A FEDformer-Based Hybrid Framework for Anomaly Detection and Risk Forecasting in Financial Time Series

Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial for preventing systemic instability and supporting informed investment decisions. Traditional deep learning models, such as LSTM and GRU, often fail to capture long-term dependencies and complex periodic patterns in highly nonstationary financial data. To address this limitation, this study proposes a FEDformer-Based Hybrid Framework for Anomaly Detection and Risk Forecasting in Financial Time Series, which integrates the Frequency Enhanced Decomposed Transformer (FEDformer) with a residual-based anomaly detector and a risk forecasting head. The FEDformer module models temporal dynamics in both time and frequency domains, decomposing signals into trend and seasonal components for improved interpretability. The residual-based detector identifies abnormal fluctuations by analyzing prediction errors, while the risk head predicts potential financial distress using learned latent embeddings. Experiments conducted on the S&P 500, NASDAQ Composite, and Brent Crude Oil datasets (2000-2024) demonstrate the superiority of the proposed model over benchmark methods, achieving a 15.7 percent reduction in RMSE and an 11.5 percent improvement in F1-score for anomaly detection. These results confirm the effectiveness of the model in capturing financial volatility, enabling reliable early-warning systems for market crash prediction and risk management.

A Research on Business Process Optimisation Model Integrating AI and Big Data Analytics

With the deepening of digital transformation, business process optimisation has become the key to improve the competitiveness of enterprises. This study constructs a business process optimisation model integrating artificial intelligence and big data to achieve intelligent management of the whole life cycle of processes. The model adopts a three-layer architecture incorporating data processing, AI algorithms, and business logic to enable real-time process monitoring and optimization. Through distributed computing and deep learning techniques, the system can handle complex business scenarios while maintaining high performance and reliability. Experimental validation across multiple enterprise scenarios shows that the model shortens process processing time by 42%, improves resource utilisation by 28%, and reduces operating costs by 35%. The system maintained 99.9% availability under high concurrent loads. The research results have important theoretical and practical value for promoting the digital transformation of enterprises, and provide new ideas for improving the operational efficiency of enterprises.

Avocado Price Prediction Using a Hybrid Deep Learning Model: TCN-MLP-Attention Architecture

With the growing demand for healthy foods, agricultural product price forecasting has become increasingly important. Hass avocados, as a high-value crop, exhibit complex price fluctuations influenced by factors such as seasonality, region, and weather. Traditional prediction models often struggle with highly nonlinear and dynamic data. To address this, we propose a hybrid deep learning model, TCN-MLP-Attention Architecture, combining Temporal Convolutional Networks (TCN) for sequential feature extraction, Multi-Layer Perceptrons (MLP) for nonlinear interactions, and an Attention mechanism for dynamic feature weighting. The dataset used covers over 50,000 records of Hass avocado sales across the U.S. from 2015 to 2018, including variables such as sales volume, average price, time, region, weather, and variety type, collected from point-of-sale systems and the Hass Avocado Board. After systematic preprocessing, including missing value imputation and feature normalization, the proposed model was trained and evaluated. Experimental results demonstrate that the TCN-MLP-Attention model achieves excellent predictive performance, with an RMSE of 1.23 and an MSE of 1.51, outperforming traditional methods. This research provides a scalable and effective approach for time series forecasting in agricultural markets and offers valuable insights for intelligent supply chain management and price strategy optimization.