Server, and computer program

Abstract

To provide a technique which can efficiently and effectively realize exchange hedge.SOLUTION: The present invention is directed to a server for providing information relating to exchange to a user terminal. The server carries out the steps of: acquiring prediction, by use of a plurality of AI models, of future transition of a predetermined exchange rate for each of the AI models; calculating, based on the individually predicted future transition of the predetermined exchange rate, a first ratio of the number of first AI models whose change from the current exchange rate to a first direction and a second ratio of the number of second AI models whose change from the current exchange rate to a second direction opposite to the first direction relative to the whole number of the plurality of AI models; receiving designation of a first amount from the user terminal; calculating an amount for exchange hedge to be carried out with respect to the first payment amount based on the first ratio or the second ratio; and transmitting the information of the amount of the exchange hedge to the user terminal.SELECTED DRAWING: Figure 1

Description

[Technical field]

[0001] The present invention relates to a server and a computer program. [Background technology]

[0002] Generally, when the price of a product involves foreign exchange (for example, when payment is made by converting Japanese yen into dollars, or vice versa), if there are fluctuations in the exchange rate between the time the product is ordered and the time payment is actually made, the amount paid may differ from the amount expected.

[0003] To prevent such a situation, it is necessary to hedge exchange rates, and for example, a mechanism called forward exchange contracts can be used (see Patent Document 1). By using forward exchange contracts, even if a certain period of time has passed between the time of ordering and the time of payment, the payment amount is converted into cash at the exchange rate at the time of ordering, so there is no impact from fluctuations in exchange rates during that certain period. [Prior art documents] [Patent documents]

[0004] [Patent Document 1] JP 2019-220108 A Summary of the Invention [Problem to be solved by the invention]

[0005] However, in order to make an exchange reservation, the amount and period must be determined in advance, making it difficult for an individual to make an appropriate exchange reservation based on his or her own judgment.

[0006] Therefore, an object of the present invention is to provide a technique for enabling currency hedging to be implemented efficiently and effectively. [Means for solving the problem]

[0007] According to one aspect of the present invention for solving the above problem, there is provided a server for providing information on currency hedging to a user terminal, comprising: one or more processors; Memory, a program stored in the memory, which when executed by the one or more processors, Obtaining a forecast for each of the plurality of AI models of a future movement of a given exchange rate; and Calculating, based on the individually predicted future trends of the predetermined exchange rates, a first ratio of the number of first AI models that predicted a change from the current exchange rate in a first direction and a second ratio of the number of second AI models that predicted a change from the current exchange rate in a second direction opposite to the first direction, relative to a total number of the plurality of AI models; accepting a designation of a first amount from the user terminal; calculating an amount of a currency hedge to be implemented on said first amount based on said first ratio or said second ratio; Transmitting information on the amount of the exchange hedge to the user terminal; Execute the command. Effect of the Invention

[0008] According to the present invention, it is possible to provide a technique for enabling currency hedging to be implemented efficiently and effectively. [Brief description of the drawings]

[0009] [Figure 1] FIG. 1 is a diagram showing an example of the configuration of a system 10 according to an embodiment. [Diagram 2] FIG. 2 is a diagram showing an example of a hardware configuration of an information processing apparatus according to an embodiment. [Diagram 3] 4 is a timing chart corresponding to an example of processing executed in the system 10 according to the embodiment. [Figure 4A] FIG. 4 is a diagram showing an example of a main screen according to the embodiment. [Figure 4B]FIG. 13 is a diagram showing an example of a display of currency hedge guide settings according to the embodiment. [Figure 4C] FIG. 13 is a diagram showing an example of a display of a foreign currency payment / receipt plan according to an embodiment. [Figure 4D] FIG. 13 is a diagram showing an example of a display of a currency hedge guide result according to the embodiment. [Figure 4E] FIG. 13 is a diagram showing another example of the display of the exchange rate hedge guide result according to the embodiment. [Figure 5A] FIG. 13 is a diagram showing an example of a foreign currency payment / receipt management screen according to the embodiment. [Figure 5B] FIG. 13 is a diagram showing an example of a foreign currency payment / receipt input screen according to the embodiment. [Figure 5C] FIG. 13 is a diagram showing an example of a display of foreign currency payment / receive details according to an embodiment. [Figure 5D] FIG. 13 is a diagram showing another example of a display of foreign currency payment / receive details according to an embodiment. [Figure 5E] FIG. 13 is a diagram showing another example of a display of foreign currency payment / receive details according to an embodiment. [Figure 5F] FIG. 13 is a diagram showing another example of a display of foreign currency payment / receive details according to an embodiment. [Figure 6A] FIG. 13 is a diagram showing an example of a currency hedge transaction management screen according to the embodiment. [Figure 6B] FIG. 13 is a diagram showing an example of a currency hedge transaction input screen according to the embodiment. DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS

[0010] Hereinafter, the embodiments will be described in detail with reference to the accompanying drawings. Note that the following embodiments do not limit the invention according to the claims, and not all combinations of features described in the embodiments are essential to the invention. Two or more features among the multiple features described in the embodiments may be arbitrarily combined. In addition, the same reference numbers are used for the same or similar configurations, and duplicated descriptions are omitted.

[0011] <System configuration> FIG. 1 shows a general configuration of a system 10 corresponding to the embodiment. Here, a server 101 which is an information processing device providing a currency hedging service corresponding to the embodiment, a user terminal 102 which is an information processing device used by a user who receives the currency hedging service, and a financial instruments trader's financial instruments trader system 103 which makes currency reservations in response to instructions from the user terminal 102 are connected via a network 104 such as the Internet. The user terminal 102 may be configured as a general-purpose personal computer, a smartphone, or the like. Although only one user terminal 102 is shown in FIG. 1, this is merely for illustrative purposes, and it is also possible that a plurality of user terminals 102 are connected to the network 104 and a plurality of different users receive currency hedging services from the server 101 via the user terminals 102.

[0012] In this embodiment, the user who uses the user terminal 102 may be, for example, a trading company that imports goods from outside Japan for sale in Japan, or exports goods from Japan for sale outside Japan. In such foreign trade, it may take a certain period of time from placing an order for the desired goods to actually purchasing the goods and completing payment, or from receiving an order for the desired goods to manufacturing and exporting the goods and completing receipt of the goods payment. This period may take, for example, about three to nine months. During that time, the exchange rate will of course fluctuate, so the amount actually paid may be higher than the expected payment amount expected at the time of placing the order, or the amount of goods actually received may be lower than the expected amount received at the time of receiving the order. Specifically, in the case of an exporting company (selling dollars), if the yen strengthens, the amount received will decrease, but if the yen weakens, the amount received will increase. Also, in the case of an importing company (buying dollars), if the yen weakens, the amount paid will decrease, but if the yen strengthens, the amount paid will increase. Such risk of exchange rate fluctuations is an economic burden for users, so exporting companies (dollar sellers) are required to hedge against the risk of a stronger yen, and importing companies (dollar buyers) are required to hedge against the risk of a weaker yen, thereby reducing the risk as much as possible. In this embodiment, the server 101 provides information for effective exchange rate hedging, thereby making it possible to reduce the economic burden on users.

[0013] <Hardware configuration> Next, the hardware configuration of the server 101 will be described with reference to Fig. 2. The server 101 can be configured as an information processing device, for example, from one or more personal computers. In Fig. 2, a CPU 201 as a processor controls the server 101 using programs and data stored in a RAM (random access memory) 202 and a ROM (read only memory) 205 as memories, and executes processes corresponding to the embodiments described below. The RAM 202 includes an area for reading processing programs stored in an internal storage device 207 and information stored in an external storage device 208, and also includes a work area used by the CPU 201 when executing various processes.

[0014] The input unit 203 is an input means for receiving input from an administrator of the server 101, and is composed of a keyboard, a mouse, etc. The communication I / F (interface) 204 functions as an I / F for connecting to the network 106, etc. The ROM 205 stores programs (e.g., a boot program, etc.) that control the entire server 101, etc. The display unit 206 is a display unit serving as a display screen, and is composed of a liquid crystal display device, etc.

[0015] The internal storage device 207 is mainly composed of a hard disk, and stores programs and various application data for the server 101 to execute processes. The data stored therein is read out to the RAM 202 as necessary. The external storage device 208 is a database, and stores user information, exchange rate information, etc. as needed. The bus 209 provides interconnection between the above-mentioned blocks.

[0016] FIG. 2 has been described as the hardware configuration of the server 101, but the basic hardware configuration of the user terminal 102 can also be the same as that shown in FIG.

[0017] <Processing flow in System 10> Next, a description will be given of the processing executed in the system 10. Fig. 3 is a timing chart showing an outline of the flow of processing executed in the system 10 corresponding to this embodiment. The processing is realized by the CPUs of the server 110 and the user terminal 102 executing corresponding processing programs, respectively, or by the CPU controlling the operation of functional blocks such as the input unit 203, the communication I / F 204, and the display unit 206 shown in Fig. 2.

[0018] First, in S301, the user terminal 102 displays a login screen and accepts input of login information. In S302, the accepted login information is transmitted from the user terminal to the server 101, and in S303, the server 101 authenticates the user, and if the authentication is successful, acquires user information registered for the user. In the following S304, the server 101 transmits main screen information to the user terminal 102. In S305, the user terminal 102 displays the main screen on the display and accepts input from the user. In S307, the accepted input information is transmitted from the user terminal to the server 101. In S308, the server 101 performs processing based on the contents of the received input information and generates screen information. In S309, the generated screen information is transmitted from the server 101 to the user terminal 102.

[0019] The user terminal 102 displays the received screen information on the display in S310 and accepts input from the user in S311. The accepted input information is transmitted from the user terminal 102 to the server 101 in S312. The server 101 executes processing similar to S308 according to the transmitted input information, generates screen information, and transmits it back to the user terminal 102.

[0020] <Main screen> The processes from S310 to S312, S308, and S309 are repeated between the user terminal 102 and the server 101. The flow of the process will be described with reference to the screens in Fig. 4 and subsequent figures. Fig. 4A is a diagram showing an example of a main screen corresponding to this embodiment. In S305, the face is displayed on the user terminal 102.

[0021] Various information is displayed on screen 400. First, a menu display area 401 is displayed. This menu display area 401 displays information items that can be displayed on screen 400, and the user can select the information item to be displayed from menu display area 401. FIG. 4A shows a state in which the dashboard has been selected. Other information items that can be displayed include hedge guide, foreign currency management, exchange rate hedge effect, account management, logout, etc.

[0022] The screen 400 is a main screen showing a dashboard, and information 402 on each of the items of exchange hedge ratio, lower limit alert, and upper limit alert is displayed at the top. The exchange hedge ratio indicates the ratio (application rate) at which the amount of exchange hedge is calculated by applying the service provided by the server 101, and is set to 80% in FIG. 4A. This means that, for example, in the case of a foreign currency payment of $10,000, 80% of the $10,000, or $8,000, is the target of the service provided by the server 101. In this embodiment, an alert is set to be notified to the user when the actual exchange rate touches the upper limit or lower limit, and the lower limit alert and upper limit alert are set to the respective amounts. In FIG. 4A, the lower limit is 120 yen and the upper limit is 150 yen.

[0023] In this embodiment including Fig. 4A, the upward direction is the direction in which the amount of Japanese yen increases (or the positive direction), and the downward direction is the direction in which the amount of Japanese yen decreases (the negative direction). Generally, the value of the Japanese yen against the US dollar becomes weaker when the amount of Japanese yen increases, and becomes strong when the amount decreases, but the concepts of upward (positive) and downward (negative) in this embodiment are taken as simply the ups and downs of the amount, separate from the value of the Japanese yen against the US dollar.

[0024] The trend prediction graph 403 shows the change (transition) of the exchange rate (dollar / yen) for one year before and after today as the base date. For the past one year on the left side of today, the actual exchange rate movement is shown by a single broken line. On the other hand, on the right side, the exchange rate trend predicted by artificial intelligence (AI) is shown by multiple broken lines or curves. In this embodiment, exchange rate trends are predicted for a predetermined number of years (for example, one year, two years, five years, etc.) by N AIs (N is, for example, 100, 200, 300, etc.), and among all the predictions, predictions that predict the amount of Japanese yen will decrease (yen appreciation) to predictions that predict the amount will increase (yen depreciation) are arranged, and the predictions at the top and the very end of these, and predictions at each position in 10% increments from the top 10% to the top 90% are shown in the trend prediction graph 403 as exchange rate predictions that represent the rest. For example, if there are 100 AIs, the predictions that are ranked 1st, 10th, 20th, 90th, and 100th from the top can be selected as representatives.

[0025] In FIG. 4A, the 50th is indicated by a dashed line. If the 50th is lower than today's actual rate (135.94 yen), this indicates that the percentage of people who predicted the future trend would be for the yen to appreciate. On the other hand, if the 50th is higher than today's actual rate (135.94 yen), i.e., the yen is depreciating, this indicates that the percentage of people who predicted the future trend would be for the yen to depreciate. The trend prediction graph 403 can be displayed with a cursor at any position (date). In addition, the lower limit alert and upper limit alert are indicated by thick dotted lines.

[0026] Display 404 shows the current rate at the current time, and this value becomes the value for today in trend prediction graph 403. Screen 400 also includes AI average rate 405 and AI voting percentage 406.

[0027] The AI average rate 405 shows the average value of each prediction rate at any given time predicted by, for example, 100 AIs. Here, 1 month later, 3 months later, 6 months later, 9 months later, and 12 months later are shown as examples of any given time, but it is not limited to these. According to the display of the AI average rate 405, the overall trend of the predicted movement of the exchange rate can be read. In the example shown in FIG. 4A, it is predicted that the yen will gradually strengthen in the future.

[0028] Next, the AI voting ratio 406 shows the ratio of whether each prediction rate at any given time predicted by, for example, 100 AIs predicts in the direction of a weaker yen or a stronger yen. For example, it can be seen that 41.4% of the total AIs predict a weaker yen and 58.6% of the total AIs predict a stronger yen 1 month later. In this embodiment, the ratio of the prediction in the direction of a weaker yen is called the first ratio, and the ratio of the prediction in the direction of a stronger yen is called the second ratio. In the US dollar - Japanese yen exchange rate, in the case of buying dollars for imports, the first ratio can be used to calculate the recommended amount for exchange reservation, and in the case of selling dollars for exports, the second ratio can be used to calculate the recommended amount for exchange reservation.

[0029] <AI Generation Method> In this embodiment, a plurality of AIs are used to predict the future trend of the exchange rate. Hereinafter, the method for generating the AI in this embodiment will be described.

[0030] In this embodiment, an AI model for exchange rate trend prediction is generated by deep learning more than 400 types of information suitable for medium - to long - term prediction, including the following teacher data. The teacher data includes, for example, historical price information, technical indicators, US - Japan policy interest rates, dot charts (future interest rate outlook information of FOMC members), IMM currency futures positions, gross domestic product, consumer price index, employment statistics, US - Japan trade balance, Nikkei average stock price · S&P500, crude oil · gold · copper prices, factor decomposition of market fluctuations by stochastic differential equations, etc.

[0031] Deep learning and Transformer technology using such training data generate AI models with slightly different personalities. For example, different AI models can be generated by changing the weights of the training data. In this way, by using multiple AI models with slightly different personalities or strengths, even if one AI model cannot predict the market well, other AI models can complement the errors and ultimately form a highly accurate prediction. Future trend predictions by AI models can be performed, for example, by time series prediction using deep learning technology. This makes it possible to work on "collecting clues" hidden behind the market.

[0032] In the trend prediction graph 403 in FIG. 4A, the exchange trend from today onwards is predicted with a certain range. In this embodiment, the purpose is to predict future exchange trends from the overall trend of predictions of many AI models with different characteristics, rather than relying on the prediction of any individual AI model. Therefore, the more AI models there are, the more reliable the overall trend becomes.

[0033] After displaying a screen such as that shown in FIG. 4A in S305 of FIG. 3, the user terminal 102 accepts an operation from the user in S306, and transmits the accepted operation content as input information to the server 101 in S307. The user operation includes, for example, a selection operation of a menu item in the menu display area 401. When the user operation requests the display of a new screen, the server 101 executes a process required to generate the screen in S308, and transmits the process result to the user terminal 102 as screen information in S309. For example, when the currency hedge guide is selected in the menu display area 401, the server 101 generates information of a screen such as that shown in FIG. 4B, and transmits it to the user terminal 102.

[0034] <Currency Hedging Guide> FIG. 4B shows an example of a screen displayed when the currency hedge guide is selected in the menu display area 401. In the currency hedge guide setting screen 410, the currency hedge ratio can be set to any ratio between 0% and 100% in the currency hedge ratio setting interface 412. The currency hedge ratio indicates the application rate at which the above-mentioned second ratio is applied. In FIG. 4B, 80% is used as an example. In FIG. 4B, the lower limit alert and the upper limit alert can be input using input fields 413 and 414, respectively. The lower limit and upper limit amounts input here are reflected in the positions indicated by the dotted lines in the trend forecast graph 403 shown below.

[0035] The operations for setting the application rate, the lower limit alert, and the upper limit alert in the above correspond to the operations accepted by the user terminal in S306.

[0036] In Fig. 4B, buttons "Foreign currency payment / receipt plan 415" and "Create guide 416" are displayed below trend prediction graph 403. Each of these buttons is selectable, and corresponds to an operation accepted by the user terminal in S306. Here, when "Foreign currency payment / receipt plan 415" is selected, screen information shown in Fig. 4C is generated in server 101 and transmitted to user terminal 102. On the other hand, when "Create guide 416" is selected, a screen shown in Fig. 4D is generated in server 101 and transmitted to user terminal 102.

[0037] <Foreign currency payment / receipt plan> First, in FIG. 4C, foreign currency payment / receipt plan information 421 is displayed on a screen 420. The foreign currency payment / receipt plan information 421 displays foreign currency payment / receipt plan information, which is part of the user information stored in the external storage device 208. The foreign currency payment / receipt plan information 421 allows the user to input the amount to be paid monthly from May to December 2023 or the amount to be received monthly (first amount) as a foreign currency payment / receipt plan. A hedge guide is provided for the amount multiplied by the exchange rate hedge ratio. The input operation of the amount corresponds to the operation accepted by the user terminal in S306, and information on the input amount is transmitted to the server 101. The server 101 stores information on the input amount in the external storage device 208 as part of the user information. The final payment / receipt amount is displayed as the amount obtained by aggregating the foreign currency payment / receipt information that can be registered when the foreign currency payment / receipt management item in the menu display area 401 described later is selected, on a monthly basis based on the payment date. The hedged amount is displayed as the amount calculated by aggregating the foreign currency hedge information registered on the foreign currency hedge transaction management screen on a monthly basis based on the delivery date. The unhedged amount is displayed as the difference between the foreign currency payment / receipt plan and the hedged amount. The confirmed payment / receipt amount and the hedged amount are displayed by sending the information entered as foreign currency payment / receipt information and the information entered on the foreign currency hedge transaction management screen to the server 101 as input information from the user terminal in S306, and the display information in FIG. 4C is generated based on that information. The server 101 stores each piece of input information in the external storage device 208 as part of the user information.

[0038] <Currency Hedge Guide Results> Next, the display screen of the currency hedge guide result will be described with reference to Fig. 4D. A list 431 of the currency hedge guide result is displayed on the screen 430. The due date, reference forward rate, currency pair, and recommended additional hedge amount are registered in the list 431.

[0039] The delivery time for the foreign exchange forward contract is registered on the expiration date. The reference forward rate is the forecast exchange rate at the expiration date. The currency pair indicates the combination of currencies for which the foreign exchange forward contract is made, which in this case is the combination of the US dollar and the Japanese yen. The recommended additional hedge amount is the amount for which it is recommended to make a foreign exchange forward contract.

[0040] For example, it is recommended to make a $5,000 forward exchange contract for USDJPY with a delivery date in September 2023, a $8,000 forward exchange contract for USDJPY with a delivery date in October 2023, a $9,000 forward exchange contract for USDJPY with a delivery date in November 2023, a $8,000 forward exchange contract for USDJPY with a delivery date in December 2023, and a $11,000 forward exchange contract for USDJPY with a delivery date in February 2024. This is a recommended list of forward exchange contracts that should be made at the current time, and the situation will be different if the situation is to change in one or three months, so the recommended additional hedge amount will also change.

[0041] An example of the formula for calculating the recommended additional hedge amount is as follows: First recommended additional hedge amount (H1: In the case of exports (selling dollars)) = (expected amount to be received in the month) × (application rate) × (second rate for the month) - (hedged amount for the month) Second recommended additional hedge amount (H2: In the case of imports (buying dollars)) = (scheduled payment amount for the month) x (application rate) x (first rate for the month) - (hedged amount for the month) For example, in the case of exports, assuming a monthly expected payment of $18,000, with a coverage rate of 80%, a second percentage of 57% and a hedged amount of $3,000, the recommended additional hedge amount would be $5,208.

[0042] Once you hedge, you do not have to follow up on it, but it is advisable to periodically determine whether additional hedging is necessary based on future forecasts. In the above example, the recommended hedge amount was calculated as $3,000 in the previous month, and the amount was actually hedged, but when you calculate this month, a new forecast indicates that additional dollar selling hedging is necessary.

[0043] Also, if you have hedged by buying dollars in the previous month, and need to unwind part of the hedge in the next month due to new forecasts, you can hedge by selling dollars to recover the excess. For example, if the value of the first recommended additional hedge amount H1 becomes negative, you will buy dollars by H1 for that month. Similarly, if the value of the second recommended additional hedge amount H2 becomes negative, you will sell dollars by H2 for that month.

[0044] Also, if both exports and imports are conducted, the first recommended additional hedge amount H1 is given a negative sign, the second recommended additional hedge amount (H2) is given a positive sign, and the two are added (-H1+H2) to calculate the total amount Hs. This is equivalent to subtracting H1 from H2. If Hs>0, Hs is the second recommended additional hedge amount for buying dollars, and if Hs<0, Hs is the first recommended additional hedge amount for selling dollars.

[0045] The PDF output 432 button is an operation button for outputting the list 431 as PDF data. Since the exchange reservation itself needs to be requested to the bank separately from this interface, it becomes possible to refer to the PDF at that time and carry out the procedure.

[0046] When any of the fields in the screen of FIG. 4D is selected, the recommended hedge amount, recommended additional hedge amount, and hedged amount are displayed as shown in FIG. 4E. The recommended hedge amount is the amount entered in the relevant month of the foreign currency payment / receipt plan multiplied by the exchange hedge ratio (80% in this embodiment) and further multiplied by the AI ​​voting ratio. Here, $5,000 is shown as an example. The hedged amount is the amount that has already been hedged, and since this is $0 in FIG. 4E, the amount to be additionally hedged (recommended additional hedge amount) is $5,000. In this way, the total recommended hedge amount, the hedged amount, and the amount for which additional hedging is recommended can be confirmed for each due date.

[0047] <Foreign currency payment / receipt management> In S305 of Fig. 3, when foreign currency payment / receipt management is selected in the menu display area 401 of the screen of Fig. 4A, a message indicating that foreign currency payment / receipt management has been selected is transmitted to the server 101 in S307, and the server 101 generates display information corresponding to Fig. 5A. Fig. 5A is a diagram showing an example of a display screen when foreign currency payment / receipt management is selected in the menu display area 401. When foreign currency management is selected from the main items displayed in the menu display area 401, foreign currency payment / receipt management and exchange hedge transaction management are displayed as sub-items. Of these, when foreign currency payment / receipt management is selected, a foreign currency payment / receipt schedule list 501, a search information input field 502, and an add button 503 for adding a new payment / receipt schedule are displayed as shown in screen 500.

[0048] Foreign currency payment / receipt schedule list 501 displays foreign currency payment / receipt information, which is part of the user information stored in the external storage device 208. The payment / receipt status displays whether it is unpaid or paid, or whether it is unreceived or received, the transaction number displays in the transaction No., the payment / receipt date displays the due date of the foreign currency payment or receipt, the business partner displays the company name of the payee / receipt, the currency in which the payment / receipt is made displays in the currency, and the payment / receipt displays whether it is a payment (e.g. buying dollars) or receipt (e.g. selling dollars). The amount is displayed in the currency indicated in "currency".

[0049] In Figure 5A, the payment is made in dollars, so it is displayed in US dollars, but if the receipt is made in dollars, it is displayed in Japanese yen. In the case of dollar purchases for imports, the accounting status is displayed as whether the purchase of the goods has been completed, and if it has been completed, it is displayed as after purchase, and if it has not been completed, it is displayed as before purchase. In addition, in the case of dollar sales for exports, the accounting status is displayed as whether the accounting of the sold goods has been completed, and if it has been completed, it is displayed as after accounting, and if it has not been completed, it is displayed as before accounting. The pegging ratio indicates the percentage of the amount of the foreign currency payment or receipt and the amount of the foreign exchange contract that has been pegged. In Figure 5A, 100% pegging is performed for the payment of 18,000 dollars, which is due on May 25, 2023, but pegging is not performed for the rest.

[0050] This information can be used to search in search information input field 502 and extract transactions of the relevant items. For example, a search can be performed by transaction number, supplier, or amount. If one wishes to add new transaction information, an input screen is displayed by clicking Add button 503. The click of Add button 503 is transmitted to server 101 in S312, and server 101 generates display information corresponding to FIG. 5B in S308 and transmits it to user terminal 102 in S309. The display information in FIG. 5A may include a script (e.g., Java Script), and the screen in FIG. 5B may be displayed by executing the script.

[0051] <Foreign currency payment / receipt entry> Fig. 5B shows an example of the input screen displayed at this time. The foreign currency payment / receipt input screen 510 as shown in Fig. 5B may be displayed overlapping the display of the screen 500 in Fig. 5A, or may be displayed by replacing the screen 500.

[0052] In the foreign currency payment / receipt input screen 510, a payment / receipt date 511, a business partner 512, a currency 513, a payment / receipt type 514, an amount 515, an accounting status 516, an order / receive date 517, a purchase / sales date 518, an invoice 519, and a memo 520 can be input. The input contents can be added to the foreign currency payment / receipt schedule list 501 by clicking the Add button 522. In response to clicking the Add button 522, the input contents are transmitted to the server 101 in S312, and the display information corresponding to FIG. 5B is updated in the server 101. The server 101 stores the information newly added to the foreign currency payment / receipt schedule in the external storage device 208 as a part of the user information. In addition, when the Cancel button 521 is clicked, the input contents are cancelled and the screen returns to that of FIG. 5A.

[0053] Furthermore, when any line is selected in foreign currency payment / received schedule list 501 on screen 500 in Fig. 5A, a screen is displayed displaying the input contents of the selected line. Here, it is assumed that the line indicated by frame 502 is selected. Operation information regarding the selection of a line in foreign currency payment / received schedule list 501 is transmitted to server 101 in S312, and display information corresponding to Fig. 5C is generated by server 101 and transmitted to user terminal 102.

[0054] FIG. 5C shows an example of a screen displayed when frame 502 is selected. In screen 530, area 531 displays foreign currency payment / receipt details. This includes transaction number, payment / receipt date, business partner, currency, payment / receipt, amount, accounting status, order / order date, purchase / sale date, and memo. In addition, the status of currency hedge transaction pegging is displayed. In FIG. 5C, pegging ratio 532 is 100%, and display 533 shows that the entire amount of the 18,000 dollar payment is pegged to forward exchange contracts. The specific pegging is shown in pegging display 534, and is pegged to forward exchange contracts of 5,000 dollars, 10,000 dollars, and 3,000 dollars, respectively. Save button 535 is a button operated when saving the results of changes made to the pegging status.

[0055] Table 536 shows a list of currency hedged transactions that can be linked. Table 536 does not display currency hedged transactions that are already linked in full, but displays only transactions with unlinked balances. Table 536 includes the delivery date, rate, receipt / payment amount, unlinked balance, bank name, and transaction number. Only transactions whose delivery date falls before the payment / receipt date of the foreign currency payment / receipt to be linked are registered in table 536. Therefore, in the example of FIG. 5C, only transactions whose delivery date is before August 25, 2023 are displayed, and transactions whose delivery date is after August 26, 2023 are not displayed.

[0056] The operations for linking will be described with reference to Figures 5D to 5F. First, Figure 5D shows an example of a display of screen 530 in which linking has not been performed in the foreign currency payment / receipt details of the transaction number shown in Figure 5C.

[0057] In FIG. 5D, display 533 shows that the pegging ratio 532 is 0%, and the entire $18,000 payment is not pegged to an exchange contract. Display 537 shows that an unpegged amount remains, and the user can confirm this display and perform pegging (allocation). Pegging can be performed by selecting any transaction registered in table 536 showing a list of peggable exchange hedge transactions and performing a drag-and-drop operation on display 537 to peg the amount of that transaction. For example, the $5,000 exchange hedge transaction enclosed in frame 538 can be selected and dragged and dropped onto display 537.

[0058] An example of the display at that time is shown in Fig. 5E. In Fig. 5E, pegging display 534 shows that pegging of $5,000 has been performed. As a result, pegging ratio 532 becomes 27.77%, and display 533 shows that the pegged amount is $5,000, with a remaining amount of $13,000. At this point, there is still an amount that has not been pegged, so display 537 is still displayed.

[0059] The contents of table 536 show that the unlinked balance of transaction number B111121, which was dragged and dropped, is now 0, and the entire amount has been linked. In this state, the amounts of other transaction numbers can be linked by similar drag and drop operations. When linking is performed, the linked amount is subtracted from the received amount and displayed. For example, if $10,000 of transaction number B111122 is linked, the remaining amount is $13,000, so the entire amount is linked. On the other hand, if $100,000 of B1111113 is linked, the entire $13,000 is linked, and the unlinked balance becomes $87,000. This shows that a portion of the amount of the currency hedge transaction has been linked.

[0060] Even if the unlinked balance of a transaction becomes 0 due to linking, the transaction is displayed in table 536 until Save button 535 is operated. Thus, the user can arbitrarily change the linking combination. When Save button 535 is operated, the transaction with the unlinked balance becoming 0 is deleted from table 536.

[0061] Figure 5F shows the state in Figure 5E when save button 535 is operated, and transaction number B111121, whose unlinked balance has become 0, is deleted from table 536. In Figure 5F, delete button 539 is displayed within linking display 534, and even if the linking state has been saved, the linking can be released by operating delete button 539. If save button 535 is operated again after linking is released, the contents of transaction number B111121 are re-displayed in table 536.

[0062] 5D to 5F, for example, when there is a change in the linking, the change in the linking may be transmitted to the server 101 in S312, and the server 101 may generate information to be displayed thereafter, or, in response to an operation of the save button 535, the result of the change at that time may be transmitted to the server 101 in S312, and the displayed information may be updated. When the save button 535 is operated, the server 101 stores the changed foreign currency payment / receive information in the external storage device 208 as part of the user information.

[0063] According to Fig. 5D, for unlinked foreign currency payments / receipts, it is possible to intuitively grasp whether or not there is a shortage of exchange reservations, and to make up for the shortage with a simple operation. Furthermore, since the linking amount is calculated automatically, there is no need for the user to calculate the linking amount.

[0064] <Currency hedge transaction management> In the above embodiment, when a recommended additional hedge amount as shown in Fig. 4D is presented, the user makes an exchange reservation with the bank or other financial institution's system 103 via the user terminal 102 in S313. After making the exchange reservation, a request is made to the server 101 for an exchange hedge transaction management screen in order to input information related to the exchange reservation. This request can be made by displaying a screen as shown in Fig. 4A and then selecting "Exchange hedge transaction management" in the menu display area 401. In response, the server 101 executes the processing required to generate a screen as shown in Fig. 6A in S315, and transmits the processing result to the user terminal 102 as screen information in S316.

[0065] Fig. 6A is an example of a display screen when currency hedge transaction management is selected in menu display area 401. In Fig. 4A, when foreign currency management is selected from the main items displayed in menu display area 401, foreign currency payment / receipt management and currency hedge transaction management are displayed as sub-items. Of these, when currency hedge transaction management is selected, screen 600 in Fig. 6A is displayed in S317. Screen 600 includes a currency hedge transaction list 601, a search information input field 602, and an add new currency hedge transaction button 603.

[0066] The exchange hedge transaction list 601 displays information on exchange hedge transactions, which are part of the user information stored in the external storage device 208. The execution status displays "executed" or "not executed." "Executed" indicates that the user has actually made an exchange reservation, the execution date has arrived, and the transfer (exchange) of the amount has been completed, while "not executed" indicates that the execution date has not arrived, or that the exchange has not been performed even if it arrives. The transaction number is displayed in the transaction No., but if the transaction has been linked, this may be displayed instead of the transaction number. The contract date of the exchange hedge transaction and the currency pair of the currency that is the subject of the exchange hedge, US dollar (USD) and Japanese yen (JPY) in FIG. 6A, are registered in the contract date. The type is the exchange reservation, and the rate is the rate of the currency pair at the time of the contract. The exercise date and delivery date of the option transaction are registered with the respective dates, and the amount received and the amount paid are registered with the amount received in US dollars / Japanese yen and the amount paid in Japanese yen / US dollars. The name of the bank with which the foreign exchange reservation is made is registered as the bank name.

[0067] This information can be used to search for and extract transactions of the relevant items in the search information input field 502. For example, a search can be performed by transaction number, business partner, or amount. Also, if you wish to add new transaction information, clicking the Add button 503 displays an input screen.

[0068] <Enter currency hedge transactions> When the add button 503 is clicked on the user terminal 102, an input screen shown in Fig. 6B is displayed. The currency hedge transaction input screen 610 as shown in Fig. 6B may be displayed overlapping the display of the screen 500 in Fig. 6A, or may be displayed by replacing the screen 600.

[0069] In the currency hedge transaction input screen 610, a contract date 611, a currency pair 612, a type 613, a delivery date 614, a rate 615, a receipt amount 616, a payment amount 617, a bank name 618, a contract 619, and a memo 620 can be input. By clicking an add button 622, the input contents can be added to the currency hedge transaction list 601. Furthermore, when the add button 622 is clicked, the input to the currency hedge transaction input screen 610 is treated as an input in S318, transmitted to the server 101 in S319, and stored in the external storage device 208 as part of the user information. Furthermore, the display information is updated according to the information and provided to the user terminal 102. Furthermore, when the cancel button 621 is clicked, the input contents are cancelled and the screen returns to that of FIG. 6A.

[0070] <Effects of the embodiment> As described above, according to this embodiment, based on the future transition or trend of exchange rates predicted using multiple AI models, it is possible to make an exchange reservation for a foreign currency payment / receipt with a payment deadline or receipt date in the future. Regarding the amount of the exchange reservation, in the case of US dollar-Japanese yen, by making an exchange reservation for an amount according to the probability that the yen will depreciate in the future (corresponding to the above-mentioned first ratio) for imports, it is possible to avoid losses even if the yen weakens in the future. On the other hand, by making an exchange reservation for an amount according to the probability that the yen will strengthen in the future (corresponding to the above-mentioned second ratio) for exports, it is possible to avoid losses even if the yen strengthens in the future. In addition, a guideline can be provided as a guide for the amount of the exchange reservation for the user.

[0071] In the above embodiment, the exchange rate indicating the value of the second currency relative to the first currency is described only for the combination of the first currency and the second currency, namely, the US dollar-Japanese yen. However, the combination of the first currency and the second currency is not limited to this, and any combination of different currencies such as the euro-Japanese yen, the British pound-Japanese yen, the euro-US dollar, the euro-British pound, the Japanese yen-Chinese yuan, etc. can be applied.

[0072] <Summary of the embodiment> The above embodiment discloses at least the following information processing device and computer program. (1) A server that provides information regarding currency hedging to a user terminal, one or more processors; Memory, a program stored in the memory, which when executed by the one or more processors, Obtaining a forecast for each of the plurality of AI models of a future movement of a given exchange rate; and Calculating, based on the individually predicted future trends of the predetermined exchange rates, a first ratio of the number of first AI models that predicted a change from the current exchange rate in a first direction and a second ratio of the number of second AI models that predicted a change from the current exchange rate in a second direction opposite to the first direction, relative to a total number of the plurality of AI models; accepting a designation of a first amount from the user terminal; calculating an amount of a currency hedge to be implemented on said first amount based on said first ratio or said second ratio; transmitting the amount of said currency hedge to said user terminal; A server that runs the command. (2) the exchange rate indicates a value of a second currency relative to a first currency; When the first amount is a buying amount of the first currency, calculating the currency hedge amount includes multiplying the first amount by the first ratio; The server described in (1), wherein when the first amount is a selling amount of the first currency, calculating the amount of the currency hedge includes multiplying the first amount by the second rate. (3) The program, when executed by the one or more processors, and further executing the step of accepting a designation of a second amount from the user terminal. When the first amount indicates a selling amount of the first currency and the second amount indicates a buying amount of the first currency, Calculating the amount of the currency hedge includes subtracting a result of multiplying the first amount (selling dollars) by the second ratio (to hedge against a stronger yen) from a result of multiplying the second amount (buying dollars) by the first ratio (to hedge against a weaker yen); if the result of the subtraction has a positive sign, the subtracted amount is a buy amount in the first currency of the currency hedge; The server of (2), wherein if the result of the subtraction is negative, the subtracted amount is the sell amount of the currency hedge in the first currency. (4) The program, when executed by the one or more processors, receiving, from the user terminal, a designation of an application rate for applying the first rate and the second rate to the first amount; The server according to (2) or (3), wherein calculating the amount of the currency hedge includes multiplying the first ratio and the second ratio by the application rate and then multiplying the result by the first amount. (5) A server according to any one of (2) to (4), wherein multiplying the first amount by the first rate and the second rate includes multiplying the first amount by the first rate and the second rate calculated for a due date set for the first amount. (6) The prediction of the future trend of the predetermined exchange rate using the plurality of AI models for each AI model includes a prediction of the trend over a predetermined period of time; The server according to any one of (1) to (5), wherein calculating the first ratio and the second ratio includes calculating the first ratio and the second ratio at any point in the specified period. (7) The program, when executed by the one or more processors, generating first display information including a graph showing the future transition predicted by at least a part of the AI ​​models among the plurality of AI models; transmitting the first display information to the user terminal; The server according to any one of (1) to (6), further comprising: (8) The server described in (7), wherein the first display information includes a graph in which a single line showing the actual trend of past exchange rates is connected to multiple lines or curves showing the predicted trend of future exchange rates, with the current date as the boundary. (9) The first display information is Displaying an average value of the future trends predicted by the plurality of AI models at each of a plurality of time points during the predetermined time period; and displaying the first rate and the second rate at each of the plurality of time points; and The server according to (7) or (8), (10) The program, when executed by the one or more processors, receiving currency hedging transaction information from the user terminal; receiving, from the user terminal, an instruction to allocate the currency hedge transaction information to the first amount; generating a second display showing transaction information assigned to the first amount; transmitting the second display information to the user terminal; A server according to any one of (1) to (9) that executes the above. (11) The program, when executed by the one or more processors, receiving an instruction to release an allocation of the currency hedge transaction information to the first amount from the user terminal; updating the second display information in response to the instruction to release; transmitting the updated second display information to the user terminal; The server according to (10), further executing the steps: (12) The server described in (10) or (11), wherein the second display information includes an indication that some or all of the amount received in the currency hedge transaction information is allocated to the first amount. (13) The second display information includes a list display of transaction information of the currency hedge whose delivery date is before the payment date of the first amount, The program, when executed by the one or more processors, The server according to any one of (10) to (12), further configured to receive an instruction for transaction information to be assigned to the first amount from among the listed transaction information. (14) the exchange rate indicates a value of a second currency relative to a first currency; the first direction being a direction toward an increase in the first amount in the second currency at the predetermined exchange rate; The server according to any one of (1) to (13), wherein the second direction is a direction in which the first amount in the second currency becomes smaller at the predetermined exchange rate. (15) The server according to (14), wherein the combination of the first currency and the second currency includes at least one different currency combination among the U.S. dollar, the euro, the Japanese yen, the British pound, and the Chinese yuan. (16) The server according to any one of (1) to (15), wherein each of the plurality of AI models is a different AI model generated by deep learning using a plurality of teacher data, at least some of which are common, and changing individual weights of the plurality of teacher data. (17) A program for causing a computer to function as a server according to any one of (1) to (16).

[0073] [Other embodiments] The invention is not limited to the above-described embodiment, and various modifications and variations are possible within the scope of the gist of the invention. Therefore, in order to clarify the scope of the present invention, the following claims are attached. The information processing device according to the present invention can also be realized by a computer program that causes one or more computers to function as the information processing device. The computer program can be provided / distributed by being recorded on a computer-readable recording medium or through an electric communication line. [Explanation of symbols]

[0074] 10: system, 101: server, 102: user terminal, 103: financial institution system, 104: network

Claims

1. A server that provides information on currency hedging to user terminals, One or more processors, Memory and The program stored in the memory, when executed by the one or more processors, is transmitted to the server. To obtain predictions for the future movement of a given exchange rate for each AI model using multiple AI models, The system accepts the designation of a first amount from the user terminal, Based on the distribution of predictions from the aforementioned multiple AI models, the amount of currency hedging to be implemented for the first amount is calculated. To transmit information on the amount of the aforementioned currency hedging to the user terminal. A server that executes commands.

2. The server according to Claim 1, wherein the amount of the currency hedge is calculated according to the trend of change from the current exchange rate based on the future movement of the predetermined exchange rate predicted individually, as a distribution of predictions from the plurality of AI models.

3. When executed by the one or more processors, the server Based on the individually predicted future trends of the predetermined exchange rate, the system is made to calculate a first percentage corresponding to a change in a first direction from the current exchange rate, and a second percentage corresponding to a change in a second direction opposite to the first direction from the current exchange rate. The server according to claim 2, wherein the amount of the currency hedge is calculated based on the first ratio and the second ratio.

4. The predetermined exchange rate represents the value of the second currency against the first currency, When the first amount is the purchase price of the first currency, calculating the amount of the currency hedge includes multiplying the first amount by the first percentage. The server according to claim 3, wherein, when the first amount is the selling price of the first currency, calculating the amount of the currency hedge includes multiplying the first amount by the second percentage.

5. When the program is executed by the one or more processors, it will be sent to the server. Further, the system will be made to accept the designation of a second amount from the user terminal. When the first amount represents the selling price of the first currency and the second amount represents the buying price of the first currency, Calculating the amount of the currency hedge includes subtracting the result of multiplying the first amount by the second ratio from the result of multiplying the second amount by the first ratio, If the result of the subtraction is positive, the subtracted amount is the purchase price of the exchange hedge in the first currency. If the result of the subtraction is negative, the subtracted amount is the selling amount of the currency hedge in the first currency, according to claim 4.

6. When the program is executed by the one or more processors, it will be sent to the server. Further, the user terminal is made to receive a specification of the application rate to which the first percentage and the second percentage are applied to the first amount. The server according to claim 5, wherein calculating the amount of the currency hedge includes multiplying the first percentage and the second percentage by the application rate and then multiplying that by the first amount.

7. The server according to claim 6, wherein multiplying the first amount by the first and second percentages includes multiplying the first amount by the first and second percentages calculated for the date set for the first amount.

8. The prediction of the future trend of the predetermined exchange rate for each AI model using the aforementioned plurality of AI models includes a prediction of the trend over a predetermined period. The server according to claim 7, wherein calculating the first and second proportions includes calculating the first and second proportions at any point in time within the predetermined period.

9. When the program is executed by the one or more processors, it will be sent to the server. To generate first display information including a graph showing the future trends predicted by at least some of the AI ​​models among the plurality of AI models, The first display information is transmitted to the user terminal. The server according to claim 8, which further performs the following.

10. The server according to claim 9, wherein the first display information includes a graph in which a single line showing the actual trend of past exchange rates and a plurality of lines or curves showing the predicted trend of future exchange rates are connected, with the current date as the boundary.

11. The first display information is, Display of the average value of the future trends predicted by the multiple AI models at each of the multiple points in time within the predetermined period, The display of the first percentage and the second percentage at each of the aforementioned multiple time points. The server according to claim 10, including the following:

12. When the program is executed by the one or more processors, it will be sent to the server. Receiving currency hedging transaction information from the aforementioned user terminal, The user terminal receives an instruction to allocate the currency hedging transaction information to the first amount, To generate second display information that displays transaction information assigned to the first amount, To transmit the second display information to the user terminal. The server according to claim 11, which causes the following to be executed.

13. When the program is executed by the one or more processors, it will be sent to the server. Receiving an instruction from the user terminal to release the allocation of the currency hedging transaction information to the first amount, The second display information is updated in response to the aforementioned cancellation instruction, To transmit the updated second display information to the user terminal. The server according to claim 12, which further performs the following.

14. The server according to claim 13, wherein the second display information includes a display that part or all of the amount received in the currency hedging transaction information is allocated to the first amount.

15. The second display information includes a list of the currency hedging transaction information where the settlement date is earlier than the payment date of the first amount. When the program is executed by the one or more processors, it will be sent to the server. The server according to claim 14, further configured to receive instructions for transaction information to be assigned to the first amount from among the transaction information displayed in the list.

16. The first direction is the direction in which the first amount in the second currency increases at the predetermined exchange rate. The server according to claim 15, wherein the second direction is the direction in which the first amount in the second currency decreases at the predetermined exchange rate.

17. The server according to claim 16, wherein the first currency and the second currency include a combination of at least one different currencies from among the US dollar, the euro, the Japanese yen, the British pound, and the Chinese yuan.

18. The server according to claim 17, wherein each of the plurality of AI models is a different AI model generated by deep learning using a plurality of training data sets that are at least partially common, with the individual weights of the plurality of training data sets being varied.

19. A program for causing a computer to function as a server according to any one of claims 1 to 18.

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