Preliminary Data Analysis and Feature Construction in Financial and Economic Information Processing Tasks

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Resumo

Machine learning is the main field of artificial intelligence. This contributes to a new stage in the development of the field of information technology, since now the computer is able to switch to self-learning mode without explicit programming. The aim of the study was to find the optimal set of exogenous variables that ensures the best quality of the model in the task of forecasting output volumes. As a result, several methods of constructing new attributes are implemented and the main aspects in the preprocessing of data from this subject area are highlighted.

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Sobre autores

Polina Semenova

Financial University under the Government of the Russian Federation

Autor responsável pela correspondência
Email: 195229@edu.fa.ru
ORCID ID: 0009-0000-4835-5319

Faculty of Information Technology and Big Data Analysis

Rússia, Moscow

Natalia Grineva

Financial University under the Government of the Russian Federation

Email: ngrineva@fa.ru
ORCID ID: 0000-0001-7647-5967
Código SPIN: 1140-9636

Cand. Sci. (Econ.), Associate Professor, Associate Professor of the Department of Data Analysis and Machine Learning

Rússia, Moscow

Svetlana Mikhaylova

Financial University under the Government of the Russian Federation

Email: ssmihajlova@fa.ru
ORCID ID: 0000-0001-9183-8519
Código SPIN: 9697-3928

Dr. Sci. (Econ.), Professor, Professor of the Department of Data Analysis and Machine Learning

Rússia, Moscow

Bibliografia

  1. In-depth guide to machine learning in the enterprise / Ed Burns —2021 —c. 1–3.
  2. Data Preprocessing and Data Wrangling in Machine Learning / Salvador García, Sergio Ramírez-Gallego, Julián Luengo, José Manuel Benítez, Francisco Herrera — November 2016.
  3. Big data preprocessing: methods and prospects / Jagreet Kaur —September 2022 —pp. 1–4.
  4. Bykov K. V. Features of data preprocessing for the application of machine learning / K. V. Bykov. —Text: direct // Young scientist. —2021. —№ 53 (395). —Pp. 1–4.
  5. Yu L. et al. Missing data preprocessing in credit classification: One-hot encoding or imputation? //Emerging Markets Finance and Trade. —2022. —V. 58. —№. 2. —pp. 472–482.
  6. Handling Categorical Data, The Right Way / Eugenio Zuccarelli — September 2020.

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Ação
1. JATS XML
2. Fig. 1. Data from Auchan and O'KEY stores

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3. Fig. 2. Information about the promotion periods

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4. Fig. 3. Product Information

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5. Fig. 4. The resulting dataset after denormalization

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6. Fig. 5. Distribution schedules of supplies and discounts

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7. Fig. 6. Modeling on the source data

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8. Fig. 7. Priority of features in the model based on the initial data

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9. Fig. 8. Simulation results based on the constructed features

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10. Fig. 9. Simulation results of the updated model

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