%0 Journal Article
%T Stock Index Prediction Based on the Analytical Center of Version Space
基于可行域解析中心的股指时间序列预测
%A ZENG Fan-zi
%A QIU Zheng-ding
%A
曾凡仔
%A 裘正定
%J 系统工程理论与实践
%D 2004
%I
%X We attempt to transform predicting the value into predicting the range of stock index value, which yields a multi-class classification problem. Then we review multi-class classifiers commonly adopted and propose a multi-class classifier based on analytical center of version space. Experiments on shanghai stock index demonstrates that the multi-class classifier is validated and the method proposed of stock index prediction of practical value.
%K Stock Index Time Series
%K Prediction
%K Analytical Center
%K Multi-class Classification
股票时间序列
%K 预测
%K 解析中心
%K 多类分类
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=B595D64E5C477F36&yid=D0E58B75BFD8E51C&vid=B91E8C6D6FE990DB&iid=708DD6B15D2464E8&sid=94E7F66E6C42FA23&eid=B6DA1AC076E37400&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=2&reference_num=9