Research Article
A Trend-Based Segmentation Method and the Support Vector Regression for Financial Time Series Forecasting
Table 5
Comparison of profit obtained by various forecasting models.
| Stock no. | Stock name | TBSN-SVR model (RBF) | PLR-SVR model (RBF) | PLR-BPN model | Statistical model |
| 1 | Apple | 92.35% | 35.84% | 12.97% | 20.50% | 2 | BA | 59.49% | 35.69% | 17.50% | 20.03% | 3 | CAT | 43.39% | 36.09% | 9.36% | 24.83% | 4 | JNJ | 13.95% | 9.47% | 16.88% | 0% | 5 | S&P 500 | 22.78% | 4.19% | 3.77% | 9.81% | 6 | VZ | 28.60% | 2.60% | 27.72% | 0% | 7 | XOM | 22.40% | 12.34% | ā1.99% | ā7.65% |
| Average | | 40.42% | 19.46% | 12.32% | 9.65% |
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