金融中的 AI

• Time series forecasting：ARIMA、exponential smoothing、Prophet、neural approaches（LSTM、Temporal Fusion Transformer、PatchTST）
• Algorithmic trading：signal generation、execution algorithms（TWAP、VWAP）、market microstructure
• Portfolio optimisation：mean-variance（Markowitz）、Black-Litterman、RL-based portfolio management
• Risk modelling：Value at Risk（VaR）、Expected Shortfall、Monte Carlo simulation、credit scoring
• Fraud detection：anomaly detection、graph-based approaches、real-time streaming
• NLP in finance：对 news/earnings calls 做 sentiment analysis、financial document understanding
• Alternative data：satellite imagery、social media、web scraping
• Regulatory and ethical：model explainability（SHAP、LIME）、credit 公平性、regulatory compliance