SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES
https://doi.org/10.21686/2500-3925-2016-4-27-30
Abstract
Possibilities of applying intelligent machine learning technique based on support vectors for predicting investment measures are considered in the article. The base features of support vector method over traditional econometric techniques for improving the forecast quality are described. Computer modeling results in terms of tuning support vector machine models developed with programming language Python for predicting some investment measures are shown.
About the Authors
Olga V. Kitova
Plekhanov Russian University of Economics (РRUЕ)
Russian Federation
doctor of science (economics), the head of the Academic Department of Informatics
Russian Federation
doctor of science (economics), the head of the Academic Department of Informatics
Igor B. Kolmakov
Plekhanov Russian University of Economics (РRUЕ)
Russian Federation
doctor of science (economics), рrofessor lecturer of the Academic Department of Informatics
Russian Federation
doctor of science (economics), рrofessor lecturer of the Academic Department of Informatics
Ilya A. Penkov
Plekhanov Russian University of Economics (РRUЕ)
Russian Federation
рostgraduate, the Academic Department of Informatics
Russian Federation
рostgraduate, the Academic Department of Informatics
References
1. Kitova O.V., Djakonova L.P., Penkov I.A. Hybrid approach to forecasting investment measures // Menedzhment i biznesadministrirovanie. 2015. № 3. p. 116–120.
2. Haykin S. Neural Networks. A comprehensive foundation. – second edition, Prentice Hall, 1999
3. B. Scholkopf, G. Ratsch, K. Muller, K. Tsuda, S. Mika An Introduction to Kernel-Based Learning Algorithms // IEEE Neural Networks, 12(2):181–201, May 2001.
4. Kolmakov I.B., Potapov S.V., Penkov I.A. The investment measures forecasting verifier system in the economy of the Russian Federation // Svidetel'stvo o gosudarstvennoj registracii programmy dlja JeVM № 2016613913, 11.04.2016.
Review
For citations:
Kitova O.V., Kolmakov I.B., Penkov I.A. SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES. Statistics and Economics. 2016;(4):27-30. (In Russ.) https://doi.org/10.21686/2500-3925-2016-4-27-30
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