Ka taea e te AI te matapae i te mākete hea?

Kupu Whakataki

Kua roa te matapae i te mākete hea e rapuhia ana e ngā kaipupuri moni umanga me ngā kaipupuri moni hokohoko huri noa i te ao. Nā ngā whanaketanga hou o te Matauranga Horihori (AI) me te ako mīhini (ML) , he tokomaha e whakaaro ana mēnā kua hurahia e ēnei hangarau te mea ngaro ki te matapae i ngā utu hea. Ka taea e te AI te matapae i te mākete hea? Ka tirohia e tēnei pepa mā taua pātai mai i tētahi tirohanga ā-ao, e whakamārama ana i te āhua o ngā tauira e peia ana e te AI ki te matapae i ngā nekehanga mākete, ngā pūtake ariā kei muri i ēnei tauira, me ngā herenga tūturu e pā ana ki a rātou. Ka whakaatuhia e mātou he tātaritanga kore whakaaro, i ahu mai i te rangahau kaua i te whakatairanga, mō ngā mea ka taea e me ngā mea kāore e taea te mahi i roto i te horopaki o te matapae mākete pūtea.

I roto i te ariā pūtea, ko te wero o te matapae e whakanuia ana e te Whakaaro Mākete Whai Hua (EMH) . E kī ana te EMH (ina koa i roto i tōna āhua "kaha") ka whakaata katoa ngā utu hea i ngā mōhiohio katoa e wātea ana i tētahi wā, ko te tikanga kāore he kaipupuri moni (ahakoa ko ngā tāngata o roto) e kaha ake ana i te mākete mā te hokohoko i runga i ngā mōhiohio e wātea ana ( Ngā tauira matapae hea e ahu mai ana i ngā raraunga i runga i ngā whatunga io: He arotake ). I roto i ngā kupu ngāwari, ki te tino whai hua ngā mākete, ā, ka neke ngā utu i roto i te hikoi matapōkere , kāti me tata kore e taea te matapae tika i ngā utu ā muri ake nei. Ahakoa tēnei ariā, ko te kukume o te hinga i te mākete kua akiaki i te rangahau whānui ki ngā tikanga matapae matatau. Kua noho te AI me te ako mīhini hei kaupapa matua mō tēnei whai, nā tō rātou kaha ki te tukatuka i ngā raraunga maha me te tautuhi i ngā tauira ngaro ka ngaro pea i te tangata ( Te Whakamahi i te Ako Mīhini mō te Matapae Mākete Hea... | FMP ).

Ka whakaratohia e tēnei pepa mā he tirohanga whānui mō ngā tikanga AI e whakamahia ana mō te matapae mākete hea, me te aromatawai i tōna whai huatanga. Ka rukuhia e mātou ngā pūtake ariā o ngā tauira rongonui (mai i ngā tikanga raupapa-wā tuku iho ki ngā whatunga io hohonu me te ako whakapakari), ka matapakihia te tukanga raraunga me te whakangungu mō ēnei tauira, ā, ka whakamāramahia ngā herenga me ngā wero e pā ana ki aua pūnaha, pērā i te whai huatanga o te mākete, te haruru raraunga, me ngā huihuinga o waho kāore e kitea. Kei roto ngā rangahau me ngā tauira o te ao tūturu hei whakaatu i ngā hua whakaranu i whiwhihia tae noa ki tēnei wā. Hei whakamutunga, ka mutu mātou me ngā tumanakohanga pono mō ngā kaipupuri moni me ngā kaimahi: te whakaae ki ngā kaha whakamiharo o te AI me te whakaae kei te mau tonu ngā mākete pūtea i te taumata o te kore e taea te matapae e kore e taea e tētahi pūnaha te whakakore katoa.

Ngā Pūtake Ariā o te AI i roto i te Matapae Mākete Hea

Ko te matapae hea hou e ahu mai ana i te AI e hangai ana ki ngā tekau tau o te rangahau i roto i ngā tatauranga, te pūtea, me te pūtaiao rorohiko. He mea whai hua ki te mārama ki te whānuitanga o ngā huarahi mai i ngā tauira tuku iho ki te AI hou:

• Ngā Tauira Raupapa-Wā Tuku Iho: Ko te matapae hea tōmua i whakawhirinaki ki ngā tauira tatauranga e whakaaro ana ka taea e ngā tauira i roto i ngā utu o mua te matapae i te heke mai. Ko ngā tauira pēnei i a ARIMA (Aunoa-Whakahoki-Whakauru Whakakotahi Moving Average) me ARCH/GARCH e arotahi ana ki te hopu i ngā au rārangi me te whakarōpūtanga piki me te heke i roto i ngā raraunga raupapa-wā ( tauira matapae hea e ahu mai ana i ngā raraunga i runga i ngā whatunga io: He arotake ). Ka whakaratohia e ēnei tauira he tūāpapa mō te matapae mā te whakatauira i ngā raupapa utu hītori i raro i ngā whakaaro o te pumau me te rārangi. Ahakoa he whai hua, he maha ngā wā ka raru ngā tauira tuku iho ki ngā tauira uaua, kore-rārangi o ngā mākete tūturu, ka hua ake he iti noa te tika o te matapae i roto i te mahi ( Ngā tauira matapae hea e ahu mai ana i ngā raraunga i runga i ngā whatunga io: He arotake ).

• Ngā Rautaki Ako Mīhini: Kei tua atu ngā tikanga ako mīhini i ngā tātai tatauranga kua tautuhia mā te ako tika i ngā tauira mai i ngā raraunga . Kua whakamahia ngā rautaki pēnei i ngā mīhini tautoko whārite (SVM) , ngā ngahere matapōkere , me te whakanui i te rōnaki ki te matapae hea. Ka taea e rātou te whakauru i te whānuitanga o ngā āhuatanga whakauru - mai i ngā tohu hangarau (hei tauira, ngā toharite neke, te rahinga hokohoko) ki ngā tohu taketake (hei tauira, ngā whiwhinga moni, ngā raraunga ōhanga whānui) - me te kimi i ngā whanaungatanga kore-rārangi i waenga i a rātou. Hei tauira, ka taea e te ngahere matapōkere, te tauira whakanui rōnaki rānei te whakaaro ki ngā maha o ngā āhuatanga i te wā kotahi, me te hopu i ngā taunekeneke ka ngaro pea i tētahi tauira rārangi māmā. Kua whakaatuhia e ēnei tauira ML te kaha ki te whakapai ake i te tika o te matapae mā te kite i ngā tohu uaua i roto i ngā raraunga ( Te Whakamahi i te Ako Mīhini mō te Matapae Mākete Hea... | FMP ). Heoi, me āta whakatikatika me te nui o ngā raraunga hei karo i te whakauru nui (te haruru ako kaua ki te tohu).

• Ako Hōhonu (Whatunga Io): Kua rongonui ngā whatunga io hōhonu ko ngā Whatunga Io Hōhonu (RNN) me ā rātou Mahara Poto Roa (LSTM) kua hangaia mō ngā raraunga raupapa pēnei i ngā raupapa wā utu hea. Ka taea e ngā LSTM te pupuri i te mahara o ngā mōhiohio o mua me te hopu i ngā whakawhirinakitanga wā, kia pai ai te whakatauira i ngā au, ngā huringa, ngā tauira rānei e whakawhirinaki ana ki te wā i roto i ngā raraunga mākete. E whakaatu ana ngā rangahau ka taea e ngā LSTM me ētahi atu tauira ako hōhonu te hopu i ngā whanaungatanga uaua, kore-raina i roto i ngā raraunga pūtea e ngaro ana i ngā tauira māmā ake. Ko ētahi atu huarahi ako hōhonu ko ngā Whatunga Io Hōhonu Convolutional (CNN) (e whakamahia ana i ētahi wā ki ngā "whakaahua" tohu hangarau, ki ngā raupapa kua whakakōnaetia rānei), ngā Transformers (e whakamahi ana i ngā tikanga aro ki te paunatia te hiranga o ngā hikoinga wā rerekē, ngā puna raraunga rānei), tae atu ki ngā Whatunga Io Kauwhata (GNN) (ki te whakatauira i ngā whanaungatanga i waenga i ngā hea i roto i te kauwhata mākete). Ka taea e ēnei kupenga io matatau te tango i ngā raraunga utu anake engari me ngā puna raraunga rerekē pērā i ngā tuhinga purongo, ngā kare ā-roto pāpāho pāpori, me ētahi atu, me te ako i ngā āhuatanga whakarāpopoto e tohu ana i ngā nekehanga o te mākete ( Te Whakamahi i te Ako Mīhini mō te Matapae Mākete Hea... | FMP ). He utu anō hoki te ngāwari o te ako hōhonu: he hiahia nui ki ngā raraunga, he nui te rorohiko, ā, he maha ngā wā ka mahi hei "pouaka pango" me te iti ake o te whakamārama.

• Ako Whakakaha: Ko tētahi atu rohe i roto i te matapae hea AI ko te ako whakapakari (RL) , ehara i te mea ko te matapae utu anake te whāinga, engari ko te ako i tētahi rautaki hokohoko tino pai. I roto i tētahi anga RL, ka taunekeneke tētahi kaihoko (te tauira AI) me tētahi taiao (te mākete) mā te mahi (hoko, hoko, pupuri) me te whiwhi utu (hua, mate rānei). I roto i te wā, ka ako te kaihoko i tētahi kaupapa here e whakanui ana i te utu tāpiri. te Ako Whakakaha Hōhonu (DRL) i ngā whatunga io me te ako whakapakari hei whakahaere i te wāhi-āhua nui o ngā mākete. Ko te mea e pai ana ki te RL i roto i te pūtea ko tōna kaha ki te whakaaro ki te raupapa o ngā whakataunga me te arotau tika mō te hokinga mai o te haumi, kaua ki te matapae i ngā utu i te takitahi. Hei tauira, ka taea e tētahi kaihoko RL te ako i te wā e tomo ai, e puta ai rānei i ngā tūranga i runga i ngā tohu utu, ā, ka urutau anō hoki i te mea ka huri ngā āhuatanga o te mākete. He mea nui, kua whakamahia te RL hei whakangungu i ngā tauira AI e whakataetae ana i roto i ngā whakataetae hokohoko tauanga me ētahi pūnaha hokohoko rangatira. Heoi anō, he nui ngā wero e pā ana ki ngā tikanga RL: me whai whakangungu whānui (e whai ana i ngā tau o ngā hokohoko), ka pāngia pea e te kore pumau, e te whanonga rerekē rānei mēnā kāore i te āta whakatikatikaina, ā, he tino pāngia tō rātou mahi e te taiao mākete e whakaarohia ana. Kua kitea e ngā kairangahau ngā take pēnei i te utu rorohiko nui me ngā raruraru pumau i te whakamahi i te ako whakapakari ki ngā mākete hea uaua. Ahakoa ēnei wero, he huarahi whai hua te RL, inā koa ka honoa ki ētahi atu tikanga (hei tauira, te whakamahi i ngā tauira matapae utu me te rautaki tohatoha e hangai ana ki te RL) hei hanga i tētahi pūnaha whakatau ranu ( Matapae Mākete Hea mā te whakamahi i te Ako Whakakaha Hōhonu ).

Ngā Pūtake Raraunga me te Tukanga Whakangungu

Ahakoa te momo tauira, ko ngā raraunga te poutokomanawa o te matapae mākete hea AI. Ko ngā tauira ka whakangungua ki ngā raraunga mākete o mua me ētahi atu huinga raraunga e pā ana ki te kimi tauira. Ko ngā pūtake raraunga me ngā āhuatanga noa ko:

• Ngā Utu o Mua me ngā Tohu Hangarau: Tata ki ngā tauira katoa e whakamahi ana i ngā utu hea o mua (tuwhera, teitei, iti, kati) me ngā rahinga hokohoko. Mai i ēnei, ka tangohia e ngā kaitātari ngā tohu hangarau (ngā toharite neke, te taupū kaha whanaunga, MACD, me ētahi atu) hei whakaurunga. Ka taea e ēnei tohu te āwhina i te whakamārama i ngā au, i te nekehanga rānei ka whakamahia pea e te tauira. Hei tauira, ka tangohia pea e te tauira ngā utu me te rahinga o ngā rā 10 whakamutunga, me ngā tohu pēnei i te toharite neke 10-rā, ngā inenga piki me te heke, hei whakaurunga mō te nekehanga utu o te rā e whai ake nei.

• Ngā Tāurangi Mākete me ngā Raraunga Ōhanga: He maha ngā tauira e whakauru ana i ngā mōhiohio mākete whānui, pērā i ngā taumata tāurangi, ngā reiti huamoni, te pikinga utu, te tipu o te GDP, me ētahi atu tohu ōhanga. Mā ēnei āhuatanga whānui ka whakaratohia he horopaki (hei tauira, te kare ā-roto whānui o te mākete, te hauora ōhanga rānei) ka taea te awe i te mahi a ia hea.

• Ngā Pūrongo me ngā Raraunga Whakaaroaro: Kei te piki haere te maha o ngā pūnaha AI e tango ana i ngā raraunga kore hanganga pēnei i ngā tuhinga pūrongo, ngā whāngai pāpāho pāpori (Twitter, Stocktwits), me ngā pūrongo pūtea. Ko ngā tikanga Tukatuka Reo Māori (NLP), tae atu ki ngā tauira matatau pēnei i a BERT, e whakamahia ana hei ine i ngā whakaaroaro o te mākete, hei kite rānei i ngā kaupapa e tika ana. Hei tauira, mēnā ka huri whakarere ngā whakaaroaro o te pūrongo ki te kino mō tētahi kamupene, mō tētahi rāngai rānei, ka tohu pea tētahi tauira AI i te hekenga o ngā utu hea e pā ana. Mā te tukatuka i ngā pūrongo wā-tūturu me ngā whakaaroaro o te pāpāho pāpori , ka taea e te AI te urupare tere atu i ngā kaihokohoko tangata ki ngā mōhiohio hou.

• Raraunga Rerekē: Ka whakamahia e ētahi kairangahau pūtea ārai me te AI matatau ngā puna raraunga rerekē – ngā whakaahua amiorangi (mō te hokohoko toa, ngā mahi ahumahi rānei), ngā raraunga tauwhitinga kāri nama, ngā au rapu tukutuku, me ētahi atu – hei whiwhi māramatanga matapae. I ētahi wā ka taea e ēnei huinga raraunga rerekē te mahi hei tohu matua mō te mahi hea, ahakoa ka whakauruhia hoki te uauatanga ki te whakangungu tauira.

Ko te whakangungu i tētahi tauira AI mō te matapae hea ko te whāngai i ēnei raraunga hītori me te whakarerekē i ngā tawhā o te tauira hei whakaiti i te hapa matapae. I te nuinga o te wā, ka wehea ngā raraunga ki tētahi huinga whakangungu (hei tauira, te hītori tawhito hei ako i ngā tauira) me tētahi huinga whakamātautau/manatoko (ngā raraunga hou ake hei aromatawai i te mahi i runga i ngā āhuatanga kāore i kitea). I te mea he raupapatanga o ngā raraunga mākete, ka āta tirohia kia kaua e "tirotiro ki te heke mai" - hei tauira, ka aromatawaihia ngā tauira i runga i ngā raraunga mai i ngā wā i muri i te wā whakangungu, hei whakatauira i te āhua o tā rātou mahi i roto i te hokohoko tūturu. whakamana-whakawhiti kua whakarerekētia mō ngā raupapa wā (pēnei i te whakamana haere-whakamua) hei whakarite kia pai te whakawhanuitanga o te tauira, ā, kāore e uru noa ki tētahi wā motuhake.

Heoi anō, me aro atu ngā kaimahi ki ngā take o te kounga raraunga me te tukatuka i mua. Ko ngā raraunga ngaro, ngā mea o waho (hei tauira, ngā pikinga ohorere nā te wehenga hea, ngā huihuinga kotahi rānei), me ngā huringa tikanga i roto i ngā mākete ka pā ki te whakangungu tauira. Ka taea te whakamahi i ngā tikanga pēnei i te whakataurite, te whakaiti i te auau, te whakaiti rānei i te wā ki ngā raraunga whakauru. Ko ētahi huarahi matatau ka wehewehe i ngā raupapa utu ki ngā wāhanga (ngā au, ngā huringa, te haruru) ka whakatauira motuhake (e kitea ana i roto i te rangahau e whakakotahi ana i te wehewehenga aratau rerekē me ngā kupenga io ( Te Matapae Mākete Hea mā te Whakamahi i te Ako Whakakaha Hōhonu )).

He rerekē ngā whakaritenga whakangungu mō ngā tauira rerekē: tera pea e hiahiatia ana e ngā tauira ako hōhonu he rau mano o ngā tohu raraunga, ā, ka whai hua mai i te whakaterenga GPU, engari ko ngā tauira māmā ake pērā i te logistic regression ka taea te ako mai i ngā huinga raraunga iti ake. Ko ngā tauira ako whakapakari e hiahia ana ki tētahi tauira, ki tētahi taiao rānei hei taunekeneke; i ētahi wā ka tukuna anōtia ngā raraunga hītori ki te kaihoko RL, ka whakamahia rānei ngā tauira mākete hei whakaputa wheako.

Hei whakamutunga, ina oti te whakangungu, ka puta he mahi matapae i roto i ēnei tauira – hei tauira, he putanga e taea ai te matapae i te utu mō āpōpō, he tūponotanga ka piki ake te hea, he mahi rānei e taunakitia ana (hoko/hoko atu). Kātahi ka whakauruhia ēnei matapae ki roto i tētahi rautaki hokohoko (me te rahi o te tūranga, ngā ture whakahaere mōrearea, me ētahi atu) i mua i te whakararuraru i te moni tuturu.

Ngā Here me ngā Wero

Ahakoa kua tino matatau haere ngā tauira AI, he mahi uaua tonu te matapae i te mākete hea . Ko ngā herenga me ngā arai matua e ārai ana i te AI kia noho hei matakite matakite i roto i ngā mākete:

• Te Whai Hua o te Mākete me te Matapōkere: E ai ki te kōrero i mua ake nei, e kī ana te Whakaaro Mākete Whai Hua kua whakaata kē ngā utu i ngā mōhiohio e mōhiotia ana, nō reira, ko ngā mōhiohio hou katoa ka puta he whakarerekētanga tonu. I roto i ngā kupu mahi, ko te tikanga o tēnei ko ngā huringa utu he mea akiaki e ohorere , ngā piki me ngā heke matapōkere rānei. Ina hoki, kua kitea e ngā tekau tau o te rangahau he rite ngā nekehanga utu hea mō te wā poto ki te hikoi matapōkere (Ngā tauira matapae hea e ahu mai ana i ngā raraunga i runga i ngā whatunga io: He arotake ) – he iti noa te pānga o te utu o inanahi ki te utu o āpōpō, i tua atu i te mea ka matapaetia e te tūponotanga. Mena he matapōkere, he "whai hua" rānei ngā utu hea, kāore he rauropi e taea te matapae tonu me te tino tika. E ai ki tētahi rangahau poto, "ko te whakaaro hikoi matapōkere me te whakaaro mākete whai hua e kī ana kāore e taea te matapae pūnaha, pono hoki i ngā utu hea ā muri ake nei" ( Te matapae i ngā hokinga mai whanaunga mō ngā hea S&P 500 mā te whakamahi i te ako mīhini | Auahatanga Pūtea | Kuputuhi Katoa ). Ehara i te mea he koretake tonu ngā matapae AI, engari e whakaatu ana i tētahi rohe taketake: ko te nuinga o te nekehanga o te mākete he haruru noa iho kāore e taea e te tauira pai rawa atu te matapae i mua.

• Te Haruru me ngā Take o Waho Kāore e Matapaetia: He maha ngā take e pāngia ai ngā utu hea, he maha o ēnei he mea nō waho, kāore hoki e matapaetia. Ko ngā huihuinga ā-rohe (ngā pakanga, ngā pōtitanga, ngā huringa ture), ngā aituā taiao, ngā mate urutā, ngā kōrero kino ohorere a ngā kamupene, tae noa ki ngā kōrero pāpāho pāpori rongonui ka taea te neke ohorere i ngā mākete. Koinei ngā huihuinga kāore e taea e te tauira te whai raraunga whakangungu o mua (nā te mea he mea kāore i kitea i mua) he ohorere rānei. Hei tauira, kāore he tauira AI i whakangungua ki ngā raraunga hītori mai i te tau 2010–2019 i taea te matapae i te hinganga o te COVID-19 i te tīmatanga o te tau 2020, i tōna hokinga tere rānei. He uaua ngā tauira AI pūtea ina neke ngā kāwanatanga, ina akiakihia rānei ngā utu e tētahi huihuinga takitahi. E ai ki tētahi puna, ko ngā āhuatanga pēnei i ngā huihuinga ā-rohe, i ngā tukunga raraunga ōhanga ohorere rānei ka taea te whakakore i ngā matapae tata tonu ( Te Whakamahi i te Ako Mīhini mō te Matapae Mākete Hea... | FMP ) ( Te Whakamahi i te Ako Mīhini mō te Matapae Mākete Hea... | FMP ). Arā, ka taea e ngā purongo kāore i matapaetia te whakakore i ngā matapae rauropi , ka werohia he taumata o te koretake e kore e taea te whakaiti.

• Te Whakatakotoranga me te Whakawhanui: He ngāwari ngā tauira ako mīhini ki te whakatakotoranga – arā, ka ako pai pea rātou i te "haruru" me ngā āhuatanga rerekē o ngā raraunga whakangungu, kaua ki ngā tauira whānui kei raro. Tērā pea ka tino pai te mahi a te tauira whakatakotoranga ki ngā raraunga hītori (ahakoa te whakaatu i ngā hokinga whakamuri whakamiharo, i te tika teitei rānei i roto i te tauira) engari ka hinga kino ki ngā raraunga hou. He mahanga noa tēnei i roto i te pūtea tauanga. Hei tauira, ka kitea pea e te whatunga io uaua ngā hononga rūpahu i mau i mua mā te tūponotanga (pēnei i tētahi huinga o ngā whakawhiti tohu i mua i ngā pikinga i ngā tau 5 kua hipa) engari kāore pea aua hononga e mau tonu ana i roto i ngā tau kei te heke mai. He tauira mahi: ka taea e te tangata te hanga i tētahi tauira e tohu ana ka piki tonu ngā toa hea o te tau kua hipa – tērā pea ka uru ki tētahi wā, engari ki te huri te tikanga mākete, ka pakaru taua tauira. Ka hua te whakatakotoranga ki te mahi kino i waho o te tauira , ko te tikanga kāore e pai ake ngā matapae a te tauira i roto i te hokohoko ora i te matapōkere ahakoa te āhua pai i roto i te whanaketanga. Ko te karo i te whakatakotoranga me whai tikanga pēnei i te whakatikatika, te pupuri i te uaua o te tauira, me te whakamahi i te whakamana pakari. Heoi, ko te uauatanga tonu e hoatu ana ki ngā tauira AI te mana ka whakaraerae i a rātou ki tēnei take.

• Te Kounga me te Wātea o ngā Raraunga: E pā ana te whakataukī "para ki roto, para ki waho" ki te AI i roto i te matapae hea. He nui te pānga o te kounga, te rahinga, me te hiranga o ngā raraunga ki te mahi a te tauira. Mena kāore i te rawaka ngā raraunga o mua (hei tauira, te ngana ki te whakangungu i tētahi whatunga hohonu i runga i ētahi tau noa iho o ngā utu hea) kāore rānei e whakaatu (hei tauira, te whakamahi i ngā raraunga mai i tētahi wā tino piki hei matapae i tētahi horopaki heke), kāore te tauira e pai te whakawhanui. Ka taea hoki e ngā raraunga te whakapae rānei ki raro i te mana ora (hei tauira, ka heke noa ngā tāurangi hea i ngā kamupene mahi kino i roto i te wā, nō reira ka whakapae ake pea ngā raraunga tāurangi o mua). He mahi koretake te horoi me te pupuri raraunga. Hei tāpiri, raraunga rerekē te utu nui, te uaua rānei ki te tiki, ka hoatu pea he painga ki ngā kaitākaro umanga i te wā e waiho ana ngā kaipupuri moni hokohoko me ngā raraunga iti ake te whānui. Kei reira anō te take o te auau : me whai raraunga tohu-mā-tohu ngā tauira hokohoko auau-teitei he nui te rahinga me te hiahia hanganga motuhake, engari ko ngā tauira auau-iti ka whakamahi pea i ngā raraunga o ia rā, o ia wiki rānei. Ko te whakarite kia rite ngā raraunga i roto i te wā (hei tauira, ngā purongo me ngā raraunga utu e rite ana) me te kore he whakapae tirohanga-mua he wero tonu.

• Te Māramatanga me te Whakamārama o te Tauira: He maha ngā tauira AI, inā koa ko ngā tauira ako hohonu, e mahi ana hei pouaka pango . Tērā pea ka puta he tohu matapae, he tohu hokohoko rānei me te kore he take e ngāwari ana te whakamārama. Ka raru pea tēnei kore māramatanga mō ngā kaipupuri moni – inā koa ko ngā umanga e hiahia ana ki te whakamārama i ngā whakataunga ki ngā kaipupuri hea, ki te whai rānei i ngā ture. Mena ka matapaetia e te tauira AI ka heke te hea, ā, ka tūtohu kia hokona, tera pea ka whakaroa te kaiwhakahaere putea mena kāore rātou e mārama ki te take. Ko te pōuri o ngā whakataunga AI ka taea te whakaiti i te whakawhirinaki me te tango, ahakoa te tika o te tauira. Kei te akiaki tēnei wero i te rangahau ki te AI whakamārama mō te pūtea, engari he pono tonu he maha ngā wā ka puta he taupatupatu i waenga i te uauatanga/te tika o te tauira me te whakamārama.

• Ngā Mākete Urutau me te Whakataetae: He mea nui kia mōhio he urutau . Kia kitea he tauira matapae (mā te AI, mā tētahi tikanga rānei) ā, kia whakamahia e te tini o ngā kaihokohoko, ka mutu pea te mahi. Hei tauira, ki te kitea e te tauira AI he maha ngā wā i mua i te pikinga o te hea, ka tīmata ngā kaihokohoko ki te mahi i runga i taua tohu i mua ake, ā, ka whakakorea te whai wāhitanga. Ko te tikanga, ka taea e ngā mākete te whanake hei whakakore i ngā rautaki e mōhiotia ana . I ēnei rā, he maha ngā umanga hokohoko me ngā pūtea e whakamahi ana i te AI me te ML. Ko te tikanga o tēnei whakataetae he iti, he poto hoki te roa o tētahi painga. Ko te mutunga mai, me whakangungu tonu, me whakahou hoki ngā tauira AI kia mau tonu ai ki ngā huringa o te mākete. I roto i ngā mākete tino wai me te pakeke (pēnei i ngā hea nui o US), he maha ngā kaitākaro matatau e rapu ana i ngā tohu ōrite, ā, he tino uaua ki te pupuri i tētahi painga. He rerekē, i roto i ngā mākete iti ake te whai hua, i ngā rawa motuhake rānei, ka kitea pea e te AI he koretake mō te wā poto - engari i te mea ka whakahoutia aua mākete, ka kati pea te āputa. He wero nui tēnei āhua hihiri o ngā mākete: kāore ngā "ture o te kēmu" e pumau, nō reira me whakahou pea te tauira i mahi i tērā tau i te tau e tū mai nei.

• Ngā Here o te Ao Tūturu: Ahakoa ka taea e te tauira AI te matapae i ngā utu me te tika, ko te huri i ngā matapae hei hua he wero anō. Ka puta he utu tauwhitinga i , pērā i ngā komihana, te paheke, me ngā taake. Tērā pea ka matapae tika te tauira i ngā nekehanga utu iti maha, engari ka taea te whakakore i ngā hua e ngā utu me te pānga o ngā hokohoko ki te mākete. He mea nui anō hoki te whakahaere mōrearea – kāore he matapae e 100% te tino pono, nō reira me whai whakaaro tetahi rautaki e whakahaerehia ana e te AI ki ngā mate pea (mā roto i ngā ota aukati-mate, te kanorau putea, me ētahi atu). He maha ngā wā ka whakauruhia e ngā umanga ngā matapae AI ki roto i tētahi anga mōrearea whānui kia kore ai te AI e petipeti i te pāmu ki tētahi matapae ka hē pea. Ko te tikanga o ēnei whakaaro mahi me nui te painga ariā o te AI kia whai hua ai i muri i ngā pakanga o te ao tūturu.

Hei whakarāpopototanga, he kaha ngā pūkenga o te AI, engari mā ēnei herenga ka noho tonu te mākete hea hei pūnaha matapae, hei pūnaha kore matapae . Ka taea e ngā tauira AI te huri i ngā tūponotanga hei painga mō te kaipupuri moni mā te tātari raraunga kia pai ake te mahi, me te hura pea i ngā tohu matapae ngawari. Heoi, ko te whakakotahitanga o te utu whai hua, ngā raraunga haruru, ngā huihuinga ohorere, me ngā herenga mahi, ko te tikanga ahakoa ko te AI pai rawa atu ka hē i ētahi wā - he maha ngā wā kāore i te matapaetia.

Te Mahi a ngā Tauira AI: He aha tā ngā Taunakitanga e kī ana?

I runga i ngā whanaketanga me ngā wero i kōrerohia, he aha ngā mea kua akohia e tātou mai i ngā rangahau me ngā nganatanga o te ao tūturu ki te whakamahi i te AI ki te matapae hea? He rerekē ngā hua tae noa ki tēnei wā, e whakaatu ana i ngā angitu whai hua me ngā hinganga whakaharahara :

• Ngā Tauira o te AI e Hinga Ana i te Tūponotanga: He maha ngā rangahau kua whakaatu ka taea e ngā tauira AI te hinga i te matapae matapōkere i raro i ētahi āhuatanga. Hei tauira, i whakamahia e tētahi rangahau i te tau 2024 tētahi whatunga io LSTM hei matapae i ngā au i te mākete hea o Vietnam, ā, i pūrongohia he tika teitei o te matapae – tata ki te 93% i runga i ngā raraunga whakamātautau ( Te Whakamahi i ngā rauropi ako mīhini hei matapae i te au o te utu hea i te mākete hea – Te take o Vietnam | Ngā Whakawhitiwhiti Kōrero mō ngā Tikanga Tangata me ngā Pūtaiao Hapori ). E whakaatu ana tēnei i roto i taua mākete (he ōhanga e puta ake ana), i taea e te tauira te hopu i ngā tauira ōrite, nā te mea pea he koretake te mākete, he au hangarau kaha rānei i akohia e te LSTM. I whānui ake te whānuitanga o tētahi atu rangahau i te tau 2024: i ngana ngā kairangahau ki te matapae i ngā hokinga poto mō ngā hea S&P 500 katoa (he mākete tino whai hua) mā te whakamahi i ngā tauira ML. I whakaahuahia e rātou hei raruraru whakarōpū – te matapae mēnā ka nui ake te pai o te hea i te taupū mā te 2% i roto i ngā rā 10 e whai ake nei – mā te whakamahi i ngā rauropi pērā i a Random Forests, SVM, me LSTM. Ko te hua: i eke te tauira LSTM ki runga ake i ngā tauira ML me te turanga matapōkere , me ngā hua i tino hiranga ki te kī ehara i te mea he waimarie noa iho ( Te matapae i ngā hokinga mai whanaunga mō ngā hea S&P 500 mā te whakamahi i te ako mīhini | Auahatanga Pūtea | Kuputuhi Katoa ). I whakatau ngā kaituhi i roto i tēnei whakatakotoranga motuhake, ko te tūponotanga ka mau te whakapae hīkoi matapōkere he "iti noa iho," e tohu ana i kitea e ā rātou tauira ML ngā tohu matapae tūturu. E whakaatu ana ēnei tauira ka taea e te AI te tautuhi i ngā tauira e hoatu ana i te painga (ahakoa he iti noa iho) ki te matapae i ngā nekehanga hea, inā koa ka whakamatautauria i runga i ngā huinga raraunga nui.

• Ngā Whakamahinga Hiranga i roto i te Ahumahi: I tua atu i ngā rangahau mātauranga, kei reira ngā pūrongo mō ngā pūtea ārai me ngā umanga pūtea e whakamahi angitu ana i te AI i roto i ā rātou mahi hokohoko. Ko ētahi umanga hokohoko auau teitei e whakamahi ana i te AI hei mohio me te urupare ki ngā tauira hanganga moroiti o te mākete i roto i ngā haurua o te hēkona. He tauira AI ā ngā peeke nui mō te tohatoha putea me te matapae mōrearea , ahakoa ehara i te mea mō te matapae i te utu o te hea kotahi, kei roto ko te matapae i ngā āhuatanga o te mākete (pēnei i te piki me te heke, ngā hononga rānei). Kei reira anō hoki ngā pūtea e whakahaerehia ana e te AI (e kiia ana ko "ngā moni rahinga") e whakamahi ana i te ako mīhini hei whakatau hokohoko - ko ētahi kua eke ki te taumata teitei ake i te mākete mō ētahi wā, ahakoa he uaua ki te hono atu ki te AI anake nā te mea he maha ā rātou whakamahinga o te mātauranga tangata me te mīhini. Ko tētahi tono tuturu ko te whakamahi i te tātari kare ā-roto AI: hei tauira, te matawai i ngā purongo me Twitter hei matapae i te nekehanga o ngā utu hea hei whakautu. Kāore pea ēnei tauira i te 100% tika, engari ka taea e rātou te hoatu ki ngā kaihokohoko he tīmatanga iti ki te utu i roto i ngā purongo. He mea tika kia mōhio ko ngā umanga e tiaki ana i ngā taipitopito o ngā rautaki AI angitu me te taonga hinengaro, nō reira ko ngā taunakitanga kei roto i te rohe tūmatanui ka whakaroa, ka noho pakiwaitara rānei.

• Ngā Take o te Mahi Kore me ngā Rahunga: Mō ia kōrero angitu, he kōrero whakatūpato. He maha ngā rangahau mātauranga i kī he tino tika i roto i te mākete kotahi, i te wā rānei, i rahua ki te whakawhanui. I ngana tētahi whakamātautau rongonui ki te tārua i tētahi rangahau matapae mākete hea Inia angitu (he tino tika mā te whakamahi i te ML i runga i ngā tohu hangarau) i runga i ngā hea o Amerika. Kāore i kitea he mana matapae nui – inaa, ko te rautaki kuware o te matapae tonu ka piki te hea i te rā e whai ake nei i pai ake i ngā tauira ML uaua i roto i te tika. I whakatau ngā kaituhi ko ā rātou hua "e tautoko ana i te ariā hikoi matapōkere" , ko te tikanga he mea kore e taea te matapae ngā nekehanga hea, ā, kāore ngā tauira ML i āwhina. E whakaatu ana tēnei ka rerekē rawa ngā hua i runga i te mākete me te wā. Waihoki, he maha ngā whakataetae Kaggle me ngā whakataetae rangahau rahinga kua whakaatu ahakoa he maha ngā wā ka taea e ngā tauira te uru pai ki ngā raraunga o mua, ko tā rātou mahi i roto i te hokohoko ora ka hoki whakamuri ki te 50% te tika (mō te matapae ahunga) ina tūtaki ki ngā āhuatanga hou. Ko ngā tauira pēnei i te hinganga o te tahua rahinga i te tau 2007 me ngā uauatanga i pā ki ngā tahua e whakahaerehia ana e te AI i te wā o te ohorere o te mate urutā 2020 e whakaatu ana ka taea e ngā tauira AI te ngoikore ohorere ina huri te tikanga mākete. te whakaaro pākiki mō te hunga ora – he maha ake ngā wā ka rongo tātou mō ngā angitu o te AI i ngā korenga, engari i muri i ngā whakaaturanga, he maha ngā tauira me ngā pūtea ka hinga puku, ka kati hoki nā te mea ka mutu te mahi a ā rātou rautaki.

• Ngā Rerekētanga puta noa i ngā Mākete: He kitenga whakamere mai i ngā rangahau ko te whai huatanga o te AI ka whakawhirinaki pea ki te pakeketanga me te whai huatanga . I roto i ngā mākete kāore i te tino whai hua, i ngā mākete e puta ake ana rānei, tera pea he maha atu ngā tauira ka taea te whakamahi (nā te iti o te kapinga a te kaitātari, ngā herenga moni, ngā whakaaro whanonga rānei), e āhei ai ngā tauira AI ki te whakatutuki i te tika teitei ake. Ko te rangahau LSTM mākete o Vietnam me te 93% te tika hei tauira mō tēnei. He rerekē, i roto i ngā mākete tino whai hua pērā i te US, tera pea ka tere te whakakore i aua tauira. Ko ngā hua whakaranu i waenga i te take o Vietnam me te rangahau tāruarua o te US e tohu ana i tēnei rerekētanga. I te ao whānui, ko te tikanga o tēnei ka pai ake te mahi matapae a te AI i roto i ētahi mākete motuhake, i ētahi akomanga rawa rānei (hei tauira, kua whakamahia e ētahi te AI ki te matapae i ngā utu taonga, i ngā ia moni matihiko rānei me te angitu rerekē). I roto i te wā, i te neke haere o ngā mākete katoa ki te whai huatanga nui ake, ka whaiti te matapihi mō ngā wikitoria matapae ngāwari.

• Te Tika me te Hua: He mea nui hoki kia wehewehea te tika o te matapae mai i te hua o te haumitanga . Tērā pea he 60% noa iho te tika o tētahi tauira ki te matapae i te nekehanga piki, heke rānei o ia rā o tētahi hea – kāore e tino teitei te ahua – engari ki te whakamahia aua matapae i roto i tētahi rautaki hokohoko atamai, tera pea he tino hua. I tētahi atu taha, tera pea he 90% te tika o tētahi tauira engari ki te 10% o ngā wā ka he me ngā nekehanga mākete nui (ā, nā reira he nui ngā mate), tera pea kāore e hua. He maha ngā mahi matapae hea AI e aro ana ki te tika o te ahunga, ki te whakaiti rānei i te hapa, engari e aro ana ngā kaipupuri moni ki ngā hokinga kua whakatikatikaina mōrearea. Nō reira, he maha ngā aromatawai kei roto i ngā inenga pēnei i te ōwehenga Sharpe, ngā whakahekenga, me te ōritetanga o te mahi, ehara i te mea ko te reiti pānga mata anake. Kua whakauruhia ētahi tauira AI ki roto i ngā pūnaha hokohoko algorithmic e whakahaere aunoa ana i ngā tūranga me te mōrearea – ka inehia tā rātou mahi tūturu i roto i ngā hokinga hokohoko ora kaua ki ngā tatauranga matapae takitahi. Tae noa mai ki tēnei wā, he pūtaiao pakiwaitara te ahua o tētahi "kaihokohoko AI" motuhake e whakaputa moni pono ana i ia tau, i ia tau, kaua ko te mea tūturu, engari ko ngā tono whaiti (pērā i te tauira AI e matapae ana i te huringa ka taea e ngā kaihokohoko te whakamahi hei utu i ngā kōwhiringa, me ētahi atu) kua kitea he wāhi i roto i te kete taputapu pūtea.

I te katoa, e kī ana ngā taunakitanga ka taea e te AI te matapae i ētahi tauira mākete me te tika ake i te tūponotanga , ā, mā te mahi pera ka taea te whakawhiwhi i tētahi painga hokohoko. Heoi, he iti noa iho taua painga, ā, me whakamahi matatau kia whai hua ai. Ina pātai mai tētahi, ka taea e te AI te matapae i te mākete hea?, ko te whakautu pono rawa atu i runga i ngā taunakitanga o nāianei ko: Ka taea e te AI te matapae i ētahi āhuatanga o te mākete hea i raro i ngā āhuatanga motuhake, engari kāore e taea te mahi pera tonu mō ngā hea katoa i ngā wā katoa . Ko ngā angitu he wāhanga noa iho, ā, he mea whakawhirinaki ki te horopaki.

Whakamutunga: Ngā Tumanakohanga Tuturu mō te AI i roto i te Matapae Mākete Hea

Kua tino kaha te hangarau mohio me te ako mīhini ki te ao pūtea. He tino pai rātou ki te tukatuka i ngā huinga raraunga nui, ki te hura i ngā hononga huna, tae atu ki te whakarerekē i ngā rautaki i runga i te rere. I roto i te rapunga ki te matapae i te mākete hea, kua tutuki i te hangarau mohio engari he iti noa ngā wikitoria. Ka taea e ngā kaipupuri moni me ngā umanga te tumanako ka āwhina te hangarau mohio ki te whakatau kaupapa - hei tauira, mā te whakaputa tohu matapae, te arotau i ngā putea, te whakahaere rānei i te mōrearea - engari kaua e mahi hei pōro karaihe e whakamana ana i ngā hua.

Ka
te AI : Ka taea e te AI te whakapai ake i te tukanga tātari i roto i te haumi. Ka taea e ia te tātari i ngā tau maha o ngā raraunga mākete, ngā whāngai purongo, me ngā pūrongo pūtea i roto i ngā hēkona, ka kitea ngā tauira ngawari, ngā āhuatanga rerekē rānei e kore e kitea e te tangata ( Te Whakamahi i te Ako Mīhini mō te Matapae Mākete Hea... | FMP ). Ka taea e ia te whakakotahi i ngā rau taurangi (hangarau, taketake, kare ā-roto, me ētahi atu) ki roto i tētahi matapae honohono. I roto i te hokohoko poto, ka taea e ngā rauropi AI te matapae me te tika paku pai ake i te matapōkere ka eke tetahi hea ki runga ake i tētahi atu, ka tata rānei te pikinga o te pikinga o te mākete. Ko ēnei taha piki haere, ina whakamahia tika, ka taea te huri hei hua pūtea tūturu. Ka taea hoki e te AI te āwhina i te whakahaere mōrearea - te tautuhi i ngā whakatūpato wawe mō ngā hekenga, te whakamōhio rānei i ngā kaipupuri moni mō te taumata whakapono o tētahi matapae. Ko tētahi atu mahi whaihua a te AI ko te aunoatanga rautaki : ka taea e ngā rauropi te whakahaere i ngā hokohoko i te tere me te auau teitei, te urupare ki ngā kaupapa 24/7, me te whakamana i te whakahaere (kāore he hokohoko kare ā-roto), he mea whai hua i roto i ngā mākete pikinga.

Kāore
e te AI (Āe): Ahakoa te rongonui o ētahi pāpāho, kāore e taea e te AI te matapae i te mākete hea i runga i te tikanga whānui, arā, te patu tonu i te mākete, te matapae rānei i ngā huringa nui. Ka pāngia ngā mākete e ngā whanonga tangata, ngā huihuinga matapōkere, me ngā huringa urupare uaua e whakahē ana i tētahi tauira tūmau. Kāore te AI e whakakore i te koretake; ka aro noa ki ngā tūponotanga. Tērā pea ka tohu te AI i te 70% o te tūponotanga ka piki ake te hea āpōpō – ko te tikanga hoki he 30% te tūponotanga kāore e piki. Kāore e taea te karo i ngā hokohoko ngaro me ngā karanga kino. Kāore e taea e te AI te matapae i ngā huihuinga hou (e kiia ana ko ngā "manu pango") kei waho o te rohe o āna raraunga whakangungu. Heoi anō, ko tētahi tauira matapae angitu e tono ana i te whakataetae ka taea te whakakore i tōna painga. Ko te tikanga, kāore he AI ​​rite ki te pōro karaihe e whakamana ana i te tirohanga whakamua ki te heke mai o te mākete. Me tūpato ngā kaipupuri moni ki te tangata e kī ana i tētahi atu mea.

Tirohanga Tūturu, Tūturu:
Mai i te tirohanga tūturu, ko te AI he mea pai kia tirohia hei whakarei ake i te tātari tuku iho me te māramatanga tangata, ehara i te mea hei whakakapi mō te tātaritanga tuku iho me te māramatanga tangata. I roto i te mahi, he maha ngā kaipupuri moni umanga e whakamahi ana i ngā tauira AI me ngā whakauru mai i ngā kaitātari tangata me ngā kaiwhakahaere putea. Tērā pea ka tatauhia e te AI ngā tau me ngā matapae putanga, engari ko te tangata te hunga e whakatakoto ana i ngā whāinga, e whakamārama ana i ngā hua, e whakarerekē ana i ngā rautaki mō te horopaki (hei tauira, te whakakore i tētahi tauira i te wā o tētahi raruraru ohorere). Me noho mataara tonu ngā kaipupuri moni hokohoko e whakamahi ana i ngā taputapu e whakahaerehia ana e te AI, i ngā karetao hokohoko rānei, me te mārama ki te arorau me ngā rohe o te taputapu. He mea mōrearea te whai matapo i tētahi taunakitanga AI – me whakamahi hei whakauru kotahi i roto i te tini.

I te whakatakoto i ngā tumanakohanga tūturu, ka taea e te tangata te whakatau: Ka taea e te AI te matapae i te mākete hea ki tētahi taumata, engari kāore i te tino pono, ā, kāore hoki i te kore hapa . Ka taea e ia te whakanui ake i te tūponotanga o te whakatau tika, te whakapai ake rānei i te whai huatanga o te tātari i ngā mōhiohio, i roto i ngā mākete whakataetae ka taea te waiho hei rerekētanga i waenga i te hua me te mate. Heoi, kāore e taea e ia te kī taurangi angitu, te whakakore rānei i te pōrearea me te mōrearea o ngā mākete hea. E ai ki tētahi whakaputanga, ahakoa he pai ngā rauropi, ka taea e ngā putanga i roto i te mākete hea te "kore e taea te matapae" nā ngā āhuatanga kei tua atu i ngā mōhiohio kua whakatauirahia ( Hea Market Prediction Using Deep Reinforcement Learning ).

Te Huarahi kei mua:
Ki te titiro whakamua, tera pea ka tipu haere te tūranga o te AI i roto i te matapae mākete hea. Kei te aro tonu ngā rangahau ki ētahi o ngā herenga (hei tauira, te whakawhanake i ngā tauira e aro ana ki ngā huringa tikanga, ngā pūnaha ranu rānei e whakauru ana i ngā tātari raraunga-arahi me ngā tātari kaupapa-arahi). Kei te hiahia hoki ki ngā kaihoko ako whakapakari e urutau tonu ana ki ngā raraunga mākete hou i te wā tūturu, ka taea pea te whakahaere i ngā taiao hurihuri pai ake i ngā tauira kua whakangungua pūmau. Hei tāpiri, mā te whakakotahi i te AI me ngā tikanga mai i te pūtea whanonga, i te tātari whatunga rānei, ka hua ake pea he tauira whai kiko ake o ngā hihiri mākete. Ahakoa rā, ahakoa te AI matatau rawa atu o te heke mai ka mahi i roto i ngā rohe o te tūponotanga me te koretake.

Hei whakarāpopototanga, ko te pātai "Ka taea e te AI te matapae i te mākete hea?" kāore he whakautu māmā, āe, kāo rānei. Ko te whakautu tino tika ko: Ka taea e te AI te āwhina i te matapae i te mākete hea, engari ehara i te mea he kore e taea te hē. Ka tukuna e ia he taputapu kaha, ina whakamahia me te whakaaro nui, ka taea te whakarei ake i ngā rautaki matapae me te hokohoko, engari kāore e tangohia te koretake o ngā mākete. Me awhi ngā kaipupuri moni i te AI mō ōna kaha - te tukatuka raraunga me te mohio tauira - me te noho mōhio tonu ki ōna ngoikoretanga. I te mahi pera, ka taea te whakamahi i te pai o ngā ao e rua: te whakatau a te tangata me te mohio mīhini e mahi tahi ana. Kāore pea te mākete hea e 100% matapaetia, engari me ngā tumanakohanga pono me te whakamahinga tupato o te AI, ka taea e ngā kaiuru mākete te whai kia pai ake te mōhio me te whakahaere i ngā whakataunga haumi i roto i te whenua pūtea e whanake tonu ana.

Ngā pepa mā e pai ana pea koe ki te pānui i muri i tēnei:

🔗 Ngā Mahi Kāore e Taea e te AI te Whakakapi – Ā, He aha Ngā Mahi ka Whakakapi e te AI?
Tirohia ko ēhea ngā mahi ka taea te whakarite mō āpōpō, me ēhea hoki e tino mōrearea ana i te mea ka hurihia e te AI te mahi o te ao.

🔗 He aha ngā mea ka taea te whakawhirinaki ki te AI whakaputa me te kore e uru atu te tangata?
Kia mārama ki ngā rohe o nāianei me ngā āheinga motuhake o te AI whakaputa i roto i ngā horopaki mahi.

🔗 Me pēhea te whakamahi i te AI whakaputa i roto i te haumarutanga ipurangi?
Akohia me pēhea te tiaki a te AI i ngā tūmomo riri me te whakarei ake i te manawanui ipurangi me ngā taputapu matapae me ngā taputapu motuhake.