基于模糊動態(tài)SVM集成模型的選股研究.pdf

1、 Classified Index: F830 U.D.C: 336 Dissertation for the Master Degree in Economics RESEARCH ON STOCK SELECTION BASED ON THE METHOD OF DYNAMIC FUZZY INTEGRATION SUPPORT VECTOR MACHINE Candidate： Gao Anjing Supervisor：

2、Associate Prof. Yuhong Kang Academic Degree Applied for： Master of Economics Speciality： Practical Economics Affiliation： School of Management Date of Defence： June, 2017 Degree-Conferring-Institution： Harbin Institut

3、e of Technology 哈爾濱工業(yè)大學(xué)經(jīng)濟學(xué)碩士學(xué)位論文 - II - Abstract With the development of financial industry, the stock market has become more sophisticated in China. And more people appear to augment their income by investing directly i

4、n shares, in many cases likely by diverting money they had been sending to money-market funds and bank savings accounts. Curiously, investors following the consensus advice is exposed to stock-market risk in a very stran

5、ge way. It is easy for investors to cause serious losses. A scientific and effective method can help investors to determine whether the target stock has investment value.Therefore,this article try to provide an objective

6、 method for studying securities selection decision, a key part of securities investment decision,which aid decision making. Based on affecting the value of stock in different levels, this paper supplements the informati

7、on neglected by past research. Systematically and comprehensively collecting original data for researches is the premise for the studie. Selecting 31 indexes,. The core of this article is for the research of prediction m

8、odels.This paper summarizes the research in the aspects of the mode,and discusses the application of the support vector machine.Introduces the punishment of variable parameters and the corresponding fuzzy membership deg

9、ree.This paper uses the fuzzy integral interation strategy.Based on the 2714 companies date in Shenzhen and Shanghai market from the 2015 to 2017,this articlel eventually programming model,and finally confirmed and impro