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An automatic identification system for financial derivative investor associated behaviors

An automatic identification system, a technology for financial derivatives, applied in finance, instruments, data processing applications, etc., can solve the problems of omission, inability to adapt to the needs of intelligent and real-time supervision, and achieve the effect of reducing the impact

Pending Publication Date: 2019-04-16
上海金融期货信息技术有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

This will undoubtedly consume a lot of labor costs and time, and may also cause a certain degree of omission, and cannot adapt to the growing intelligent and real-time regulatory needs in the future

Method used

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  • An automatic identification system for financial derivative investor associated behaviors
  • An automatic identification system for financial derivative investor associated behaviors
  • An automatic identification system for financial derivative investor associated behaviors

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Embodiment Construction

[0028]The present invention will be described in detail below in conjunction with the accompanying drawings and specific embodiments. Note that the aspects described below in conjunction with the drawings and specific embodiments are only exemplary, and should not be construed as limiting the protection scope of the present invention.

[0029] figure 1 It shows the structure of an embodiment of the system for automatic identification of related behaviors of financial derivatives investors of the present invention. See figure 1 , the identification system of this embodiment includes: data processing and account behavior feature vector construction module, feature fusion module, feature vector similarity calculation module between accounts, associated account group discovery module within a single transaction day, and associated account group across transaction days Steady-state analysis module.

[0030] The input end of the data processing and account behavior feature vector...

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Abstract

The invention discloses an automatic identification system for financial derivative investor associated behaviors, which improves the calculation processing efficiency, discovers more suspected clueswhich cannot be discovered by manual statistics, obtains a more accurate detection and identification result, and can save huge manpower cost. According to the technical scheme, The invention discloses a data analysis and processing method used by each module of a system. Through the cooperative application of the supervised and unsupervised artificial intelligence algorithm model, suspected associated accounts frequently appearing similar transaction entrusting behaviors for a long time in the financial derivative market can be effectively mined, the first-line supervision efficiency can be improved, the labor cost can be saved, and more illegal clues can be found.

Description

technical field [0001] The present invention relates to an application technology utilizing computer and artificial intelligence, in particular to a system for discovering and identifying associated account groups with highly similar behaviors in the financial derivatives market based on computer and artificial intelligence technology, which is used to improve the supervision of financial institutions functions. Background technique [0002] In the domestic and foreign financial derivatives (such as stock index futures, treasury bond futures, options, etc.) trading markets, for the sake of maintaining market order and maintaining market stability, market regulators and exchanges have conducted a comprehensive review of the relevant behaviors of each investment account. A certain degree of restrictions, such as limiting the maximum number of entrusted cancellation orders per account per trading day, the maximum number of positions opened per trading day, the maximum total num...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/04G06Q40/06
CPCG06Q40/04G06Q40/06
Inventor 苗仲辰史光伟鲁继东高剑
Owner 上海金融期货信息技术有限公司