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BH-Quant智能量化策略辅助设计平台的研究与实践 被引量:2

Research and Practice of the BH-Quant Intelligent Quantization Strategy Aided Design Platform
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摘要 量化交易已在国外高频金融交易领域的广泛应用,但国内现有量化交易平台存在数据模型单一、策略有限、辅助功能少等不足,为解决上述问题,本文设计了一种智能的量化策略辅助设计平台,该平台引入了深度学习框架,利用人工智能技术训练模型和设计策略,并将预测结果通过可视化技术呈现,为投资者提供按自己的风险偏好选择投资组合提供辅助设计平台。 Quantitative trading has been widely applied in foreign high-frequency financial transactions,but there areseveral deficiencies in the existing domestic quantitative trading platform,such as the single variety of data models,limitedstrategies and insufficient auxiliary functions.In order to solve the above problems,this paper designs an intelligentquantization strategy aided design platform.The platform introduces a deep learning framework,adopts the technologyof the artificial intelligence training model and the design strategy,and presents prediction results through visualizationtechnology,which provides an aided design platform for investors to select portfolios based on their own risk preference.
作者 班子寒 张阳 BAN Zihan;ZHANG Yang(School of Computer Science and Engineering ,Beihang University ,Beijing 100191,China)
出处 《软件工程》 2017年第9期1-5,共5页 Software Engineering
关键词 量化交易 机器学习 深度学习 投资组合 quantitative trading machine learning deep learning portfolio
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