人工智能在量化投资分析中的实践
作者:
MC1229 | 来源:发表于
2017-01-19 23:42 被阅读106次
本文为恒生电子李涛在中国技术开放日上的发言演讲PPT。觉得实在太详细实诚了。于是千方百计地把图放上来。
![](https://img.haomeiwen.com/i200078/0c6758f4516d7b0a.png)
人工智能发展历史
注:
convolution neural network
![](https://img.haomeiwen.com/i200078/7562dd4129b66547.png)
监督和无监督分类
![](https://img.haomeiwen.com/i200078/073fea5af2723b43.png)
实践举例1
![](https://img.haomeiwen.com/i200078/9e336199b021d485.png)
实践举例1
![](https://img.haomeiwen.com/i200078/b7eca62a7522c974.png)
实践举例2
![](https://img.haomeiwen.com/i200078/fe5947b5cd2265a3.png)
实践举例2
![](https://img.haomeiwen.com/i200078/0c3e65b205053a22.png)
实践举例3
![](https://img.haomeiwen.com/i200078/3a0ffb60dc31712b.png)
实践举例3
![](https://img.haomeiwen.com/i200078/26bf5469fcc2df04.png)
实践举例3
![](https://img.haomeiwen.com/i200078/20bb949a48c9c155.png)
实践举例3
![](https://img.haomeiwen.com/i200078/cd0baf1a8dd24ab0.png)
智能策略服务平台业务构架
![](https://img.haomeiwen.com/i200078/7f979fe68b87873a.png)
实践举例4: RNN
![](https://img.haomeiwen.com/i200078/5af36c943eb2ea20.png)
实践举例5: LSTM
![](https://img.haomeiwen.com/i200078/61b1e9b471146b22.png)
实践举例5: LSTM
![](https://img.haomeiwen.com/i200078/bc68a954928a1886.png)
实践举例6: PCA
![](https://img.haomeiwen.com/i200078/28c672d7f882c694.png)
实践举例7: CNN
![](https://img.haomeiwen.com/i200078/f471f7fa9c85753b.png)
实践举例7: CNN
![](https://img.haomeiwen.com/i200078/96cb1cc32f00f832.png)
过拟合
![](https://img.haomeiwen.com/i200078/8a445c7b36fb88c3.png)
过拟合
![](https://img.haomeiwen.com/i200078/347bc6e17bfce510.png)
过拟合
![](https://img.haomeiwen.com/i200078/685f75d85fe23d43.png)
DL训练技巧
- 数据预处理:zero center, normalization; shuffling training examples;
- 学习速率调整: decreasing, AdaGrad/ AdaDelta
- 避免过拟合: early stopping, weight decay
- 权重初始化: 方差归一
- 梯度下降优化: SDG, Variance Reduction
![](https://img.haomeiwen.com/i200078/b361aaa7d4488ed7.png)
计算:数据并行与模型并行
![](https://img.haomeiwen.com/i200078/cc439fd05aa88714.png)
开发框架:CNTK, TensorFlow
本文标题:人工智能在量化投资分析中的实践
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