摘要
由一名新闻记者兼机器人与机器学习每日新闻的新闻编辑-一项关于人工智能的新研究现在可用。根据NewsRx记者来自中华人民共和国苏州的消息，研究表明，"事实上，指数波动一直是衡量指数状况的关键指标之一，也是投资者对市场信心和期望的反映"。我们的新闻记者从高等技术学院的研究中获得了一句话：“在各种指标中，VIX，也被称为‘恐慌指数’，一直被市场视为经济状况的晴雨表。有鉴于此，本研究的目的是调查随机森林的过程。”支持向量回归和XGBoost在预测VIX波动率和评估其表现方面的作用。基于这些评价，本研究的实验表明，XGBoost在较小、低维度的时间序列数据中表现最佳。
Abstract
By a News Reporter-Staff News Editor at Robotics & Machine Learning Daily News Daily News – A new study on artificial intelligence is now available. According to news originating from Suzhou, People’s Republic of China, by NewsRx correspondents, research stated, “As a matter of fact, index volatility has always been one of the key indicators of the state of an index a nd a reflection of investor confidence and expectations in the market.” Our news reporters obtained a quote from the research from School of Advanced Te chnology: “Among various indicators, the VIX, which is also known as the ‘Panic Index’, has always been viewed by the market as a barometer of the state of the economy. With this in mind, the purpose of this study is to investigate the proc ess of Random Forest, Support Vector Regression as well as XGBoost in predicting VIX volatility and to evaluate their performance. Based on the evaluations, exp eriments in this study show that XGBoost performs optimally for smaller, low-dim ensional time series data.”
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