Novel Financial Capital Flow Forecast Framework Using Time Series Theory and Deep Learning: A Case Study Analysis of Yu'e Bao Transaction Data

• Published in: IEEE access Vol. 7; pp. 70662 - 70672
• Main Authors: Yang, Xiaoxian, Mao, Shunyi, Gao, Honghao, Duan, Yucong, Zou, Qiming
• Format: Journal Article
• Language: English
• Published: Piscataway IEEE 2019; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Analytical models; ARIMA; Autocorrelation; Autoregressive models; Autoregressive processes; big data financial analysis; capital flow prediction; Correlation; Data models; Deep learning; Hidden Markov models; Investment strategy; Liquidity risk; LSTM; Model accuracy; Predictive models; Regression analysis; Statistical analysis; time series; Time series analysis

Appropriate monetary liquidity is important for financial institutions. When institutions lack adequate cash flow for customer redemption, their income will decrease, their reputation will be affected, and they may even go bankrupt. However, the opposite extreme in which more cash is reserved than n...