The Design Of Financial Product Base On Support Vector Machine

In April 2010 China launched CSI300 stock index futures,suggesting Chinese finance market entered a new era.After 5 years of development,in the CSI 300 index futures market,institutional investors already occupy an important place,and more than half stock index futures positions belong to institutional investors,brokers,funds and other investors to provide innovative financial instruments,using these tools,investors have a more diversified investment channels have more shorting mechanism,rich investors ' investments.In that time,obtained the rapid development of stock index futures,volume expansion,market activity increased,stock index futures give investors a new profit area,according to strategy research on stock index futures also increased.Introducing stock index futures to financial product innovation has achieved initial results,but there is still a need to be optimized.This article existing in the market of stock index futures products on the basis of the study,trying to design a benefit and risk of stock index futures products.With the development of support vector machines,more and more financial discipline research using such a classification based on statistical learning techniques.Using support vector machine to predict in this paper on the basis of,compared the advantages and disadvantages of several kernel,and build dynamic forecasting model.Then according to the construction of the model of product design.In spite of the conservative paper products to issuers and investors return,and has good utility value.Finally,this paper analysis of the shortcomings of this product,and discuss future research directions and ways to improve.