Intelligent algorithm of optimal investment model under stochastic interest rate and stochastic volatility

Luo, Tao; Metawa, Noura

doi:10.3233/jifs-179085

Cited by 8 publications

(4 citation statements)

References 18 publications

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“…While consuming public resources, it reduces the trust between people, aggravates social conflicts, and affects the construction of social spiritual civilization. By effectively improving the media literacy of citizens and accelerating the formation of a correct cognitive framework, we can reconstruct the social trust system and build a benign information ecological environment [27][28][29].…”

Section: Discussionmentioning

confidence: 99%

Alienation Control Technology of Information Pushed by Intelligent Algorithms in Media Communication

Cheng

2022

Computational Intelligence and Neuroscience

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“Information alienation” is a concept formed by combining the idea of “alienation” in philosophy with the characteristics of information itself. Information is a universal property of matter and an objectively existing form of material movement. The purpose of this paper is to study and analyze the alienation technology control of push information based on intelligent algorithms and describe the information alienation. This paper puts forward the problem of pushing information, which is based on intelligent algorithm, then elaborates around the concept of intelligent algorithm and related algorithms, and designs and analyzes the control of media information alienation. The experimental results show that, in the questionnaire survey, 72.34% of the people who very frequently swipe unfriendly information account for a very large proportion. People will always swipe it in various software applications, which is unavoidable. How to control the problem of information alienation needs to be controlled from the user level, the design media level, and the government level.

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Section: Discussionmentioning

confidence: 99%

Alienation Control Technology of Information Pushed by Intelligent Algorithms in Media Communication

Cheng

2022

Computational Intelligence and Neuroscience

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“…As one of the rst bank companies in China to use intelligent investment, CMB released the Capricorn Intelligent Investment product at the end of 2016, which o ers a new way for growing intelligent investment and nancing of domestic banks [30]. Capricorn Intelligence Investment is built using contemporary portfolio theory as its theoretical foundation and AI technologies such as computer learning algorithms as its technical backing.…”

Section: Ai Algorithms Lead Intelligent Investment Consultantsmentioning

confidence: 99%

Artificial Intelligence Enterprise Management Using Deep Learning

Liu

Han

2022

Computational Intelligence and Neuroscience

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In this paper, we explore the application status of deep learning (DL) in enterprise management, with China Merchants Bank as an example, and the role of DL in bank enterprise management. We analysed the application status of AI in marketing, risk control, investment, and other fields of CMB and identified five types of problems encountered in the current practical application of AI. We proposed five countermeasures: strengthening the AI organisation system’s construction, enhancing the financial data guarantee mechanism, concentrating on customer-oriented, tightly managing the danger of AI technology, and building a full AI talent system. Recent data are used to assess the impact of DL in marketing, risk management, and investment consulting. According to the data, by the end of 2019, the number of clients of CMB’s two APP platforms had reached 114 million and 91.2643 million, respectively. In 2019, CMB’s personal savings balance climbed by roughly 53% compared to 2016, and its personal loan amount increased by approximately 61%. These findings indicate that the use of AI improves consumer happiness and trust in businesses.

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“…Advanced methods applications Risk management: market risk For investment risk prediction, the Adaboost Support Vector Machine has been proposed (Luo, Metawa, 2019). For the Credit Default Swap (CDS) derivative, the spread approximation method with random forest regression has been proposed (Mercadier, Lardy, 2019).…”

Section: Banking Areamentioning

confidence: 99%

The Application of Artificial Intelligence Models in Commercial Banks − Opportunities and Threats

Chwila

2023

Folia Oeconomica

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One of the main sectors that makes heavy use of the development of advanced computational methods is the banking sector. The goals of our research are as follows: 1) to compare scientific and regulatory approaches to defining artificial intelligence (AI) and machine learning (ML), 2) to propose AI and ML definitions for regulatory purposes that allow us to clearly state if a given method is AI/ML or not, 3) to compare the complex quantitative methods applied in banking in terms of complexity and interpretability in order to provide a clear classification of methods to the interested parties (practitioners and management), 4) to propose a possible approach towards the further development of quantitative methods in the areas of required strict interpretability. Our literature review focuses on the definitions of AI/ML applied by scientists and regulators, as well as the proposals of application of complex quantitative solutions in different banking domains. We propose practical definitions of AI and ML based on the current state of the art and requirements of clarity in the banking industry (a very limited risk appetite regarding regulations non‑compliance) and compare quantitative methods applied in different banking domains. For regulatory purposes, we propose general and inclusive definitions of AI and ML which allow for a clear classification of specific methods. In the case of strict requirements towards the interpretability of applied methods, we propose a gradual and controlled increase in the complexity of existing solutions. Therefore, we propose the differentiation of quantitative methods in terms of interpretability and complexity. We also think that the definitions of AI/ML in further regulations should make it possible to clearly say whether particular approaches are AI/ML. Our research is directed to policymakers, practitioners, and executives related to the banking sector.

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Intelligent algorithm of optimal investment model under stochastic interest rate and stochastic volatility

Cited by 8 publications

References 18 publications

Alienation Control Technology of Information Pushed by Intelligent Algorithms in Media Communication

Alienation Control Technology of Information Pushed by Intelligent Algorithms in Media Communication

Artificial Intelligence Enterprise Management Using Deep Learning

The Application of Artificial Intelligence Models in Commercial Banks − Opportunities and Threats

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