Neural Networks for Financial Market Risk Classification
By Narek Abroyan. 2017
8 citations recorded by the source corpus.
. During the last several years machine learning started to revolutionize many industrial fields by replacing human intellectual work with recent technologies. Machine learning has started to be used in financial sphere as well for predicting stock prices, detecting fraud actions etc. In this work, we are focusing on financial market risk classification, which is a part of fraud action detection problem. Although artificial intelligence researchers and specialists achieved notable results in visual, voice signal and natural language processing tasks by using new methods and approaches of deep learning, such as convolutional and recurrent neural networks, not many results are in the sphere of elaboration of real-time non-stationary data, such as financial data. Moreover, methods which are used in industry usually are not published. The goal of this work is exploring, experimenting and providing new and more effective methods of classification of financial non-stationary risk data by using neural networks.
Subfields: Artificial Intelligence, Computer Vision and Pattern Recognition, Management Science and Operations Research, Economics & Operations Research, Time-Series & Forecasting
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Citations in the corpus
- Deep Learning for Financial Applications : A Survey (2020, background): “[105] Private brokerage company’s real data of risky transactions 250 features: order details, etc.”