Art Financial Risk Prediction Algorithm Based on Random Matrix

Shiqin Guo, Jilin Xu and Ning Cao

Mathematical Problems in Engineering, 2022, vol. 2022, 1-10

Abstract: Random matrix theory is applied in the financial field to study the correlation of the financial correlation coefficient matrix, which is a key factor in network construction. In this paper, the random matrix theory is combined with network construction to study the art financial risk prediction algorithm based on the random matrix. Based on the stochastic matrix theory and the key nodes of the network, the financial network and the “noise†network before and after the “denoising†are analyzed and compared. It is found that the key and important information of the original network is still retained after the “denoising†of the network, and the noise information corresponds to the information represented by the smaller nodes in the original network. Based on the stochastic matrix of artwork financial risk prediction, the topological properties of the financial network before and after denoising are analyzed and compared from the perspectives of minimum spanning tree, model, and community structure. Based on the random matrix theory, this paper discusses the financial correlation coefficient matrix and the statistical properties of the eigenvalues of the random matrix, and on this basis, the existing denoising methods are improved, the correlation coefficient matrix more suitable for constructing the financial network is established, and the art financial risk prediction algorithm is constructed. Then, based on the stochastic matrix theory and the key nodes of the network, the financial network and the noise network before and after denoising are analyzed and compared. It is found that the key and important information of the original network is still retained after denoising the network, and the noise information corresponds to the information represented by the relatively small nodes in the original network. Finally, based on the stochastic matrix of art financial risk prediction, analysis of the financial network topology, such as minimum spanning tree, model, and community structure, found that the improved financial network topology is more obvious and the structure is closer.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:8477065

DOI: 10.1155/2022/8477065

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