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UM E-Theses Collection (澳門大學電子學位論文庫)

Title

Some applications of support vector machines in financial prediction

English Abstract

The purpose of this thesis is to introduce the basic ideas behind SVM and its application in Financial Prediction. We use SVM to solve the following problems: the bankruptcy prediction problem, the Hang Sang Index prediction problem, and the problem of Data Preprocessing.

Issue date

2008.

Author

Pun, Pou Kao

Faculty
Faculty of Science and Technology
Department
Department of Mathematics
Degree

M.Sc.

Subject

Finance -- Data processing

Machine learning

Supervisor

Tam, Sik Chung

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Location
1/F Zone C
Library URL
991003254539706306