股票预测SVM的python代码

StockPrediction ========= Stock data come from Yahoo_finance by Python. News data come from tm.plugin by R. ARMIA === Step --- 1.Use Daubechies 4 wavelet to transform the Stock Data which comes from Yahoo_finance. 2.Difference the time series make it stationary. 3.Create ACF & Pacf pictures to find out p & q which is the parameter in ARIMA. 4.Predict the stationary time series by ARIMA(p,q). Because this ARIMA package can't do difference bigger than 2, thus I don't use ARIMA(p,d,q). 5.Revert difference which we do in step 2. | ARIMA | |:----------------------------------:| |  | SVM === Not good enough. I try to transform Price to the relation, like the relation between Open & Close attributes or today & yesterday. Stock can't be Predicted only based on history stock data, so we pull in new data. It's still not good but much better than before. | SVM | |:----------------------------------:| |  |