文献详情
Big data analytics for financial Market volatility forecast based on support vector machine
文献类型：期刊
通讯作者：Zhao, YJ (reprint author), Shanghai Lixin Univ Accounting & Finance, Sch Business Adm, Shanghai 201209, Peoples R China.
期刊名称：INTERNATIONAL JOURNAL OF INFORMATION MANAGEMENT
年：2020
卷：50
页码：452-462
ISSN：0268-4012
关键词：Big data; Financial market; Volatility; Support vector machine
摘要：High-frequency data provides a lot of materials and broad research prospects for in-depth research and understanding on financial market behavior, but the problems solved in the research of high-frequency data are far less than the problems faced and encountered, and the research value of high-frequency data will be greatly reduced without solving these problems. Volatility is an important measurement index of market risk, and the research and forecasting on the volatility of high-frequency data ...More
High-frequency data provides a lot of materials and broad research prospects for in-depth research and understanding on financial market behavior, but the problems solved in the research of high-frequency data are far less than the problems faced and encountered, and the research value of high-frequency data will be greatly reduced without solving these problems. Volatility is an important measurement index of market risk, and the research and forecasting on the volatility of high-frequency data is of great significance to investors, government regulators and capital markets. To this end, by modelling the jump volatility of high-frequency data, the short-term volatility of high-frequency data are predicted. ...Hide

DOI：10.1016/j.ijinfomgt.2019.05.027
百度学术：Big data analytics for financial Market volatility forecast based on support vector machine
语言：外文
被引频次：2
基金：National Social Science Foundation of China [16BRK009]
作者其他论文



The existence and nonexistence of global solutions for a semilinear heat equation on graphs.Lin, Yong;Wu, Yiting.CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS.2017,56(4).
On-diagonal lower estimate of heat kernels on graphs.Lin, Yong;Wu, Yiting.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS.2017,456(2),1040-1048.