Multiview collaboration learning classification model of stock data based on view weighting mechanism

Machine learning methods have become an effective strategy commonly used in quantitative hedge funds, which can maximize profits and reduce investment risks to a certain extent. Traditional stock forecasting systems are usually based on a single attribute of stock data. There are two main challenges in this process: 1) Use suitable processing methods to deal with highly nonlinear time series data such as stocks. 2) Using a single class of stock data for training does not capture the correlation between other related data and the training data. Based on RBF neural network, this research introduces view weighting and collaborative learning mechanism, and proposes a MV-RBF model. It mainly includes the following contributions: 1) By comparing the experimental results of MV-RBF model with the single-view model, its effectiveness and feasibility are verified. 2) The MV-RBF model was compared with other commonly used classification models to analyze its advantages and disadvantages. 3) Study the relevant parameters, stability and other indicators of MV-RBF model. The experimental results show that compared with the single view model and most common classification models, MV-RBF has certain improvement in the prediction accuracy.