演化計算於金融科技之應用-以交易策略組合最佳化為例 Evolutionary Computation in FinTech Application: A Case Study on Trading Strategy Portfolio Optimization
摘要 Abstract
隨著金融科技的發展,投資人逐漸由被動投資轉為自主投資,故有機制可找出進出場訊號是重要的,而交易策略是常用解決方法。為面對多變的金融市場,本演講將分享如何運用演化計算建置有效的交易策略組合與其成效評估。
As financial technology (FinTech) continues to grow, investors are moving from passive investing to making their own investment decisions. Therefore, it has become important to develop mechanisms that can identify appropriate entry and exit signals in the market. Trading strategies are one of the most common ways to achieve this. In this talk, I will share how evolutionary computation can be utilized to develop effective trading strategy portfolios and evaluate their performance in changing market conditions.







