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1、AbstractAbstractWontheNobelPrizeineconomicsin1997,RobertMertonbelievethatthetimevalueofmoney,assetpricingandriskmanagementconstitutesthecornerstoneofmodernfinancialtheory,howintheuncertainenvironmentforinter-temporaloptimalallocationofresourcesisthemostimportantproblem.Withthedevelopmentofco
2、mputersoftware,avarietyofsoftwareandapplicationsarewidelyused,andcontinuedintothebusiness,socialproductionandlife,etc.Financeisanextremelyimportantpartofsocialeconomy.Onfinancialdatafordatamining,itisinalargenumberoftransient,nonlinearandhighsignal-to-noiseratioofuncertainfinancialdatamining
3、valuableinformation.Dataminingtechnologyinthefinancialsectorgraduallyrise.Thetraditionaldataminingtechniquesinthetreatmentofthecommondataperformedwell,buttheprocessingofinstabilityoffinancialtimeseriestoshowsomelimitations.Thusimprovingexistingdataminingtechnologyintheapplicationresearchoffi
4、nancialtimeseriesisparticularlyimportant.Inordertosolvethisproblem,thispaperbasedontheclusteringindataminingresearchasthebreakthroughpoint,themainworkisasfollows:First,inviewofDBSCANclusteringalgorithmcannotdealwiththedatasetsofvarieddensities,combinedwiththeinitialpointofoptimizationandpara
5、meteradaptivemethodforimprovingDBSCANalgorithm.Thispaperproposesanewdatasetcancopewithchangedensityspatialclusteringalgorithmbasedondensity(OS-DBSCAN).Theexperimentalresultsshowthatthenewimproveddensitybasedspatialclusteringalgorithmcandealwithvarieddensitydatasetsforclustering,andaftergivin
6、gtheinitialparametersaccordingtothecharacteristicsandattributesofdatasetsitsownparameteradaptive,andcomparedwiththetraditionalDBSCANalgorithm,thedensityofinitialpointoptimizationandparameteradaptivespatialclusteringalgorithmcanimprovethequalityofclustering.Secondly,inviewofthefinancialtimese
7、riespredictionbasedondataminingproblems,combinedwiththeproposedOS-DBSCANclusteringalgorithmandSVRregressionpredictionalgorithmbasedonparticleswarmoptimization,thispaperproposesahybridalgorithmtocopewithunsteady,nonlinearandhighsignal-to-noiseratioo
