Research on the Applications of Data Mining in Financial Prediction

摘要

Time series is an important data, the prevalence of time series to make use of data mining technology can effective access to information and knowledge discovery. In the process of time series data mining, feature representation and similarity measure is an important basic work, the smooth implementation of for other data mining task provides a good data processing method and technical support. Based on information entropy, this paper puts forward a kind of neural network classification method based on statistical learning theory, is different with the traditional neural network method. The proposed methodology is verified through the numerical analysis and experimental simulation. Further research interests are also discussed.