Application of machine learning algorithm and static model of interest rate curve in futures analysis

Author:

Zhang Yuan1

Affiliation:

1. School of Computer Science and Technology, Shandong University of Finance and Economics, Jinan, Shandong, China

Abstract

There are still some errors and instabilities in futures analysis. In order to improve the accuracy of prediction, this study combines image processing technology and applies image processing technology to interest rate wireless to construct a static model based on image processing. The necessary conditions for no arbitrage are realized by adjusting the price of issuing virtual vouchers at a parity, that is, the discount rate is monotonous in discrete cases. In addition, this paper obtains static model statistical graphs through data, and combines image noise processing and image segmentation technology to improve the clarity of statistical graphs and records the results for analysis of this research model. The research shows that the model proposed in this study has certain feasibility in futures analysis and can provide theoretical reference for subsequent related research.

Publisher

IOS Press

Subject

Artificial Intelligence,General Engineering,Statistics and Probability

Reference15 articles.

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