Title :
Market Trends Study Based on Moving Average Slope and Support Vector Machine
Author :
Qingming, Jian ; Huanglin, Zeng
Author_Institution :
Network Administrate Center, Sichuan Univ. of Sci. & Eng., Zigong, China
Abstract :
Securities investment is a high risk, high-yield financial management, while the good operation of the market trends help investors avoid risk and seize the opportunity. In this paper, we propose a method based on several moving average lines slope and support vector machine algorithm to determine the current market trends in order to take the appropriate investment strategy. Simulations show that the method achieved good results.
Keywords :
financial data processing; financial management; investment; securities trading; support vector machines; high risk financial management; high-yield financial management; moving average lines slope; securities investment; support vector machine; Accuracy; Delay; Forecasting; Indexes; Investments; Stock markets; Support vector machines; Securities investment; moving average line; support vector machine formatting;
Conference_Titel :
Computational and Information Sciences (ICCIS), 2010 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-8814-8
Electronic_ISBN :
978-0-7695-4270-6
DOI :
10.1109/ICCIS.2010.211
