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 50
- Downloads 0
An Analysis of Bioactive Components of Tea
Tea (both dark and green tea) is one of the most well-known beverages on earth. This audit, nonetheless, remembers the absolute latest disclosures for the wellbeing benefits of both green and dark tea, because of develop...
Education Data mining: Perspectives of Engineering Students
Predicting students’ tutorial performance is of nice concern within the higher education system. Data processing are often employed in the next instructional system to predict the students’ tutorial performance. during t...
A Technological Overview of Biogas Production from Bio-waste
The current excessive use of fossil fuels, as well as the impact of gas emissions on the environment, are driving development into renewable energy production from biological materials. Demand of energy is massive, with...
An Overview of RFID in Libraries
In a library, circulation and shelving of reading materials is a time-consuming task that consumes the majority of the library staff's time. Because RFID minimises the time it takes to undertake circulation tasks, it is...
Analysis of Bullet Train Project Using CPM and PERT
One of the most significant tools for project planning and management is the Critical Path Method (CPM), as well as the Project Evaluation and Review Technique (PERT). When the time required or anticipated to perform spe...