A Novel Machine Learning Strategy Based on Two-Dimensional Numerical Models in Financial Engineering
Machine learning is the most commonly used technique to address larger and more complex tasks by analyzing the most relevant information already present in databases. In order to better predict the future trend of the index, this paper proposes a two-dimensional numerical model for machine learning...
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| Veröffentlicht in: | Mathematical problems in engineering 2013-01, Vol.2013 (2013), p.1-6 |
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| container_title | Mathematical problems in engineering |
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| creator | Xu, Qingzhen |
| description | Machine learning is the most commonly used technique to address larger and more complex tasks by analyzing the most relevant information already present in databases. In order to better predict the future trend of the index, this paper proposes a two-dimensional numerical model for machine learning to simulate major U.S. stock market index and uses a nonlinear implicit finite-difference method to find numerical solutions of the two-dimensional simulation model. The proposed machine learning method uses partial differential equations to predict the stock market and can be extensively used to accelerate large-scale data processing on the history database. The experimental results show that the proposed algorithm reduces the prediction error and improves forecasting precision. |
| doi_str_mv | 10.1155/2013/659809 |
| format | Article |
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| ispartof | Mathematical problems in engineering, 2013-01, Vol.2013 (2013), p.1-6 |
| issn | 1024-123X 1563-5147 |
| language | eng |
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| source | Wiley-Blackwell Open Access Titles; EZB-FREE-00999 freely available EZB journals; Alma/SFX Local Collection |
| subjects | Algorithms Computer simulation Data processing Engineering Engineering education Finite difference method Machine learning Markets Mathematical models Partial differential equations Raw materials Securities markets Small cap investments Stock exchanges Stock market indexes Studies Task complexity Two dimensional Two dimensional models |
| title | A Novel Machine Learning Strategy Based on Two-Dimensional Numerical Models in Financial Engineering |
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