Exploring Anomaly Detection and Risk Assessment in Financial Markets Using Deep Neural Networks
Journal Title: International Journal of Innovative Research in Computer Science and Technology - Year 2024, Vol 12, Issue 4
Abstract
In this paper, deep learning technology, along with a Gated Recurrent Unit (GRU) combined with an attention mechanism, is used to enhance the recognition ability and risk assessment accuracy of abnormal trading behavior in financial markets. The GRU effectively solves the problem of gradient vanishing in traditional recurrent neural networks through its unique gated structure, allowing the model to learn more stable and effective feature representations in long sequence data. On this basis, the contextual attention (CA) module in the attention mechanism is introduced, enabling the model to automatically learn and assign different weights to various parts of the input sequence. Combined with bidirectional GRU and the attention mechanism, the model can not only capture temporal dependencies in the sequence, but also highlight the key features that affect market anomalies, thus improving the model's ability to understand complex market dynamics.
Authors and Affiliations
Bingxing Wang Yuxin Dong Jianhua Yao Honglin Qin and Jiajing Wang
Keywords
Related Articles
- EP ID EP744926
- DOI 10.55524/ijircst.2024.12.4.15
- Views 43
- Downloads 0
PIC18F452 Microcontroller Home Security System: A Review Paper
For we picked a PIC18F452 microchip for the design and simulation of their home automation designs. Built also on PIC18F452, our sensor measures a home's glass doors and transmit an alert and then a warmer signals to a l...
A Review on Door Entry System Based on Internet of Things
For homes and business structures, this article offers a remote access controlled entryway passage framework techniques. A remote access control framework utilizes the web to permit an individual to work hardware and mac...
Analysis of Bituminous Concrete Mixes Using H.D.P.E & Crumb Rubber as Admixtures
Flexible pavements need more attention in selection of Resources and preparation of mixes now a day’s temperature is the main criteria which affect the mix quality, strength and durability. Rapid changes in temperature n...
Band Gap Engineering of Wurtzite Silicon by Uniaxial Pressure
Electronic properties of wurtzite silicon (WZ-Si) are investigated by first-principle calculation. It is found that WZ-Si is an indirect band-gap semiconductor at ambient condition. A uniaxial strain along the c-directio...
Concurrent Data Processing in Microsoft Dynamics CRM Using Python
The realm of Customer Relationship Management (CRM) has seen significant improvements with the integration of automation and data analytics. Python, known for its robust data manipulation libraries, offers a seamless exp...