Financial Time Series Prediction Using Non-fixed and Asymmetrical Margin Setting with Momentum in Support Vector Regression

نویسندگان

  • Haiqin Yang
  • Irwin King
  • Laiwan Chan
  • Kaizhu Huang
چکیده

Recently, Support Vector Regression (SVR) has been applied to financial time series prediction. Typical characteristics of financial time series are nonstationary and noisy in nature. The volatility, usually time-varying, of the time series therefore contains some valuable information about the series. Previously, we had proposed to use the volatility in the data to adaptively changing the width of the margin in SVR. We have noticed that upside margin and downside margin would not necessary be the same, and we have observed that their choice would affect the upside risk, downside risk and as well as the overall prediction performance. In this work, we introduce a novel approach to adapt the asymmetrical margins using momentum. We applied and compared this method to predict the Hang Seng Index and Dow Jones Industrial Average.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Non-fixed and Asymmetrical Margin Approach to Stock Market Prediction Using Support Vector Regression

Recently, Support Vector Regression (SVR) has been applied to financial time series prediction. Typical characteristics of financial time series are non-stationary and noisy in nature. The volatility, usually time-varying, of the time series is therefore some valuable information about the series. Previously, we had proposed to use the volatility to adaptively change the width of the margin of ...

متن کامل

Margin Variations in Support Vector Regression for the Stock Market Prediction

Support Vector Regression (SVR) has been applied successfully to financial time series prediction recently. In SVR, the ε-insensitive loss function is usually used to measure the empirical risk. The margin in this loss function is fixed and symmetrical. Typically, researchers have used methods such as crossvalidation or random selection to select a suitable ε for that particular data set. In ad...

متن کامل

Localized support vector regression for time series prediction

Time series prediction, especially financial time series prediction, is a challenging task in machine learning. In this issue, the data are usually non-stationary and volatile in nature. Because of its good generalization power, the support vector regression (SVR) has been widely applied in this application. The standard SVR employs a fixed -tube to tolerate noise and adopts the ‘p-norm (p 1⁄4 ...

متن کامل

Ensemble Kernel Learning Model for Prediction of Time Series Based on the Support Vector Regression and Meta Heuristic Search

In this paper, a method for predicting time series is presented. Time series prediction is a process which predicted future system values based on information obtained from past and present data points. Time series prediction models are widely used in various fields of engineering, economics, etc. The main purpose of using different models for time series prediction is to make the forecast with...

متن کامل

Support Vector Machine Regression for Volatile Stock Market Prediction

Recently, Support Vector Regression (SVR) has been introduced to solve regression and prediction problems. In this paper, we apply SVR to financial prediction tasks. In particular, the financial data are usually noisy and the associated risk is time-varying. Therefore, our SVR model is an extension of the standard SVR which incorporates margins adaptation. By varying the margins of the SVR, we ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2003