Research on financial time series forecasting model based on big data analysis

2021 ◽  
Author(s):  
Xiaoyan Huang
Keyword(s):  
Time Series ◽  
Big Data ◽  
Data Analysis ◽  
Financial Time Series ◽  
Big Data Analysis ◽  
Time Series Forecasting ◽  
Forecasting Model ◽  
Financial Time ◽  
Model Based

A Comparison of Machine Learning Algorithms of Big Data for Time Series Forecasting Using Python

2020 ◽  
pp. 197-218
Author(s):  
Son Nguyen ◽  
Anthony Park
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Time Series ◽  
Big Data ◽  
Data Analysis ◽  
Big Data Analysis ◽  
Time Series Forecasting ◽  
Machine Learning Algorithms ◽  
Time Series Models ◽  
Data Sets

This chapter compares the performances of multiple Big Data techniques applied for time series forecasting and traditional time series models on three Big Data sets. The traditional time series models, Autoregressive Integrated Moving Average (ARIMA), and exponential smoothing models are used as the baseline models against Big Data analysis methods in the machine learning. These Big Data techniques include regression trees, Support Vector Machines (SVM), Multilayer Perceptrons (MLP), Recurrent Neural Networks (RNN), and long short-term memory neural networks (LSTM). Across three time series data sets used (unemployment rate, bike rentals, and transportation), this study finds that LSTM neural networks performed the best. In conclusion, this study points out that Big Data machine learning algorithms applied in time series can outperform traditional time series models. The computations in this work are done by Python, one of the most popular open-sourced platforms for data science and Big Data analysis.

scholarly journals Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data

2020 ◽  
Vol 136 ◽  
pp. 183-189 ◽  
Author(s):  
Nikolaos Passalis ◽  
Anastasios Tefas ◽  
Juho Kanniainen ◽  
Moncef Gabbouj ◽  
Alexandros Iosifidis
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Limit Order Book ◽  
Time Series Forecasting ◽  
Order Book ◽  
Limit Order ◽  
Bag Of Features ◽  
Financial Time
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