SIG-FIN-012-09 のバックアップソース(No.1)


*為替ニュース記事を用いたSVMによる株価予測 [#wb76c1f6]

**著者 [#s76aa203]
石黒祐輔, ダヌシカボレガラ, 伊庭斉志

**概要 [#qac93219]
We propose a method to predict stock prices by SVMs using news on foreign exchange
rates on the Web. Our method targets Japanese news and stocks. We compare several parameters
for predicting the span, and xed span to 50 minutes. We then apply the proposed method to 15
different stock issues from Nikkei 225. Although our preliminary results are encouraging, we plan
to further improve the accuracy of our approach in future.

**論文 [#a8d0df84]

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