Stock intelligent investment strategy based on support vector machine parameter optimization algorithm

被引:179
|
作者
Li, Xuetao [1 ]
Sun, Yi [2 ]
机构
[1] Hubei Univ Automot Technol, Sch Econ & Management, Shiyan, Peoples R China
[2] Univ Chinese Acad Sci, Sch Econ & Management, Beijing, Peoples R China
来源
NEURAL COMPUTING & APPLICATIONS | 2020年 / 32卷 / 06期
关键词
SVM; Numerical optimization; Intelligent investment; Stock guessing model;
D O I
10.1007/s00521-019-04566-2
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
The changes in China's stock market are inseparable from the country's economic development and macroeconomic regulation and control and have far-reaching significance in promoting China's national economic growth. Compared with the Western developed capital market, China's current stock market's main smart investment strategy still has certain defects. Based on the SVM model, this paper establishes a predictive model that combines kernel parameters and parameter optimization to model. The mesh search method, genetic algorithm, and particle swarm optimization algorithm are used to optimize the parameters of the SVM under various kernel functions such as radial basis kernel function. The algorithm and particle swarm optimization algorithm optimize the parameters of the SVM to strengthen the applicability of the model in practice. The empirical results show that under the three-parameter optimization algorithms, the prediction results are higher than the random prediction accuracy, which indicates that it is effective to optimize the model by adjusting the parameters of the SVM. Among them, the SVM using the genetic algorithm parameter optimization under the radial basis kernel function shows the better prediction effect, which is the closest to the real value in the stock market forecast. The particle swarm algorithm supports the vector machine to predict the effect is slightly lower than the grid. Search method. In addition, through comparison experiments, the guess accuracy of BP neural network is worse than that of the support vector machine model before the adjustment. Finally, this paper uses the well-trained model to plan the stock smart investment plan.
引用
收藏
页码:1765 / 1775
页数:11
相关论文
共 50 条
  • [1] Stock intelligent investment strategy based on support vector machine parameter optimization algorithm
    Xuetao Li
    Yi Sun
    Neural Computing and Applications, 2020, 32 : 1765 - 1775
  • [2] Parameter optimization of support vector machine based on ant colony optimization algorithm
    Zhang, Bei-Lin
    Qian, Lin-Fang
    Cao, Jian-Jun
    Ren, Guo-Quan
    Nanjing Li Gong Daxue Xuebao/Journal of Nanjing University of Science and Technology, 2009, 33 (04): : 464 - 468
  • [3] A BA-based algorithm for parameter optimization of Support Vector Machine
    Tharwat, Alaa
    Hassanien, Aboul Ella
    Elnaghi, Basem E.
    PATTERN RECOGNITION LETTERS, 2017, 93 : 13 - 22
  • [4] A novel multi-strategy DE algorithm for parameter optimization in support vector machine
    Kangjing Li
    Jiaxiang Luo
    Yueming Hu
    Shipeng Li
    Journal of Intelligent Information Systems, 2020, 54 : 527 - 543
  • [5] A novel multi-strategy DE algorithm for parameter optimization in support vector machine
    Li, Kangjing
    Luo, Jiaxiang
    Hu, Yueming
    Li, Shipeng
    JOURNAL OF INTELLIGENT INFORMATION SYSTEMS, 2020, 54 (03) : 527 - 543
  • [6] A novel bacterial algorithm for parameter optimization of Support Vector Machine
    Jin, Qibing
    Chi, Meixuan
    Zhang, Yuming
    Wang, Hehe
    Zhang, Hengyu
    Cai, Wu
    2018 37TH CHINESE CONTROL CONFERENCE (CCC), 2018, : 3252 - 3257
  • [7] Chaotic antlion algorithm for parameter optimization of support vector machine
    Alaa Tharwat
    Aboul Ella Hassanien
    Applied Intelligence, 2018, 48 : 670 - 686
  • [8] Chaotic antlion algorithm for parameter optimization of support vector machine
    Tharwat, Alaa
    Hassanien, Aboul Ella
    APPLIED INTELLIGENCE, 2018, 48 (03) : 670 - 686
  • [9] Parameter Selection of a Support Vector Machine, Based on a Chaotic Particle Swarm Optimization Algorithm
    Dong, Huang
    Jian, Gao
    CYBERNETICS AND INFORMATION TECHNOLOGIES, 2015, 15 (03) : 140 - 149
  • [10] A Parallel Genetic Algorithm Based Feature Selection and Parameter Optimization for Support Vector Machine
    Chen, Zhi
    Lin, Tao
    Tang, Ningjiu
    Xia, Xin
    SCIENTIFIC PROGRAMMING, 2016, 2016