Research on the Improvement of Big Data Feature Investment Analysis Algorithm for Abnormal Trading in the Financial Securities Market

Authors: Jie Zou, Wenkai Gong, Guilin Huang, Gebiao Hu, Wenbin Gong

Abstract: Traditional investment analysis algorithms usually only analyze the similarity between financial time series and financial data, which leads to inaccurate and inefficient analysis of investment characteristics. In addition, the trading volume of financial securities market is huge, the amount of investment data is also very large, and the detection of abnormal transactions is difficult. The aim of feature extraction is to obtain mathematical features that can be recognized by machine. Different from the traditional methods, this paper studies and improves the big data investment analysis algorithm of abnormal transactions in financial securities market. After processing the captured trading data of financial securities market, the big data feature of abnormal trading is extracted. Combined with the abnormal trading and the financial securities market, the investment strategy is determined. The optimization objective function is set and the genetic algorithm is used to improve the investment analysis algorithm. The simulation experiment verifies the improved investment analysis algorithm, and the average Accuracy of investment analysis is increased by at least 11.24%, the ROI is significantly improved, and the efficiency is higher, which indicates that the proposed algorithm has ideal application performance.

Pages: 406-412

DOI: 10.46300/9106.2022.16.50

International Journal of Circuits, Systems and Signal Processing, E-ISSN: 1998-4464, Volume 16, 2022, Art. #50