Dissertation > Excellent graduate degree dissertation topics show

Stock Selection Based on Multi-Class SVMs

Author: ChenJunHua
Tutor: BaoYuKun
School: Huazhong University of Science and Technology
Course: Management Science and Engineering
Keywords: Support Vector Machine(SVM) Classification Stock Selection Principal Component Analysis (PCA)
CLC: F224
Type: Master's thesis
Year: 2010
Downloads: 99
Quote: 0
Read: Download Dissertation

Abstract


As for us, the stock market is a complex system which is full of different kinds of information. Usually investors have to face with an enormous amount of stocks in the market. So, how to implement the selection of stocks to invest is an important process for them. From the perspective of data mining, the problem of stock-selection aims to identify stocks which can outperform the market (achieve exceptional returns) in the following year. At the same time, it’s also a classification problem that detects the pattern or mappings between stock indicators and returns, from which the process of stocks selection can be achieved.The study combines the features and the actual operation situation of the domestic stock market, and then conducts the application of classification based on SVM in stocks selection. In order to reduce the non-linear classifier’s complexity, the paper uses PCA technique on the financial indicators data of listed companies to complete attribute reduction without compromising classification accuracy. This method can achieve a few principal components which can retain the information of original data as much as possible. So, it can avoid the impact on classification’s complexity due to that some properties of the input matrix are highly correlated, which can also improve the model generalization among different data sets. Investing by the stocks selected by the multi-class SVMs raised in this paper with the equally weighted portfolio, no matter when it is in a bull or bear market, investors can also get exceptional returns. Therefore it can be obtained that this study is a good alternative for investment.

Related Dissertations

  1. Establishment of the Molecular Identifying System of Curvualria and Application in Difficult Species,Q949.32
  2. Research on Nondestructive Detection Technology for External Qualities of Papayas Based-on Vision,S667.9
  3. Research on Design and Practice of Educational Video Co-Construction and Sharing Platform for the Public,G434
  4. Early in Northeast China , Middle Triassic stratigraphic division and lithofacies palaeogeography,P531
  5. Research on Application of Data Mining Technology in Degree of Satisfaction Analysis of Television Customers,TP311.13
  6. The Applicability of Data Mining Technology for Environmental Protection Management System,TP311.13
  7. Application Research of Model Construction in Biology Teaching in Senior High School,G633.91
  8. Multi-mode signal modulation and demodulation of project realization recognition,TN915.05
  9. Empirical Research of RMB Exchange Rate and Sino-Germany Bilateral Trade,F752.7;F224
  10. Text classification based on Bayesian filtering technology research and implementation,TP393.098
  11. Clustering algorithm based bank card customer segmentation analysis system design and implementation,TP311.52
  12. Study and Conservation of the Germplasm Resources of the XieBei Tea in Longyan City, Fujian Province,S571.1
  13. Application Reseach in L Supermarket Chain Based on the ABC Classification,F721
  14. Research on Data Rectification Methods for Process Industry,TP274
  15. High-performed Kernel Classification Methods Based on Multi-kernel Learning,TP391.41
  16. Evaluation of Three-dimensional Color Doppler Flow Imaging in Classification of the Vascular Characteristics of Renal Cell Carcinoma,R737.11
  17. The Study on Materials Inventory Management of DJ Company,F224
  18. Study and Improvement of Supplier Management of H Company in Aluminum Processing Industry,F426.32
  19. The Credit Risk Management of Rural Micro-finance,F832.4
  20. Research on the Several Problems of the Purpose of Illegal Possession in the Criminal Law,D924.3
  21. Study on Automatic Classification Method for Remotely Sensed Imagery by Incorporating Spatial-Spectral Features,TP751

CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
© 2012 www.DissertationTopic.Net  Mobile