ReportTitle:Project Management: Manifold Learning for Financial Data
Reporter(Institution):Gang Kou(Southwestern Universityof Financeand Economics)
Time:02:00.pm,6th Nov. 2015Location:B-201, Building of Economics & Management, Jiulonghu Campus
Abstract:Identification of characteristics and structure of high-dimensional data is an important task for financial analysis. Through manifold learning method, we extract the intrinsic features and reduce the dimensions of the high-dimensional financial data, to display the internal relations and structure of the financial big data. So that people can achieve the effective objective data support for financial analysis. First, a kernel entropy manifold learning algorithm is introduced to measure the relationships between two financial data points and produce a low-dimensional representation of high-dimensional financial data. Second, an information metric-based manifold learning (IMML) method is proposed to identify the intrinsic manifold structure of a financial market.
