Short-term Prediction of Shanghai Composite Index Based on SVM

摘要

Technical indicators are very important tools in the analysis of securities investment. Closing prices and volume of business are basic index, and they compose many complex technical index. In this paper, we represent the daily closing prices and daily volume of business as input vector, and construct 9 projects according different input vector. After 9 contrast experiments with support vector machines, we find that daily closing prices and daily volume of business have 3 days of time validity in predicting future stock price.