GA-SVM |
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| LI Yun-fei,XIE Xiao-chen. Research on evaluation of stock investment value based on GA-SVM[J]. Journal of Yanshan University, 2009, 33(6): 550-554 |
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| Authors: | LI Yun-fei XIE Xiao-chen |
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| Affiliation: | LI Yun-fei 1,XIE Xiao-chen 2 (1. School of Management,Xi'an Polytechnic University,Xi'an,Shaanxi 710048,China,2. School of Astronautics,Harbin Institute of Technology,Harbin,Heilongjiang 150001,China) |
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| Abstract: | Targeting at the appraisal of stocks investment value, and based on the theory of pattern recognition, GA-SVM is used to build the evaluation model of stocks investment value. Firstly, by compromising and weighing the multiple factors that influence stocks investment value, the principle component analysis is used to collect the characteristics of stocks investment value, and then genetic algorithm and support vector machine(GA-SVM) are combined to build the evaluation model from an empirical perspective. T... |
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| Keywords: | stocks investment value genetic algorithm support vector machine |
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