인공지능과 금융투자 전략

초록

Artificial intelligence(AI) can create great value in both intra-day and long-term investments. In intra-day investment, complex information needs to be processed quickly. Here AI easily dominates humans. In mid- to long-term investments, individual investors generally make behavioral biases. AI can diagnose and overcome behavioral errors by rule-based decision making. In addition, it can contribute to mid- to long-term investment by continuously updating academic research and the latest financial products. However, most AI-based funds, such as RoboAdvisors, use daily data to focus on tactical asset management. This is one of the most abused areas of AI. AI-based short-term investments need a deep understanding of financial and financial theory, such as market abnormalities and multi-factor models. AI can create most value in risk management. In particular, AI can assist forward-looking risk management using alternative big data. It is highly desirable that some asset managers make this attempt. However, most domestic financial institutions do not fully utilize the advantages of AI in investment decision-making.

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