金融市场的人工智能和机器学习革命

IF 2.5 2区经济学 Q2 BUSINESS, FINANCE

Journal of Financial Markets Pub Date : 2026-06-01 Epub Date: 2026-02-23 DOI:10.1016/j.finmar.2026.101059

Clara Vega , Dacheng Xiu , Liyan Yang

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引用次数: 0

摘要

本期“机器学习、生成式人工智能与交易”专题探讨了尖端数字技术如何改变金融市场。这些特色论文确定了新的预测因素，从加密货币订单流到颗粒环境数据，这些预测因素往往优于传统因素。他们引入了自适应方法，如元学习，用于制度转换，将大型语言模型应用于文本分析，并确定了大型语言模型和非结构化数据的关键价值。我们对未来的研究方向提出了一些想法，包括对机器发现模式的经济解释的需求和对算法的规定。

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The AI and machine learning revolution in financial markets

This special issue on “Machine Learning, Generative AI, and Trading” explores how cutting-edge digital technologies are transforming financial markets. The featured papers identify novel predictors, from cryptocurrency order flow to granular environmental data, that often outperform traditional factors. They introduce adaptive methodologies like meta-learning for regime shifts, apply large language models to textual analysis, and identify the critical value of large language models and unstructured data. We offer some thoughts for future research directions, including the need for economic interpretation of machine-discovered patterns and the regulations on algorithms.

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来源期刊

Journal of Financial Markets BUSINESS, FINANCE-

CiteScore

3.40

自引率

3.60%

发文量

期刊介绍： The Journal of Financial Markets publishes high quality original research on applied and theoretical issues related to securities trading and pricing. Area of coverage includes the analysis and design of trading mechanisms, optimal order placement strategies, the role of information in securities markets, financial intermediation as it relates to securities investments - for example, the structure of brokerage and mutual fund industries, and analyses of short and long run horizon price behaviour. The journal strives to maintain a balance between theoretical and empirical work, and aims to provide prompt and constructive reviews to paper submitters.