I. Introduction
With the progress of modern technology, we are entering the information era of the information explosion, and people have increasingly high requirements for data processing in all aspects. Through the analysis of the unique correlation between data, we can finally get the information we need to help people make judgments so as to take appropriate actions [1]. However, financial data, including data of stocks, bonds and other products, have many characteristics different from other types of data. The dynamic trend of financial data is affected by many complex factors, not only by complex macroeconomic and political factors, but also by artificial short-term complex psychological factors, with great volatility [2]. Therefore, based on the large sample and high-dimensional characteristics of the current data set, the effect of financial analysis methods in the past is not ideal. How to deal with financial data more effectively and analyze it is a huge challenge. At the same time, it has also attracted wide attention and discussion of scholars from all aspects [3].