金融技术与投资科学中的统计模型与随机优化

IF 0.4 Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Annals of Mathematical Sciences and Applications Pub Date : 2020-01-01 DOI:10.4310/amsa.2020.v5.n2.a5

T. Lai, Shih-Wei Liao, S. P. Wong, Huanzhong Xu

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引用次数: 3

摘要

自全球金融危机和随后的大衰退以来的十年里，金融技术(或FinTech)革命通过交易和风险管理等自动化改变了金融市场和服务。前沿金融科技的“ABCD”是AI(人工智能)、区块链、云计算和大数据。我们首先回顾现代金融科技的这些技术和一些潜在的数学基础。然后，我们描述了金融科技和投资科学中新的统计模型和随机优化方法。

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Statistical models and stochastic optimization in financial technology and investment science

In the decade since the global financial crisis and the Great Recession that followed, the financial technology – or FinTech – revolution has transformed financial markets and services through the automation of trading and risk management, among other things. The “ABCD” of cutting-edge FinTech are AI (Artificial intelligence), Blockchains, Cloud computing and big Data. We first review these technologies of modern FinTech and some of the underlying mathematical foundations. We then describe new statistical models and stochastic optimization methods in FinTech and investment science.

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来源期刊

Annals of Mathematical Sciences and Applications MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-

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