Stock index prediction based on the analytical center of version space

Authors:
Fanzi Zeng;Yonghua Zhang
Affiliations:
Institute of Computer and Communication, Hunan University, Changsha, China;Institute of Computer and Communication, Hunan University, Changsha, China
Venue:
ISNN'06 Proceedings of the Third international conference on Advances in Neural Networks - Volume Part III
Year:
2006

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Abstract

This paper presents a novel method for predicting the stock index based on the multiclass classification. The strategy firstly discretizes the stock index to different interval and assigns a class label to each interval, which yields a multiclass classification problem. After briefly reviewing multiclass classification algorithm, a multiclass classifier based on analytical center of version space is proposed and applied to stock index prediction. Experiments on shanghai stock index demonstrates that the strategy of stock index prediction proposed is validated and of practical value.