{"title":"基于大数据和机器学习的金融市场风险监控系统的设计与优化","authors":"Liyang Wang, Yu Cheng, Xingxin Gu, Zhizhong Wu","doi":"arxiv-2407.19352","DOIUrl":null,"url":null,"abstract":"With the increasing complexity of financial markets and rapid growth in data\nvolume, traditional risk monitoring methods no longer suffice for modern\nfinancial institutions. This paper designs and optimizes a risk monitoring\nsystem based on big data and machine learning. By constructing a four-layer\narchitecture, it effectively integrates large-scale financial data and advanced\nmachine learning algorithms. Key technologies employed in the system include\nLong Short-Term Memory (LSTM) networks, Random Forest, Gradient Boosting Trees,\nand real-time data processing platform Apache Flink, ensuring the real-time and\naccurate nature of risk monitoring. Research findings demonstrate that the\nsystem significantly enhances efficiency and accuracy in risk management,\nparticularly excelling in identifying and warning against market crash risks.","PeriodicalId":501128,"journal":{"name":"arXiv - QuantFin - Risk Management","volume":"31 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets\",\"authors\":\"Liyang Wang, Yu Cheng, Xingxin Gu, Zhizhong Wu\",\"doi\":\"arxiv-2407.19352\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"With the increasing complexity of financial markets and rapid growth in data\\nvolume, traditional risk monitoring methods no longer suffice for modern\\nfinancial institutions. This paper designs and optimizes a risk monitoring\\nsystem based on big data and machine learning. By constructing a four-layer\\narchitecture, it effectively integrates large-scale financial data and advanced\\nmachine learning algorithms. Key technologies employed in the system include\\nLong Short-Term Memory (LSTM) networks, Random Forest, Gradient Boosting Trees,\\nand real-time data processing platform Apache Flink, ensuring the real-time and\\naccurate nature of risk monitoring. Research findings demonstrate that the\\nsystem significantly enhances efficiency and accuracy in risk management,\\nparticularly excelling in identifying and warning against market crash risks.\",\"PeriodicalId\":501128,\"journal\":{\"name\":\"arXiv - QuantFin - Risk Management\",\"volume\":\"31 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-07-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - QuantFin - Risk Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2407.19352\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - QuantFin - Risk Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2407.19352","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
With the increasing complexity of financial markets and rapid growth in data
volume, traditional risk monitoring methods no longer suffice for modern
financial institutions. This paper designs and optimizes a risk monitoring
system based on big data and machine learning. By constructing a four-layer
architecture, it effectively integrates large-scale financial data and advanced
machine learning algorithms. Key technologies employed in the system include
Long Short-Term Memory (LSTM) networks, Random Forest, Gradient Boosting Trees,
and real-time data processing platform Apache Flink, ensuring the real-time and
accurate nature of risk monitoring. Research findings demonstrate that the
system significantly enhances efficiency and accuracy in risk management,
particularly excelling in identifying and warning against market crash risks.