Preprint Article Version 1 This version is not peer-reviewed

Leveraging Generative Artificial Intelligence for Financial Market Trading Data Management and Prediction

Version 1 : Received: 29 June 2024 / Approved: 1 July 2024 / Online: 1 July 2024 (13:07:33 CEST)

How to cite: Bai, X.; Zhuang, S.; Xie, H.; Guo, L. Leveraging Generative Artificial Intelligence for Financial Market Trading Data Management and Prediction. Preprints 2024, 2024070084. https://doi.org/10.20944/preprints202407.0084.v1 Bai, X.; Zhuang, S.; Xie, H.; Guo, L. Leveraging Generative Artificial Intelligence for Financial Market Trading Data Management and Prediction. Preprints 2024, 2024070084. https://doi.org/10.20944/preprints202407.0084.v1

Abstract

The paper explores using generative artificial intelligence (AI) in financial market data management and forecasting. By integrating multiple data sources and feature extraction techniques, such as fundamental analysis, technical indicators, global economic data, and sentiment analysis, generative AI constructs a comprehensive deep learning framework that significantly enhances financial data management efficiency and market forecasts' accuracy. Specifically, technologies like generative adversarial networks (Gans) and variational autoencoders (VAE) demonstrate substantial data augmentation and model optimisation potential. The application value of the model in real-time market prediction and trading strategy optimization is further amplified through reinforcement learning methods.

Keywords

 Generative artificial intelligence, financial markets, data management, forecasting

Subject

Computer Science and Mathematics, Artificial Intelligence and Machine Learning

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