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| Stock Exchange Index Prediction Based on Wavelet-Based Adaptive Support Vector Regression Algorithm |
| Lan WANG, Xin JIN |
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Abstract In the paper,wavelet-based adaptive support vector machine is applied to stock exchange index prediction,and
Morlet wavelet function can be used as kernel function of adaptive support vector regression model. In
the study, the proposed wavelet-based adaptive support vector regression models trained by the training
sample sets with 2?6 -dimensional input vector respectively are used to show the superiority of the
wavelet-based adaptive support vector regression model compared with adaptive support vector regression
model.The comparison of the prediction effects for stock exchange index between WASVR and ASVR
trained by 2?6-dimensional input vector respectively show that the proposed wavelet-based adaptive
support vector regression algorithm is better than adaptive support vector regression algorithm in the
stock exchange index prediction.
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