基于情感计算的基金经理心态分系统研究与实现

发布时间：2018-03-18 17:26

本文选题：基金经理心态分析　切入点：情感计算　出处：《复旦大学》2013年硕士论文　论文类型：学位论文

【摘要】：基金经理作为基金运作的灵魂人物,对基金业绩有着重大影响。然而现行不健全的监管制度,造成部分基金经理投资心态扭曲,引发内幕交易、老鼠仓等事件,同时投资时的羊群行为也大大伤害了投资者利益,同时也引发了社会各界质疑现行的基金经理激励制度,认为由薪酬、基金管理费、职业声誉、相对业绩排序等因素组成的考核体系扭曲了基金经理正常的投资心态,同时也暴露了我国对于基金经理相关的监督机制非常脆弱。本文首先阐述了国内基金经理激励制度的对基金经理投资心态的影响,以及现有的监督、制衡机制的漏洞,明确开发基金经理心态分析系统的必要性。其次,通过对情感计算技术的详细描述,分析了通过该技术开发基金经理心态分析系统的可行性。并在此基础上通过对基金经理在下单、研究讨论过程中的语音分析,和行为模式的分析技术,帮助管理层更好监控基金经理投资动向,防范基金经理因私人因素伤害投资人利益的风险。此外,针对商务智能系统对人的行为模式、语音分析模块作详细分析,例如当输入外界某种信号刺激的情况下,收集基金经理的反应数据做回归分析,从而得出薪酬、业内排名等因素与基金经理投资时情感数据之间的关系,再辅以其它信息采集手段,最大程度获取可靠的分析结果。最后将扩展这种应用的使用范围,探讨今后扩展至数家基金公司使用的可行性,借助云计算等面向服务的技术,将这种模式推广至多家基金公司,使之成为通用的检测基金经理心态分析的方式。
[Abstract]:As the soul of the fund operation, the fund manager has a great influence on the fund performance. However, the current imperfect supervision system has caused some fund managers to distort their investment mentality, causing insider trading, rat trading and other incidents. At the same time, the herd behavior when investing has also greatly harmed the interests of investors, and has also caused people from all walks of life to question the current incentive system for fund managers, believing that compensation, fund management fees, professional reputation, The appraisal system, which is composed of relative performance ranking and other factors, distorts the normal investment mentality of fund managers. At the same time, it also exposes that the supervision mechanism of fund manager in China is very weak. Firstly, this paper expounds the influence of domestic fund manager incentive system on the investment mentality of fund manager, as well as the loopholes of the existing supervision and check and balance mechanism. Make clear the necessity of the psychological analysis system for development fund managers. Secondly, through the detailed description of emotional computing technology, This paper analyzes the feasibility of developing the fund manager's psychology analysis system through this technology, and on this basis, through the analysis technology of the voice analysis and behavior pattern of the fund manager in the process of issuing the order, studying the discussion, To help managers better monitor fund managers' investment trends and prevent fund managers from harming investors' interests because of private factors. In addition, the voice analysis module analyzes the behavior patterns of people in business intelligence systems in detail. For example, when some external signal stimulates are input, the response data of fund managers are collected to make regression analysis, so as to obtain the relationship between compensation, industry ranking and emotional data when fund managers invest. Finally, we will expand the scope of use of this application, explore the feasibility of extending it to several fund companies in the future, and make use of service-oriented technologies such as cloud computing. This model will be extended to a number of fund companies, making it a common way to test the psychological analysis of fund managers.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.51;F272.92

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