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• W3201972019 abstract "To further explore the research of financial time series prediction and broaden the application scope of Gaussian distribution probability density equation, based on the nonlinear differential equation of Gaussian distribution probability density, the semi-supervised Gaussian process model is taken as the research object to discuss the application of semi-supervised Gaussian process model in the stock market. Shanghai 180 Index, Shanghai (Securities) Composite Index and the yield of three stocks are studied in detail. The specific results are as follows. The prediction accuracy of Shanghai 180 Index is 83%, and the prediction accuracy of Shanghai (Securities) Composite Index is 78%. The stock yield series curves of the three stocks have the characteristics of peak and thick tail, which do not obey the normal distribution. Among the three models of semi-supervised Gaussian process model, initial Gaussian process model and SVM algorithm model, the prediction accuracy of semi-supervised Gaussian process model is the best, and the prediction accuracy of the yield of three stocks is 82.45%, 85.03% and 84.53%, respectively. The research results can fully prove that the semi-supervised Gaussian process model has good application effect in stock time series prediction. The research content can provide scientific and sufficient reference for the follow-up research of financial time series, and also has important significance for the research of Gaussian process model." @default.
• W3201972019 created "2021-10-11" @default.
• W3201972019 creator A5017266517 @default.
• W3201972019 creator A5017895621 @default.
• W3201972019 creator A5066162977 @default.
• W3201972019 date "2022-03-01" @default.
• W3201972019 modified "2023-09-25" @default.
• W3201972019 title "FINANCIAL TIME SERIES USING NONLINEAR DIFFERENTIAL EQUATION OF GAUSSIAN DISTRIBUTION PROBABILITY DENSITY" @default.
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• W3201972019 doi "https://doi.org/10.1142/s0218348x22400849" @default.
• W3201972019 hasPublicationYear "2022" @default.
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