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An Optimal Strategy Model for Purchasing Initial Public Offerings in China |
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PP: 1013-1020 |
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Author(s) |
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Dong Huang,
Xiaolong Wang,
Jingjing Ma,
Ronggang Dou,
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Abstract |
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An optimal recommend model for purchasing Chinese IPOs (Initial Public Offerings) based on artificial intelligence method
is proposed here. In this paper, we focus on how to get the optimal income in a period of time. In order to avoid the problem of sparsity
by separate method, combinations of classification, regression and maximum entropy are adopted to adjust the density of the filters in
Double-layer filter model we propose.We improve the accuracy of the forecasting by structuring data in preprocessing, adjusting filters’
density level by the entropy of maximum entropy, the probability of the classification and regression algorithm. The experimental results
show that the strategy model we propose achieves better forecasting accuracy than the methods separately. Therefore, the Double-layer
filter model not only can forecast precisely but also has much application value. |
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