SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES

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 mo...

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Bibliographic Details
Main Authors: Olga V. Kitova, Igor B. Kolmakov, Ilya A. Penkov
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2016-08-01
Series:Statistika i Èkonomika
Subjects:
Online Access:https://statecon.rea.ru/jour/article/view/1021
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spelling doaj-a0a43334d788432ba171a195fe8da4a42021-07-28T21:20:02ZrusPlekhanov Russian University of EconomicsStatistika i Èkonomika2500-39252016-08-0104273010.21686/2500-3925-2016-4-27-301020SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURESOlga V. Kitova0Igor B. Kolmakov1Ilya A. Penkov2Plekhanov Russian University of Economics (РRUЕ)Plekhanov Russian University of Economics (РRUЕ)Plekhanov Russian University of Economics (РRUЕ)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.https://statecon.rea.ru/jour/article/view/1021support vector machinemachine learningforecasting modelprogramming language pythoninvestment measures
collection DOAJ
language Russian
format Article
sources DOAJ
author Olga V. Kitova
Igor B. Kolmakov
Ilya A. Penkov
spellingShingle Olga V. Kitova
Igor B. Kolmakov
Ilya A. Penkov
SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES
Statistika i Èkonomika
support vector machine
machine learning
forecasting model
programming language python
investment measures
author_facet Olga V. Kitova
Igor B. Kolmakov
Ilya A. Penkov
author_sort Olga V. Kitova
title SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES
title_short SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES
title_full SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES
title_fullStr SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES
title_full_unstemmed SUPPORT VECTOR MACHINE METHOD FOR PREDICTING INVESTMENT MEASURES
title_sort support vector machine method for predicting investment measures
publisher Plekhanov Russian University of Economics
series Statistika i Èkonomika
issn 2500-3925
publishDate 2016-08-01
description 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.
topic support vector machine
machine learning
forecasting model
programming language python
investment measures
url https://statecon.rea.ru/jour/article/view/1021
work_keys_str_mv AT olgavkitova supportvectormachinemethodforpredictinginvestmentmeasures
AT igorbkolmakov supportvectormachinemethodforpredictinginvestmentmeasures
AT ilyaapenkov supportvectormachinemethodforpredictinginvestmentmeasures
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