Financial Risk Prediction based on Time Series

Long Chen, Minghua Lin, Liankun Chen
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Abstract

In this paper, the data mining method based on time series is applied to financial risk prediction, the corresponding model is established, and the predictive ability of the model is tested according to the real financial data of K company. The actual test results show that the time series method is suitable for the prediction of financial data with regular periodic changes, and it has high accuracy.
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基于时间序列的金融风险预测
本文将基于时间序列的数据挖掘方法应用于财务风险预测,建立了相应的模型,并根据 K 公司的真实财务数据对模型的预测能力进行了检验。实际测试结果表明,时间序列法适用于对有规律周期性变化的财务数据进行预测,且准确率较高。
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