Financial time series forecasting based on v-SVRNN

  title={Financial time series forecasting based on v-SVRNN},
  author={Xinwei Fan},
  journal={2011 International Conference on Electrical and Control Engineering},
  • Xinwei Fan
  • Published 2011 in
    2011 International Conference on Electrical and…
In this paper briefly introduces the basic theory of Support Vector Regress(SVR), and applies v-SVR combined with neural network(v-SVRNN) to create a model, which also can be used for forecasting the financial time series. Different input variables, multi-step prediction and one-step prediction are studied in this paper. The results of simulation show that the new model is the least in the mean squared error, which demonstrates that the v-SVRNN model has a good ability to generalize.