计算机工程与应用 ›› 2007, Vol. 43 ›› Issue (8): 219-220.

• 工程与应用 • 上一篇    下一篇

基于SVM的均衡管理系统研究

操敏 王士同   

  1. 江南大学信息工程学院 江南大学信息工程学院
  • 收稿日期:2006-04-10 修回日期:1900-01-01 出版日期:2007-03-11 发布日期:2007-03-11
  • 通讯作者: 操敏

Research on the Equilibrium Management System Based on Support Vector Machine

CAO Ming,WANG Shi-tong   

  1. School of Information Engineering,Southern Yangtz University,Wuxi 214036,China
  • Received:2006-04-10 Revised:1900-01-01 Online:2007-03-11 Published:2007-03-11

摘要: 本文通过对开放式基金流动性风险进行特征分析,得出流动性风险均衡管理的指标,并基于SVM(支撑向量机)上建立一种均衡管理系统。通过实验证明该系统对开放式基金管理人的决策具有较强的辅助性,有很强的实际意义。

关键词: 开放式基金, 均衡管理, 支撑向量机

Abstract: In this paper,the parameter index is presented after a system analyse about the fluidity risk of the open fund. A equilibrium management system will be given based on support vector machine.Experiments results show that the equilibrium management system assist a rule in controlling the fluidity risk of the open fund.It is a practical method.

Key words: Open Fund, Equilibrium Management, Support Vector Machine