论文标题

信息令牌驱动的电子市场的机器学习:行为财务大数据分析中的绩效效果

Information Token Driven Machine Learning for Electronic Markets: Performance Effects in Behavioral Financial Big Data Analytics

论文作者

Samuel, Jim

论文摘要

与信息增长的普遍加速相关,金融服务已沉浸在信息动态的发展中。这不仅是数据量的急剧增加,而且是大数据现象的速度,复杂性和不可预测性,这加剧了金融服务研究人员和从业者面临的挑战。数学,统计和技术已被创造性地利用来创建分析解决方案。鉴于财务投标数据(FBD)的许多独特特征,有必要了解可用于创建FBD特定解决方案的策略和模型。行为金融数据(FBD的一个子集)正在看到指数增长,这为研究行为融资提供了使用大数据分析方法的前所未有的机会。本研究映射机器学习(ML)技术和行为金融类别,以探索使用ML技术来解决FBD中行为方面的潜力。提出了这种方法的本体论可行性,这项研究的主要目的是基于ML的行为模型可以有效地估计FBD的性能。一种简单的机器学习算法已成功地用于研究人造股票市场的行为表现,以验证命题。 关键字:信息;大数据;电子市场;分析;行为

Conjunct with the universal acceleration in information growth, financial services have been immersed in an evolution of information dynamics. It is not just the dramatic increase in volumes of data, but the speed, the complexity and the unpredictability of big-data phenomena that have compounded the challenges faced by researchers and practitioners in financial services. Math, statistics and technology have been leveraged creatively to create analytical solutions. Given the many unique characteristics of financial bid data (FBD) it is necessary to gain insights into strategies and models that can be used to create FBD specific solutions. Behavioral finance data, a subset of FBD, is seeing exponential growth and this presents an unprecedented opportunity to study behavioral finance employing big data analytics methodologies. The present study maps machine learning (ML) techniques and behavioral finance categories to explore the potential for using ML techniques to address behavioral aspects in FBD. The ontological feasibility of such an approach is presented and the primary purpose of this study is propositioned- ML based behavioral models can effectively estimate performance in FBD. A simple machine learning algorithm is successfully employed to study behavioral performance in an artificial stock market to validate the propositions. Keywords: Information; Big Data; Electronic Markets; Analytics; Behavior

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