Imicungire ya Portfolio: Inzira zose AI Ihindura Ingamba Zumutungo Zigezweho

Izamuka rya AI biragaragara ko ryagize ingaruka ku nganda zitandukanye, kandi inganda z’imari ziri mu zagize ingaruka cyane . Kurugero, gutangiza kumugaragaro moderi nka GPT-3.5 umwaka ushize byongereye ubushake bwo gukoresha AI kugirango ifashe kongera ubushobozi bwabashinzwe ikigega mu gusesengura, gucunga ibyago, no gufata ibyemezo.

Rero, ibikoresho bya AI bishyirwa mubikorwa kugirango isuzuma ryisoko rirusheho kugenda neza no gucunga ingaruka neza. Abayobozi ba Portfolio bategerejweho gusuzuma neza imigendekere yisoko, kugabanya amahitamo akwiye yo gushora imari, no gucunga ingaruka mugihe bakoresheje imashini yiga imashini, gutunganya ururimi karemano, nibikoresho byubwenge byubucuruzi mubucuruzi bwabo.

Kwinjiza imashini yiga imashini, kimwe nibikoresho byo gutunganya ururimi karemano mubikorwa byingenzi byubucuruzi bwabakinnyi, bibafasha kongera imikorere yibi bikorwa no kunguka inyungu zo guhatanira ibyemezo byihuse kandi byukuri byishoramari hamwe nisesengura riteganijwe.

Mu myaka icumi ishize, AI yashyizwe mu bikorwa mu nzego zitandukanye z’inganda z’imari. Mu biro byinyuma, algorithms ya ML ikoreshwa mugushakisha ibintu bidasanzwe mugikorwa cyo gukora, gutahura ibikorwa biteye amakenga, ndetse no gucunga ingaruka, biganisha ku gukora neza n'umutekano. Mu biro byimbere, AI ifasha gutandukanya abakiriya, gukoresha uburyo bwo gufasha abakiriya, no guhitamo ibiciro bikomoka.

Nyamara, igice gishishikaje cyane muri byo ni ubushobozi bwa AI bwo kugura uruhande rwimari - kumenya ibimenyetso byerekana hagati y’urusaku rw’isoko ukoresheje isesengura ryinshi ryamakuru byihuse. Kurugero, porogaramu zishobora kuba zirimo ibihe byateganijwe guteganya, gutandukanya amasoko, kandi birumvikana, gucunga umutungo. Amahirwe ya AI yo gutunganya no gusesengura imibare nini ifasha kubona uburyo bworoshye uburyo gakondo bushobora kubura.

Gutezimbere Portfolio byabaye akamenyero mumyaka mirongo, bigenda bihinduka cyane mugutezimbere siyanse yubumenyi no gushyira mubikorwa tekiniki zo kubara. Uburyo bwa kera, nka Markowitz's Modern Portfolio Theory (1952) na Model Asset Pricing Model (1964) byatangijwe hashize imyaka irenga 50 ariko biracyafite akamaro. Ariko, aho ubushobozi bwabo bugarukira mugukemura ibibazo bitari kumurongo no gushingira kumateka yamateka biragenda bigaragara cyane kumunsi.

Imyitozo nko kwerekana ibyago, gusesengura ibintu, no gucuruza ibicuruzwa, bishyirwa mubikorwa cyane nabakinnyi bakomeye, nka Renaissance Technologies, DE Shaw, na Sigma Investments ebyiri byatumye ishyirwa mubikorwa rya algorithm kandi igoye. Byongeye kandi, inganda zagize ingaruka cyane kuri AI mu myaka yashize, kubera ko kwiga imashini n’ubwenge bw’ubukorikori byatumye isesengura riteganya neza, kandi rikaba ryarakoze no ku ngamba z’ishoramari ku giti cye ndetse no mu buryo bworoshye bwo gufata ibyemezo.

Ihinduka ryatewe na AI ryafashije abayobozi bashinzwe gutunganya amakuru menshi mugihe nyacyo no gukemura ibibazo bitatu byingenzi:

• Ubunini: Gucunga no gusesengura amakuru manini ava mumitungo myinshi no kumasoko yisi yose biroroshye gukora.

• Gufata ibyemezo bigoye: AI irashobora "kuzirikana" ibintu byinshi, harimo gusesengura imitekerereze nimyitwarire, muburyo bwo gufata ibyemezo.

• Guhuza n'imihindagurikire y'ikirere: Sisitemu ya AI irashobora kwiga kudahagarara no guhuza n'imiterere mishya y'isoko, ifasha abayobozi guhindura ingamba vuba.

Ukurikije Ubushishozi bwisoko ryisi yose , AI ku isoko ryo gucunga umutungo yari ifite agaciro ka miliyari 2,5 USD kandi biteganijwe ko iziyongera kuri CAGR ya 24% mu myaka 10 iri imbere. Igishimishije, Optimisation ya Portfolio iyobora mugice cyisoko ryisi yose ukoresheje porogaramu, ikurikirwa nisesengura ryamakuru, kubara 25% by'umugabane w'isoko .

Kongera kwakirwa no gushora imari mugucunga umutungo ukoreshwa na AI no kwerekana imikoreshereze ifatika ya AI mugutezimbere portfolio.

Kwemera AI mu micungire ya Portfolio:

Kwakira AI mubikorwa byo gucunga umutungo ntabwo ari inzira nshya; ryabonye iterambere mu myaka yashize ariko riracyagarukira ku mubare muto w’abakinnyi ku isoko aribyo amafaranga yo gukingira, ibiro bishinzwe imicungire y’imibare, amashami manini y’ubushakashatsi, n’ibigo by’imari ukoresheje serivisi za IT.

Hariho imirima myinshi yo gusaba AI isanzwe:

Gukwirakwiza Portfolio

AI itezimbere cyane inzira yo kubaka portfolio. Kurugero, uburyo bwa kera bwubumenyi bwa Markowitz bugezweho bwa Portfolio, bushingiye kumyumvire ya convex optimizme, bukora nkibibanziriza uburyo bwa AI bugezweho. Impamvu iyi nyigisho shingiro ifite akamaro kanini nuko ikora ishingiro aho algorithm ya AI ishobora kurushaho guhinduka no kunonosora ingamba zishoramari.

Muri iki gihe, AI yagutse kuriyi nyigisho ishakisha ibipimo bishya byamakuru kandi igahuza tekiniki zisesenguye. Ubu bushobozi bwagutse bwamakuru butuma habaho gufata ibyemezo no kumenyekanisha ibyemezo - imyitozo yakoreshejwe cyane munganda.

Isesengura ryibanze

Tekinike zimwe na zimwe za AI zirahuza neza nubuyobozi bugereranije, ukoresheje umubare munini wamakuru yerekeye ishingiro ryikigo, ibidukikije bya macroeconomic, cyangwa uko isoko ryifashe. Imashini yiga algorithms irashobora kubona umubano utoroshye utari umurongo hagati yimihindagurikire itandukanye kandi, byanze bikunze, kumenya inzira abasesenguzi badashobora.

Isesengura ry'inyandiko

Isesengura ryinyandiko nubundi buryo bwa AI mubisesengura ryibanze. Ukoresheje gutunganya ururimi karemano (NLP), AI itunganya kandi ikanasesengura inkomoko yinyandiko nka raporo yinjiza ibigo, amakuru yatangajwe na banki nkuru, namakuru yimari. Binyuze muri NLP, AI irashobora gukuramo amakuru yingenzi mubukungu nubukungu muri aya makuru atubatswe. Kubikora, itanga igipimo cyuzuye kandi gitunganijwe neza kandi gifasha gusobanura abantu.

Ibikorwa byo gucuruza

Imbaraga za AI ni ingirakamaro cyane mubucuruzi, aho bigoye kugurisha no gukenera umuvuduko uri murwego. AI ishyigikira ubucuruzi bwa algorithmic mu gutangiza ibyiciro byinshi byimikorere, kunoza imikorere yubucuruzi bucungwa kumasoko yimari.

Serivisi ishinzwe ubujyanama mu ishoramari

AI yafunguye amahirwe yo gutanga serivisi zinyuranye za serivisi zubujyanama bwishoramari ku giciro gito. Sisitemu ikoresha algorithms igoye gutunganya amakuru yigihe-gihe cyisoko, ikazana ingamba zikwiye kubakiriya kugiti cyabo bakeneye ukurikije intego zabo zo kugaruka hamwe numwirondoro wibyago.

Gucunga ibyago

Mu micungire y’ibyago, AI ifasha mugushushanya ibintu bitandukanye 'bishoboka ariko bitifuzwa', ibyo nabyo bikazamura imigenzo gakondo yibanda gusa kubisubizo bishoboka.

Ubuhanga bwa artificiel (AI) Ubuhanga nibikoresho mu micungire ya Portfolio

Kwiga Imashini Algorithms:

Uburyo bwa kera bwo Kwiga Imashini buracyakunzwe cyane mubuyobozi bwa Portfolio, kandi ni: Moderi yumurongo, harimo ibibanza bisanzwe byibuze byibuze, Ridge Regression, na Lasso Regression. Ibi bikunze guhuzwa hamwe nuburyo bwo gutandukanya uburyo bwo guhinduranya hamwe nubuhanga bwo kubora matrix nka Singular Value Decomposition (SVD) hamwe nisesengura ryibanze (PCA), ibyo bikaba aribyo shingiro mugusobanukirwa umubano wumutungo no guhitamo amafaranga yatanzwe.

Hagati yubu buryo bwa kera nuburyo bugezweho ni Inkunga ya Vector Machine (SVMs). Nubwo SVMs ikoreshwa mubikorwa, ntabwo isanzwe ikoreshwa ariko igira uruhare runini, cyane cyane mubikorwa byo gutondeka bigamije guhanura imikorere yimigabane.

Iyi mirimo isanzwe ikubiyemo guhanura niba ikigega kizagira inyungu cyangwa igihombo, ukoresheje amakuru yimari yamateka harimo ihindagurika ryibiciro byimigabane nubunini bwubucuruzi kugirango ushire umutungo mubyiciro no guhanura imikorere yabyo.

Muganira kubijyanye nuburyo bugezweho, imiyoboro yimitsi yerekana iterambere ryinshi mumyigire yimashini yo gucunga portfolio kandi itanga ubushobozi bunoze bwo kwerekana imiterere igoye itari umurongo bigoye gufata hamwe nicyitegererezo gakondo. Usibye imiyoboro mvaruganda, ubundi buryo bwa kera nko kugenzura no kutagenzurwa biga kurushaho kunoza no kunonosora isesengura ryamakuru, bigatuma kuvumbura no gukoresha ibimenyetso byihishe ku isoko bishoboka.

Uburyo bushya, nko Kwiga gushimangira no Kwiga Q-Kwiga bizana iyo mico muburyo bwihuse bwo gufata ibyemezo, aho imishinga ishobora guhinduka mugihe nyacyo kugirango ihindure umusaruro wimari ishingiye kuri sisitemu yigira kubitekerezo byatanzwe ku isoko.

Gutunganya Ururimi Kamere (NLP):

Ubuhanga bwo gutunganya ururimi karemano nkisesengura ryamarangamutima birashobora gufasha guhitamo no guhitamo ibitekerezo bisanzwe mubintu nkibinyamakuru, inyandiko mbuga nkoranyambaga, na raporo zisesengura. Byongeye kandi, abayobozi ba portfolio barashobora kandi gusesengura imvugo ikoreshwa mubitangazamakuru byimari, harimo na raporo y’ibikorwa by’ibigo, kugira ngo bumve imyumvire y’abashoramari kandi bahanure imigendekere y’isoko, ibyo byose ni amakuru akomeye mu gihe cyo gufata ibyemezo.

Ingamba zubucuruzi zingana:

Ibigo bizobereye mubucuruzi bwihuta cyane (HFT), nkibikoresha gukoresha imbaraga za AI zikoreshwa mu bucuruzi bwa algorithms, zinjiza amafaranga ku busumbane bubaho mu kanya gato ku isoko. Izi firime zikoresha tekinoroji yo kwiga imashini kugirango isesengure amakuru yisoko ajyanye n'umuvuduko mwinshi cyane kandi itange amabwiriza hamwe nigihe cyagenwe mugihe gito nka milisegonda.

Iyubahirizwa ryihuse ribafasha kungukirwa namahirwe yubukemurampaka no kunguka inyungu mu gufata ingamba zinyuranye n’ibiciro byihuse kurusha abanywanyi. Mu gihe Renaissance Technologies izwiho uburyo bwo gucuruza mu bwinshi, ni ngombwa kuzirikana ingamba zayo zagutse zirimo ibihe bitandukanye byo gufata kuva mu bikorwa gakondo bya HFT, byibanda cyane ku muvuduko.

Ibisobanuro bya AI (XAI):

LIME (Local Interpretable Model-agnostic Ibisobanuro) nuburyo bukomeye bwa XAI bukoreshwa kugirango ibisubizo byuburyo bugoye bwo kwiga imashini byumvikana. Mu micungire ya portfolio, ubu buryo burashobora kuba ingirakamaro cyane mugusobanura uburyo moderi yumukara-agasanduku itanga ubuhanuzi. Ukoresheje amakuru yinjiza no gusesengura ingaruka kumusaruro wicyitegererezo, LIME ifasha abayobozi bashinzwe portfolio hamwe nabahanga mubumenyi gusobanura ibintu biranga ibyemezo byishoramari kurusha abandi.

Iyi nzira ifasha kuzamura gukorera mu mucyo ibyemezo byongerewe imbaraga na AI kandi ishyigikira imbaraga zo kugenzura no kunoza uburyo byoroshye kumva izi ngero zishobora kuba. Ariko, mugihe LIME itezimbere imyumvire yimyitwarire yicyitegererezo, gusuzuma ubwizerwe muri rusange bwikitegererezo harimo ubundi buryo bwo kwemeza.

AI mu kubahiriza no gukurikirana:

Ikoranabuhanga rya AI rifite uruhare runini mu kubahiriza amategeko agenga no kugenzura imipaka ishora imari mu nganda z’imari. Muguhindura ibyo bikorwa, sisitemu ya AI ifasha ibigo byimari gukurikiza amahame yemewe neza, neza, kandi ntibishora mubibazo. Iri koranabuhanga rifite agaciro kanini mugukurikirana iyubahirizwa ryinshi mubikorwa byinshi nibikorwa bitandukanye bya portfolio, aho bishobora kwihuta (ako kanya, mubyukuri) kumenya gutandukana nibisabwa nubuyobozi cyangwa amabwiriza yimbere.

Byongeye kandi, gukoresha AI bigabanya ibyago byamakosa yabantu, ibyo bikaba ingenzi cyane mubidukikije bigenzurwa aho amakosa ashobora gukurura ingaruka zamategeko nubukungu.

Kuringaniza Portfolio:

Porogaramu ya AI muburyo bwisubiramo ningirakamaro mugukomeza kugabana umutungo mwiza mugihe. Barashobora guhindura inshingano kugirango basubize impinduka zamasoko cyangwa ihinduka ryumushoramari wibyago byumushoramari, ibyo bikaba bihuza nintego zishoramari.

Kuri Reba Mugari

Usibye porogaramu zagenewe umwihariko w'ishoramari, ubushobozi bwo guteza imbere ubwenge bwimbaraga imbere mubucuruzi bwo gucunga umutungo bigaragara ko ari bwinshi. Nubwo bimeze bityo ariko, nubwo tubona mubushake bwo kubona akazi kihariye mubyiciro bitandukanye byurwego rwibikorwa, biracyagoye kumenya byimazeyo imbaraga zibangamira ubwenge bwubuhanga. Ni ukubera ko AI iteganijwe kubyara imirenge mishya yo gukoresha nkuko iterambere ryiyongera.

Tugomba kuzirikana aho ubushobozi bwubwenge bugarukira kimwe n’ingaruka ziterwa na bimwe mu micungire ya portfolio, nubwo byatumye bishoboka ko iterambere ry’ikoranabuhanga ndetse n’inyungu ziyongera hakoreshejwe ubwenge bw’ubukorikori. Ubwa mbere, ubwenge bwubuhanga hamwe nuburyo bwo kwiga imashini bushingira kumibare ikoreshwa mukugaburira algorithms.

Birakenewe ko aya makuru afite ireme ryiza mubijyanye no kuvugurura, ukuri, kuzura, no guhagararirwa.

Usibye ibisabwa kubunini bunini cyane bwamakuru, ntabwo buri gihe aboneka, birashoboka ko aya makuru agomba kuba afite ireme ryiza. Mubundi buryo ubwo aribwo bwose, ibisubizo byabonetse ukoresheje imiterere yo guhanura ntabwo byizewe cyangwa bihamye.

Byongeye kandi, algorithms irashobora kandi gutekereza kubinyoma muguhitamo inzira zidafite aho zihuriye na dataset yasesenguwe, ishobora kuganisha kumyanzuro itari yo. Ibi birashobora kuvamo gufata-nini cyane, gusimbuka bikabije, hamwe nimpanuka ntoya. Gutakaza amarushanwa yisoko birashobora kubaho bitewe nuko abashoramari benshi bayobora isoko imwe ya AI algorithms bashobora gufata icyemezo kitari cyo icyarimwe cyangwa bakabyitwaramo muburyo busa nibihe nyabyo. Akaga nk'ako karashobora guhitana abantu.

Nubwo inyungu zishobora kuba AI mu micungire ya portfolio, kimwe no murwego urwo arirwo rwose, hariho ibibazo byinshi tugomba kuzirikana kandi amaherezo - gukemura. Imwe mu mbogamizi nyamukuru ni ikibazo cyo kubura gukorera mu mucyo no gusobanura imiterere ya AI, ibyo bikaba bishobora kugora abayobozi gusobanura ibyavuye mubufatanye bwabo na AI. Iyi mikoreshereze igoye irashobora kuba imwe mumpamvu zituma ikoreshwa rya AI mumafaranga yuburayi riba rito. Kuva muri Nzeri 2022, amafaranga 65 gusa kuri 22.000 ishingiye mu muryango w’ubumwe bw’ibihugu by’Uburayi yavuze ko ikoresha AI mu bikorwa by’ishoramari.

Ikigo gishinzwe amasoko y’imari y’uburayi (ESMA) yamenye ibintu bishobora kugira uruhare mukigero gito cyo kwakirwa, nko kubura uburyo bunoze bwo kugenzura nubuhanga bwa AI mubayobozi b'ikigega. Nyamara, imbogamizi yo gusobanura ibyavuye muri AI kubera ingero zicyitegererezo nazo zishobora kuba imwe mubintu byerekana igipimo gito cyo kwakirwa. Ndakeka ko tuzabimenya hamwe nigihe.

Kuri iyi ngingo, bigaragara ko ubwenge bwubukorikori bukiri inzira ndende yo gusimbuza rwose abantu nyabo mubikorwa byo gucunga umutungo. Ibyo bivuzwe, gukorera mu mucyo, umubano wo kwizerana, no guhura hagati yabakiriya ninzobere mu micungire bikomeje kuba ibintu byingenzi, ubu kuruta mbere hose.

Nyamara, ntidushobora guhakana ko ubwenge bwubukorikori buzana ibikoresho bishya kandi bishimishije bishobora gukoreshwa murwego rwagaciro, kandi ubushobozi bwibi bikoresho bushobora guhindura rwose uko inganda zisa muri iki gihe.