The reasonable pricing of options can effectively help investors avoid risks and obtain benefits, which plays a very important role in the stability of the financial market. The traditional single option pricing model often fails to meet the ideal expectations due to its limited conditions. Combining an economic model with a deep learning model to establish a hybrid model provides a new method to improve the prediction accuracy of the pricing model. This includes the usage of real historical data of about 10,000 sets of CSI 300 ETF options from January to December 2020 for experimental analysis. Aiming at the prediction problem of CSI 300ETF option pricing, based on the importance of random forest features, the Convolutional Neural Network and Long Short-Term Memory model (CNN-LSTM) in deep learning is combined with a typical stochastic volatility Heston model and stochastic interests CIR model in parameter models. The dual hybrid pricing model of the call option and the put option of CSI 300ETF is established. The dual-hybrid model and the reference model are integrated with ridge regression to further improve the forecasting effect. The results show that the dual-hybrid pricing model proposed in this paper has high accuracy, and the prediction accuracy is tens to hundreds of times higher than the reference model; moreover, MSE can be as low as 0.0003. The article provides an alternative method for the pricing of financial derivatives.
Industrial internet security incidents occur frequently, and it is very important to accurately and effectively detect industrial internet attacks. In this paper, a novel CNN-LSTM fusion model-based method is proposed to detect malicious behavior under industrial internet security. Firstly, the data distribution is analyzed with the help of kernel density estimation, and the Pearson correlation coefficient is used to select the strong correlation feature as the model input. The one-dimensional convolutional neural network and the long short-term memory network respectively extract the spatial sequence features of the data and then use the softmax function to complete the classification task. In order to verify the effectiveness of the model, it is evaluated on the NSL-KDD dataset and the GAS dataset, and experiments show that the model has a significant performance improvement over a single model. In the detection of industrial network traffic data, the accuracy rate of 97.09% and the recall rate of 90.84% are achieved.
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