{"title":"金融技术与投资科学中的统计模型与随机优化","authors":"T. Lai, Shih-Wei Liao, S. P. Wong, Huanzhong Xu","doi":"10.4310/amsa.2020.v5.n2.a5","DOIUrl":null,"url":null,"abstract":"In the decade since the global financial crisis and the Great Recession that followed, the financial technology – or FinTech – revolution has transformed financial markets and services through the automation of trading and risk management, among other things. The “ABCD” of cutting-edge FinTech are AI (Artificial intelligence), Blockchains, Cloud computing and big Data. We first review these technologies of modern FinTech and some of the underlying mathematical foundations. We then describe new statistical models and stochastic optimization methods in FinTech and investment science.","PeriodicalId":42896,"journal":{"name":"Annals of Mathematical Sciences and Applications","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Statistical models and stochastic optimization in financial technology and investment science\",\"authors\":\"T. Lai, Shih-Wei Liao, S. P. Wong, Huanzhong Xu\",\"doi\":\"10.4310/amsa.2020.v5.n2.a5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In the decade since the global financial crisis and the Great Recession that followed, the financial technology – or FinTech – revolution has transformed financial markets and services through the automation of trading and risk management, among other things. The “ABCD” of cutting-edge FinTech are AI (Artificial intelligence), Blockchains, Cloud computing and big Data. We first review these technologies of modern FinTech and some of the underlying mathematical foundations. We then describe new statistical models and stochastic optimization methods in FinTech and investment science.\",\"PeriodicalId\":42896,\"journal\":{\"name\":\"Annals of Mathematical Sciences and Applications\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2020-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annals of Mathematical Sciences and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.4310/amsa.2020.v5.n2.a5\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Mathematical Sciences and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4310/amsa.2020.v5.n2.a5","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Statistical models and stochastic optimization in financial technology and investment science
In the decade since the global financial crisis and the Great Recession that followed, the financial technology – or FinTech – revolution has transformed financial markets and services through the automation of trading and risk management, among other things. The “ABCD” of cutting-edge FinTech are AI (Artificial intelligence), Blockchains, Cloud computing and big Data. We first review these technologies of modern FinTech and some of the underlying mathematical foundations. We then describe new statistical models and stochastic optimization methods in FinTech and investment science.