基于商空间的黄金价格SVM模型预测
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韩旭,杨珊,王喜梅
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Modelling SVM and Prediction of Gold Price Based on Quotient Space
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Xu HAN,Shan YANG,Ximei WANG
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表3 价格因子与黄金价格的相关系数
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Table 3 Correlation coefficient between price factor and gold price
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| x1 | x2 | x3 | x4 | x5 | x6 | x7 | x8 | x9 | y |
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x1 | 1 | 0.95 | -0.69 | -0.52 | -0.45 | 0.72 | -0.57 | -0.54 | -0.53 | -0.11 | x2 | 0.95 | 1 | -0.54 | -0.38 | -0.40 | 0.79 | -0.46 | -0.44 | -0.43 | -0.11 | x3 | -0.69 | -0.54 | 1 | 0.44 | 0.11 | -0.60 | 0.31 | 0.23 | 0.25 | -0.46 | x4 | -0.52 | -0.38 | 0.44 | 1 | 0.85 | -0.30 | 0.87 | 0.85 | 0.87 | 0.21 | x5 | -0.45 | -0.40 | 0.11 | 0.85 | 1 | -0.17 | 0.96 | 0.96 | 0.96 | 0.52 | x6 | 0.72 | 0.79 | -0.60 | -0.30 | -0.17 | 1 | -0.25 | -0.23 | -0.24 | 0.13 | x7 | -0.57 | -0.46 | 0.31 | 0.87 | 0.96 | -0.25 | 1 | 0.99 | 1 | 0.50 | x8 | -0.54 | -0.44 | 0.23 | 0.85 | 0.96 | -0.23 | 0.99 | 1 | 1 | 0.59 | x9 | -0.53 | -0.43 | 0.25 | 0.87 | 0.96 | -0.24 | 1 | 1 | 1 | 0.55 | y | -0.11 | -0.11 | -0.46 | 0.21 | 0.52 | 0.13 | 0.50 | 0.59 | 0.55 | 1 |
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