文章基本信息

标题：Theory Survey of Stock Yield Prediction Models
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作者：Wei Shen
期刊名称：International Journal of Economics and Finance
印刷版ISSN：1916-971X
电子版ISSN：1916-9728
出版年度：2009
卷号：1
期号：1
页码：175
DOI：10.5539/ijef.v1n1P175
出版社：Canadian Center of Science and Education
摘要：According to the difference of the modeling theories, the stock yield prediction models can be divided into two sorts. One is the traditional fluctuation rate prediction model based on statistical theory, and the other is the innovational prediction model based on theories such as NN, grey theory, support vector machines (SVM) and so on. In this article, we introduced these two models and their research actualities, and compared and analyzed the characters of these two sorts of models, and studied the problems existing in the concrete application of the stock yield prediction model in China, and put forward corresponding advices for the future development.