Application and Innovation in Financial Market Risk Management Based on Big Data and Artificial Intelligence
21 mar 2025
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Publicado en línea: 21 mar 2025
Recibido: 31 oct 2024
Aceptado: 15 feb 2025
DOI: https://doi.org/10.2478/amns-2025-0579
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© 2025 Ruimei Wang, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
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Residual description
| Variable | Numerical value |
|---|---|
| Mean value | -0.0011645 |
| Standard deviation | 0.0245188 |
| Maximum value | 0.1445756 |
| Minimum value | -0.1678244 |
| Degree of bias | -0.025 |
| Kurtosis | 3.312 |
Series hybrid model predictive energy index
| Model | MSE | RMSE | MAE |
|---|---|---|---|
| ARFIMA-GARCH-LSTM | 0.000386 | 0.019559 | 0.014479 |
Descriptive statistics
| Mean | Median | Maximum value | Minimum value | Standard deviation | Kurtosis | Degree of bias | Adf test |
|---|---|---|---|---|---|---|---|
| 2.78e-4 | 4.62e-4 | 7.82e-2 | -9.35e-2 | 1.52e-2 | 6.475 | -0.588 | -7.625(0.000) |
Descriptive statistics of the price data
| Variable | Mean | Median | Maximum value | Minimum value |
|---|---|---|---|---|
| Opening price | 2619.061 | 2642.19 | 2597.586 | 2621.28 |
| Maximum price | 2614.54 | 2640.291 | 2591.675 | 2623.009 |
| Lowest price | 1915.107 | 1953.378 | 1874.166 | 1912.711 |
| Closing price | 3494.843 | 3494.713 | 3403.695 | 3458.697 |
| Volume | 339.332 | 341.808 | 334.741 | 338.293 |
| Turnover amount | 2619.051 | 2642.2 | 2597.486 | 2621.25 |