Market Trends Study Based on Moving Average Slope and Support Vector Machine

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 t...

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Bibliographic Details
Published in2010 International Conference on Computational and Information Sciences pp. 850 - 853
Main Authors Jian Qingming, Zeng Huanglin
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.12.2010
Subjects
Accuracy
Delay
Forecasting
Indexes
Investments
moving average line
Securities investment
Stock markets
support vector machine formatting
Support vector machines
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Summary: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.
ISBN:1424488141
9781424488148
DOI:10.1109/ICCIS.2010.211