GitHub - yuyunzhang/SVM_ARIMA: This project compares the performance of SVM and ARIMA.

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This project compares the performance of SVM and ARIMA.

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Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
AMZN.csv		AMZN.csv
BABA.csv		BABA.csv
Combined.py		Combined.py
Final Project of ML Finance .pdf		Final Project of ML Finance .pdf
PM.csv		PM.csv
README.txt		README.txt
SVR_model.py		SVR_model.py
arima_model.py		arima_model.py

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This project is to compare the performance of different models. 
We have a hybrid model of SVM and ARIMA, SVM and ARIMA separately. 
It aims to show that SVM is good at dealing with non-linear data and ARIMA is better at linear data. 
Therefore, we assume that the combination of these two models will surpass each of these two individually.