This article introduces the support vector regression (SVR) principle into the petroleum futures forward price and has carried on the empirical analysis by the US crude price. The results indicate that this method can fully reflect the petroleum forward price sequence trend and has the high precision to short term price's forecast. Moreover, super parameter's choice obedience certain rule, namely the majority of its product falls within a certain range. This theory is extended to the multidimensional impact of this factor and other financial time series in this article also.
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慕晓茜. 基于SVR的石油期货价格短期预测[J]. 科学技术与工程, 2010, (18): . muxiaoqian. Petroleum Futures Prices’ Short-term Forecasting Based on SVR[J]. Science Technology and Engineering,2010,(18).