Research Article

A Hybrid Least Square Support Vector Machine Model with Parameters Optimization for Stock Forecasting

Table 1

Input and output variables.

CategoryInput variables selectionOutput variableSampleData number

Training and validation
testing
CSI 300, USDX, SHIBOR, REPO, CDS, PE, M2/mkt cap, short-mid not/mkt cap, New Loan/mkt capCSI 30005/01/2009–23/08/2011
24/08/2011–20/01/2012
643
100