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%	−1.99%	−7.65%
Average		40.42%	19.46%	12.32%	9.65%