Method for studying and judging financial market changes based on fact map and multi-factor model

Abstract

The invention relates to a method for studying and judging financial market changes based on a fact map and a multi-factor model. The method comprises the steps that S1, acquiring various historical events with causal relations in a historical event library, carrying out aggregation evolution according to the influence relations among the historical events to constructthe fact map; s2, matching the obtained current event as a result event with historical events in a fact map, and extracting various upstream historical events having an influence relationship on the current event to generate anevent evolution chain; s3, extracting reason factors of each historical event directly or indirectly influencing the current event on the event evolution chain based on the factor library; s4, selecting conventional factors in the cause factors to construct a cause factor set influencing the current event change, and calculating the explanation degree of the cause factor set on the current resultfactor; and if the interpretation degree is lower than the interpretation degree threshold, introducing an abnormal factor in the cause factor into the cause factor set until the interpretation degreethreshold is met. The method is high in studying and judging efficiency and high in accuracy.

Description

technical field [0001] The invention relates to the technical field of information mining, in particular to a method for studying and judging financial market changes. Background technique [0002] The financial system is one of the important pillars of modern economic development. With the rapid development of networking and information technology, social events, national policies, and information from all aspects are disseminated rapidly. Often these events will affect changes in the financial market. has a very important influence. For example, fluctuations in commodity (futures or spot) prices are highly susceptible to various events. These events include the release of macro policies, changes in supply, changes in demand, changes in inventory, etc., but in different periods, changes in various cause events bring about different trends in the result events (such as futures prices or spot prices). This trend change may not be fully considered even by investment research...

AI Technical Summary

Problems solved by technology

In the existing technology, the trend changes of the market are often analyzed after comprehensive consideration of the events that occur manually, but even if various events are considered, it is difficult to quantitatively describe the relationship between the cause event and the result event (such as price) in a certain period The most influential factor, especially the impact of abnormal factors in a certain period of time on market changes is difficult to describe quantitatively

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