SVM 价格预测.pdf

Application of least squares support vector machine in futures price forecasting TianYuan Luo Ling Tian Econmics and Management School Econmics and Management School WuHan University WuHan University WuHan 430072,China WuHan 430072,China Email: tianyuanluo@163.com Email: ltian@ XinHua Tang YingHong Dong Department of Information Science and Technology Management School Shandong University of Political Science and Law South-Central University for Nationalities Jinan 250014,China Wuhan 430074,China Email: 461832459@ Email:dyh4@163.com Abstract—Futures price forecasting based on least squares are obtained.The analysis results show that futures price support vector machine is presented in the paper. In order to forecasting based on least squares support vector machine improve the prediction performance of least squares support has excellent prediction results of futures price. vector machine,the experimental data can be normalized and appropriate parameters are selected by genetic algorithm. . LEAST SQUARES SUPPORT VECTOR MACHINE Least squares support vector machine is used to create the