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A data-driven high-dimensional trader evaluation method and system

A data-driven, trader technology, applied in the field of data analysis, which can solve problems such as low accuracy, strong subjectivity and ambiguity, and inability to comprehensively consider the multi-dimensional information of traders.

Inactive Publication Date: 2019-03-01
香港智能金融科技有限公司
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  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0003] Traditional methods often rely on static and low-dimensional data, that is, the current total assets, liquidity conditions, risk questionnaires, etc., and then conduct single-dimensional analysis. The accuracy of the evaluation is low, the subjectivity is ambiguous, and it cannot be synthesized Consider traders' multi-dimensional information

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  • A data-driven high-dimensional trader evaluation method and system
  • A data-driven high-dimensional trader evaluation method and system

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Embodiment Construction

[0055] In order to make those skilled in the art more clearly understand the technical problems, technical solutions and beneficial technical effects to be solved by the present invention, the present invention will be further elaborated below with reference to the accompanying drawings and embodiments.

[0056] Please refer to figure 1 , a data-driven high-dimensional trader assessment method comprising:

[0057] S100: Establish a basic feature library for trader analysis.

[0058] It should be noted that the basic feature database is a basic feature database for trader analysis established from the most original trader records. The feature database includes multiple categories of features, including performance features, behavioral features, and psychological features. Among them, the performance characteristics include parameters such as the Sharpe ratio and the maximum drawdown, and the maximum drawdown rate: the maximum value of the return rate when the net value of the ...

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Abstract

The invention provides a data-driven high-dimensional trader evaluation method. The method includes establishing a trader analysis basic feature library; combining features of the basic feature library based on the basic feature library to obtain a comprehensive feature library; based on a specific evaluation dimension objective, the transaction records of traders are processed to generate learning objectives for each trader sample. According to the training and target data set obtained from the transaction processing, the evaluation model M is obtained by using a non-linear model for training; obtaining the eigenvalue of the trader, combining the eigenvalue and the evaluation model M, and obtaining the forecast target value of the trader. The method and system can synthetically analyze multiple dimensions through the transaction records of traders, and give corresponding trader capability and risk assessment from different angles of analysis.

Description

technical field [0001] The invention relates to the field of data analysis, in particular to a data-driven high-dimensional trader evaluation method and system. Background technique [0002] Securities practitioners need to establish a complete database of investment capabilities and inclinations for investors (and traders in a broad sense), and conduct long-term and accurate tracking of their trading capabilities and risk appetite to provide corresponding investment affordability ratings and other information. [0003] Traditional methods often rely on static and low-dimensional data, that is, the current total assets, liquidity, risk questionnaires, etc., and then conduct a single-dimensional analysis, which has low accuracy, strong subjectivity and ambiguity, and cannot be integrated. Consider a trader's multi-dimensional information. SUMMARY OF THE INVENTION [0004] Based on this, it is necessary for the present invention to provide a data-driven high-dimensional tra...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/04G06Q40/06G06Q10/06
CPCG06Q10/0639G06Q40/04G06Q40/06
Inventor 柳崎峰周家杰曹琛
Owner 香港智能金融科技有限公司