【財數系】5/11(四)15:10-16:00 洪哲雄博士-FinTech的實踐:應用自學演算法解構證券投資,以美國市場為例

作者 :

【演講公告】

 

*講  題:Demystify Stock Investing with Self-learning Algorithms - An Implementation for U.S. Markets

      FinTech的實踐:應用自學演算法解構證券投資,以美國市場為例

*主講人:洪哲雄博士

*時  間:106年05月11日(星期四)15:10-16:00

*地  點:靜安327多媒體視訊室

*摘  要:

 

緣起:

    Ever since the 2008 financial market meltdown, FinTech has been the main drive to revolutionize the landscape of the financial industry. “Robo-advisors” that use machines to handle financial planning are becoming the future of money management. Will machines beat human insight in terms of investment? Do machines take into account human emotion, and how? Will self-learning algorithms become a self-fulfilling prophecy? Our stock-picking algorithm study will shed light on these questions and more.  

 

自2008年金融市場崩盤以來,FinTech已成為銀行業產業革命的新代言人。使用機器理財規劃的“Robo-Advisors”即將成為理財管理的未來。機器在投資方面是否會打敗專業人士?機器會考慮到人性嗎?自學算法會變成一個只是自我實現的預言嗎?我們的自學演算法研究希望能夠解答以上問題。

 

Tag Words: 

FinTech, robo-advisor, machine-learning, deep-learning, algorithmic trading, robot-Journalism, human–computer interaction (HCI)

 

洪哲雄博士簡介:

Dr. Hong has more than twenty years of research and market experience in the mortgages and securitization areas. He is currently the president of Beyondbond, a privately held New York-based company founded in 1999 that provides structuring, trading and risk management platforms for financial institutions. Prior to that, he was a director at the CMBS group of Nomura Securities, which was said to have “jump-started the national real estate market” in the 1990’s according to Fortune Magazine. Nomura’s CMBS group would later become Beyondbond’s business partner. Since 2012, Dr. Hong has dedicated his research and application development on financial big data pattern recognition in order to identify algorithmic investment strategies.

 

Dr. Hong has given numerous speeches to universities, regulators, and financial institutions throughout U.S. and Asia. He’s also a research faculty at the NYU Volatility Institute and a visiting professor at the Chinese Academy of Science (CAS).  Beyondbond has supported the NYU VLab since 2008 and also formed a Joint Research Center RiskLab with CAS in 2011.

 

Dr. Hong received his Ph.D. in Economics from the University of California at San Diego. His specialized research topic was on non-stationary volatility modeling in the time series area. Dr. Hong has several research articles jointly published with Professor Robert Engle, the 2003 Nobel Laureate in Economics. His CMBS research, “An Options Approach to Commercial Mortgages and CMBS Evaluation and Risk Analysis”, has been repeatedly quoted and published.

 

洪哲雄博士簡介:

 

洪博士擁有超過二十年之資產證券化發行、交易以及風險控管之市場經驗。他目前是Beyondbond總裁,一家私人控股總部位於紐約的財務科技公司,於1999年與野村證券合作創立。在此之前,他曾任職於野村證券商業不動產部門。野村證券商業不動產部門於90年代期間為美國不動產證券化之龍頭並被財星譽為商業不動產之開創先驅。自2012年以來,洪博士一直致力於對金融大數據模式識別的研究和金融自算法的應用開發。

 

洪博士曾預測08年全球金融危機,來自亞太地區的產官學界演講與諮詢邀約不斷。他也是在紐約大學波動率研究所的科研教授和中國科學院數據中心的客座教授,並自2008年以來持續支持紐約大學波動率研究所科研中心VLab系统性風險項目。Beyondbond亦與中科院於2011年聯合成立研究中心RiskLab。

 

洪博士於加州大學聖地牙哥分校取得經濟學博士,其論文指導教授羅伯恩格爾 Robert F. Engle 為2003年之諾貝爾經濟學領域得主。恩格爾教授被譽為美國最具商業影響力的財經大師,師生二人曾多次相偕亞洲巡迴演講並拜會各國財經首長。其研究論文「商業抵押貸款和不動產證券化之評估和風險分析」,在固定收益資產證券領域中長期被廣為引用。