IEEE - Institute of Electrical and Electronics Engineers, Inc. - The Forecasts Performance of Gray Theory, BP Network, SVM for Stock Index

2008 International Symposium on Knowledge Acquisition and Modeling (KAM)

Author(s): Fengqin Niu ; Shuangshuang Nie ; Weihong Wang
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2008
Conference Location: Wuhan, China
Conference Date: 21 December 2008
Page(s): 708 - 712
ISBN (Paper): 978-0-7695-3488-6
DOI: 10.1109/KAM.2008.161
Regular:

In order to evaluate the performance of several forecasts, the paper firstly uses three forecasting methods, namely grey model (GM (1,1)), BP neural networks and support vector machines (SVM), to... View More

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