Lecture Title: Research on Machine Learning Methods in Financial Market Forecasting
Speaker: Jianping Li
Time: 15:30, December 20, 2019 (Friday)
Venue: Shun Geng Campus 4-315 (Meeting Room, School of Mathematics and Quantitative Economics)
Hosted by: Research Office, School of Mathematics and Quantitative Economics
There are huge uncertainties in financial markets. To reduce uncertainty, forecasting becomes an indispensable task. This report analyzes the main characteristics, difficulties and difficulties of financial market forecasting, and uses algorithms such as decomposition and integration strategies, text mining techniques, and feature extraction to propose a variety of forecasting strategies for different financial market characteristics, including time series volatility characteristics. Decomposition and integration methods, identification and quantification of multiple driving factors, feature extraction of high-dimensional driving factors, optimization of integration strategies for base models, etc.
Jianping Li, winner of the National Outstanding Youth Fund, is currently a specially-appointed researcher and doctoral tutor of the Chinese Academy of Sciences, director of the Management Institute of the Science and Technology Strategy Consulting Institute of the Chinese Academy of Sciences, deputy director of the Forecast Center of the Chinese Academy of Sciences, and a post professor at the University of Chinese Academy of Sciences. Editor-in-chief. The main research areas are: risk management, big data management decisions. Won the "China Youth Science and Technology Award", "National Outstanding Science and Technology Worker", "Excellent Mentor Award of the Chinese Academy of Sciences", "Excellent Member of the Youth Promotion Association of the Chinese Academy of Sciences" and other honors. He has published more than 160 academic papers, published 5 monographs in Risk Analysis, EJOR, IEEE Transactions and other journals and international conferences. He has applied for patents and obtained more than 10 software copyrights. He won 2 first prizes and 4 second prizes at the provincial and ministerial level for natural science / science and technology progress awards. Among the supervised graduate students, four won the special award of the dean of the Chinese Academy of Sciences, and three were awarded the outstanding doctoral dissertation of the Chinese Academy of Sciences. A number of policy reports have been adopted by the China Office, the State Office, and the Military Commission Office, and have been approved by state leaders.