Research And Application Of Data Mining Models In Analyzing Securities

Nowadays, Analyzing Securities is the basically researching object in financial analyzing field. In the last few decades, Analyzing Securities grows up quickly in China, more and more people put their money into Securities market which is flourishing in recent years. Analyzing Securities System is looked forward to high quality with the rapid developing of Securities market, so researching on Analyzing Securities System has become an important issue in financial analyzing area.In Analyzing Securities, stock prediction is an important researching area. Besides being nonlinear, non-stationary, and dynamic, financial time series also has special properties, like being high noisy, non-normal, sharp-peaked and heavy-tailed, so stock series prediction is more challenging and has great values in practical application and bright prospect in marketing. Meanwhile, similar research in stock time series is also an important field in Analyzing Securities. With the Securities market's boom, stock price fluctuates complicatedly. Quickly querying similar stocks from a great deal of stock history data becomes important in Analyzing Securities.According to above two key points, we pay attention on the application of the forecasting model based on GA-BP neural network. Traditional prediction models only just work well on short term predictions, they just fit to the data they experienced but not to the other kinds of testing data and the results fluctuate slowly in continuous prediction. In this paper, we propose a stable and efficient model based on GA-BP neural network for long term forecasting, this proposed system practices well in the experiences. Here, we also build a similar stock time series searching database. After withdrawing characteristic from stock time series, cluster the time series'characteristic values with fuzzy c-mean clustering (FCM). In FCM, we propose a new validity index, with it, we improve the clustering's efficiency. Finally, we integrate these models into a Financial Analyzing Securities System.