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UM Dissertations & 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
-
Show / Hidden
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
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2008.
- Author
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Pun, Pou Kao
- Faculty
- Faculty of Science and Technology
- Department
- Department of Mathematics
- Degree
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M.Sc.
- Subject
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Finance -- Data processing
Machine learning
- Supervisor
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Tam, Sik Chung
- Files In This Item
- Location
- 1/F Zone C
- Library URL
- 991003254539706306