Stock price prediction of Chinese company using support vector machine
DOI:
https://doi.org/10.54691/bcpbm.v38i.4207Keywords:
Stock prediction; SVM; Random forest.Abstract
The accuracy of the prediction in the stock market has gained increasing importance in both research and investment in the market. Support vector machine which can be called SVM is one of important algorithms that plays a role dealing with classification problem and regression measure and the SVM with Pearson VII function-based universal kernel gained great accuracy of prediction of stock price in this paper with the lowest value of mean absolute error of 0.0006 among six selected measures such as random forest to make the prediction and the highest correlation coefficient (0.9999). Based on the collected data and the result of experiment, the efficiency of applying SVM in prediction of stock price has been strongly approved.
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References
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