{"id":1300,"date":"2024-08-10T08:01:00","date_gmt":"2024-08-10T00:01:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1300"},"modified":"2024-08-07T21:02:31","modified_gmt":"2024-08-07T13:02:31","slug":"ai-%e6%b7%b1%e5%ba%a6%e5%ad%a6%e4%b9%a0%e8%ae%a9%e9%87%91%e8%9e%8d-%ce%b2-%e7%b3%bb%e6%95%b0%e4%bc%b0%e7%ae%97%e6%9b%b4%e7%b2%be%e7%a1%ae","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/08\/10\/ai-%e6%b7%b1%e5%ba%a6%e5%ad%a6%e4%b9%a0%e8%ae%a9%e9%87%91%e8%9e%8d-%ce%b2-%e7%b3%bb%e6%95%b0%e4%bc%b0%e7%ae%97%e6%9b%b4%e7%b2%be%e7%a1%ae\/","title":{"rendered":"AI \u6df1\u5ea6\u5b66\u4e60\u8ba9\u91d1\u878d \u03b2 \u7cfb\u6570\u4f30\u7b97\u66f4\u7cbe\u786e"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/banner2.jpg\" alt=\"\" class=\"wp-image-1273\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u4f20\u7edf\u7684\u91d1\u878d\u8d1d\u5854\u7cfb\u6570\u4f30\u8ba1\u65b9\u6cd5\u5f80\u5f80\u4f9d\u8d56\u4e8e\u4e25\u683c\u7684\u5047\u8bbe\uff0c\u96be\u4ee5\u51c6\u786e\u6355\u6349 Beta \u7684\u52a8\u6001\u53d8\u5316\uff0c\u8fd9\u9650\u5236\u4e86\u5b83\u4eec\u5728\u5b9e\u9645\u5e94\u7528\u4e2d\u7684\u6709\u6548\u6027\u3002\u4e3a\u4e86\u89e3\u51b3\u8fd9\u4e9b\u95ee\u9898\uff0c\u672c\u6587\u5f00\u53d1\u4e86\u4e00\u79cd\u65b0\u65b9\u6cd5\uff1aNeuralBeta\uff0c\u5229\u7528\u795e\u7ecf\u7f51\u7edc\u8fdb\u884cBeta\u7684\u6709\u6548\u4f30\u8ba1\u3002\u8be5\u65b9\u6cd5\u80fd\u591f\u5904\u7406\u5355\u53d8\u91cf\u548c\u591a\u53d8\u91cf\u573a\u666f\uff0c\u5e76\u8ddf\u8e2a Beta \u7684\u52a8\u6001\u53d8\u5316\u3002<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u4e3a\u4e86\u63d0\u9ad8\u6a21\u578b\u7684\u53ef\u89e3\u91ca\u6027\uff0c\u672c\u6587\u5f15\u5165\u4e86\u4e00\u79cd\u7c7b\u4f3c\u4e8e\u6b63\u5219\u5316\u52a0\u6743\u7ebf\u6027\u56de\u5f52\u7684\u65b0\u8f93\u51fa\u5c42\uff0c\u4f7f\u6a21\u578b\u7684\u51b3\u7b56\u8fc7\u7a0b\u66f4\u52a0\u900f\u660e\u3002<\/mark>\u901a\u8fc7\u5728\u5408\u6210\u6570\u636e\u548c\u5e02\u573a\u6570\u636e\u4e0a\u8fdb\u884c\u4e86\u5927\u91cf\u5b9e\u9a8c\uff0c\u7ed3\u679c\u8868\u660e NeuralBeta \u5728\u5404\u79cd\u60c5\u51b5\u4e0b\uff0c\u5c24\u5176\u662f\u5728 Beta \u53d8\u5316\u8f83\u5927\u7684\u60c5\u51b5\u4e0b\uff0c\u8868\u73b0\u4f18\u4e8e\u4f20\u7edf\u65b9\u6cd5\u3002<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00 \u80cc\u666f\u77e5\u8bc6<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1.1 \u8d1d\u5854\u7cfb\u6570\uff08\u03b2\uff09<\/strong><\/h3>\n\n\n\n<p>\u8d1d\u5854\u7cfb\u6570\uff08\u03b2\uff09\u662f\u5728\u91d1\u878d\u5b66\u4e2d\u7528\u4e8e\u8861\u91cf\u5355\u4e2a\u8d44\u4ea7\u76f8\u5bf9\u4e8e\u6574\u4e2a\u5e02\u573a\u7684\u98ce\u9669\u5ea6\u91cf\u3002\u5b83\u8868\u793a\u8d44\u4ea7\u6536\u76ca\u4e0e\u5e02\u573a\u6536\u76ca\u4e4b\u95f4\u7684\u7ebf\u6027\u5173\u7cfb\uff0c\u662f\u8d44\u672c\u8d44\u4ea7\u5b9a\u4ef7\u6a21\u578b\uff08CAPM\uff09\u4e2d\u7684\u91cd\u8981\u53c2\u6570\u3002\u8d1d\u5854\u7cfb\u6570\u53ef\u4ee5\u5e2e\u52a9\u6295\u8d44\u8005\u4e86\u89e3\u8d44\u4ea7\u5728\u5e02\u573a\u6ce2\u52a8\u4e2d\u7684\u654f\u611f\u6027\uff0c\u4ece\u800c\u5728\u8d44\u4ea7\u5b9a\u4ef7\u3001\u7ec4\u5408\u4f18\u5316\u548c\u98ce\u9669\u7ba1\u7406\u7b49\u65b9\u9762\u63d0\u4f9b\u91cd\u8981\u53c2\u8003\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1.2 \u8d1d\u5854\u7cfb\u6570\u7684\u4f30\u8ba1\u65b9\u6cd5<\/strong><\/h3>\n\n\n\n<p><strong>\u666e\u901a\u6700\u5c0f\u4e8c\u4e58\u6cd5\uff08OLS\uff09<\/strong><br>\u666e\u901a\u6700\u5c0f\u4e8c\u4e58\u6cd5\uff08OLS\uff09\u662f\u6700\u5e38\u89c1\u7684\u8d1d\u5854\u7cfb\u6570\u4f30\u8ba1\u65b9\u6cd5\u3002\u901a\u8fc7\u5bf9\u8d44\u4ea7\u6536\u76ca\u548c\u5e02\u573a\u6536\u76ca\u8fdb\u884c\u7ebf\u6027\u56de\u5f52\uff0c\u53ef\u4ee5\u5f97\u5230\u8d1d\u5854\u7cfb\u6570\u7684\u4f30\u8ba1\u503c\u3002\u5177\u4f53\u6b65\u9aa4\u5982\u4e0b\uff1a<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u6536\u96c6\u8d44\u4ea7\u548c\u5e02\u573a\u7684\u5386\u53f2\u6536\u76ca\u6570\u636e\u3002<\/li>\n\n\n\n<li>\u5efa\u7acb\u7ebf\u6027\u56de\u5f52\u6a21\u578b\uff0c\u5176\u4e2d\u622a\u8ddd\u9879\u8868\u793a\u72ec\u7acb\u4e8e\u5e02\u573a\u6536\u76ca\u7684\u90e8\u5206\uff0c\u8d1d\u5854\u7cfb\u6570\u8868\u793a\u8d44\u4ea7\u6536\u76ca\u5bf9\u5e02\u573a\u6536\u76ca\u7684\u654f\u611f\u6027\uff0c\u8bef\u5dee\u9879\u8868\u793a\u968f\u673a\u6ce2\u52a8\u3002<\/li>\n\n\n\n<li>\u4f7f\u7528\u6700\u5c0f\u4e8c\u4e58\u6cd5\u4f30\u8ba1\u6a21\u578b\u53c2\u6570\u3002<\/li>\n<\/ol>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>\u6eda\u52a8\u56de\u5f52<\/strong><\/h4>\n\n\n\n<p>\u7531\u4e8e\u5e02\u573a\u6761\u4ef6\u548c\u8d44\u4ea7\u7279\u6027\u4f1a\u968f\u65f6\u95f4\u53d8\u5316\uff0c\u8d1d\u5854\u7cfb\u6570\u4e5f\u53ef\u80fd\u662f\u52a8\u6001\u7684\u3002\u6eda\u52a8\u56de\u5f52\u65b9\u6cd5\u901a\u8fc7\u5728\u79fb\u52a8\u7a97\u53e3\u5185\u8fdb\u884c\u591a\u6b21\u56de\u5f52\uff0c\u6355\u6349\u8d1d\u5854\u7cfb\u6570\u7684\u65f6\u95f4\u53d8\u5316\u3002\u5177\u4f53\u6b65\u9aa4\u5982\u4e0b\uff1a<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u9009\u62e9\u4e00\u4e2a\u56fa\u5b9a\u957f\u5ea6\u7684\u56de\u6eaf\u7a97\u53e3\u3002<\/li>\n\n\n\n<li>\u5728\u6bcf\u4e2a\u65f6\u95f4\u70b9\uff0c\u5bf9\u56de\u6eaf\u7a97\u53e3\u5185\u7684\u6570\u636e\u8fdb\u884c\u7ebf\u6027\u56de\u5f52\uff0c\u4f30\u8ba1\u8d1d\u5854\u7cfb\u6570\u3002<\/li>\n\n\n\n<li>\u5c06\u4f30\u8ba1\u7684\u8d1d\u5854\u7cfb\u6570\u7528\u4e8e\u4e0b\u4e00\u4e2a\u65f6\u95f4\u70b9\u7684\u9884\u6d4b\u3002<\/li>\n<\/ol>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>\u52a0\u6743\u6700\u5c0f\u4e8c\u4e58\u6cd5\uff08WLS\uff09<\/strong><\/h4>\n\n\n\n<p>\u52a0\u6743\u6700\u5c0f\u4e8c\u4e58\u6cd5\uff08WLS\uff09\u901a\u8fc7\u5bf9\u4e0d\u540c\u65f6\u95f4\u70b9\u7684\u6570\u636e\u8d4b\u4e88\u4e0d\u540c\u7684\u6743\u91cd\uff0c\u6765\u63d0\u9ad8\u8d1d\u5854\u7cfb\u6570\u4f30\u8ba1\u7684\u51c6\u786e\u6027\u3002\u4e00\u822c\u6765\u8bf4\uff0c\u8f83\u8fd1\u7684\u6570\u636e\u70b9\u88ab\u8d4b\u4e88\u66f4\u9ad8\u7684\u6743\u91cd\u3002\u5177\u4f53\u6b65\u9aa4\u5982\u4e0b\uff1a<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u5b9a\u4e49\u6743\u91cd\u77e9\u9635\uff0c\u5176\u4e2d\u5bf9\u89d2\u7ebf\u5143\u7d20\u8868\u793a\u5404\u65f6\u95f4\u70b9\u7684\u6570\u636e\u6743\u91cd\u3002<\/li>\n\n\n\n<li>\u4f7f\u7528\u52a0\u6743\u6700\u5c0f\u4e8c\u4e58\u6cd5\u8fdb\u884c\u56de\u5f52\uff0c\u4f30\u8ba1\u8d1d\u5854\u7cfb\u6570\u3002<\/li>\n<\/ol>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>\u673a\u5668\u5b66\u4e60\u65b9\u6cd5<\/strong><\/h4>\n\n\n\n<p>\u8fd1\u5e74\u6765\uff0c\u673a\u5668\u5b66\u4e60\u65b9\u6cd5\u88ab\u5f15\u5165\u8d1d\u5854\u7cfb\u6570\u7684\u4f30\u8ba1\u4e2d\uff0c\u4ee5\u6355\u6349\u66f4\u590d\u6742\u7684\u975e\u7ebf\u6027\u5173\u7cfb\u548c\u52a8\u6001\u53d8\u5316\u3002\u4f8b\u5982\uff0c\u795e\u7ecf\u7f51\u7edc\u53ef\u4ee5\u901a\u8fc7\u8bad\u7ec3\u5927\u91cf\u5386\u53f2\u6570\u636e\uff0c\u5b66\u4e60\u8d44\u4ea7\u6536\u76ca\u4e0e\u5e02\u573a\u6536\u76ca\u4e4b\u95f4\u7684\u590d\u6742\u6a21\u5f0f\uff0c\u4ece\u800c\u63d0\u4f9b\u66f4\u7cbe\u786e\u7684\u8d1d\u5854\u7cfb\u6570\u4f30\u8ba1\u3002\u8fd9\u4e9b\u65b9\u6cd5\u5728\u5904\u7406\u9ad8\u7ef4\u6570\u636e\u548c\u975e\u7ebf\u6027\u5173\u7cfb\u65b9\u9762\u8868\u73b0\u51fa\u8272\uff0c\u8fdb\u4e00\u6b65\u63d0\u5347\u4e86\u8d1d\u5854\u7cfb\u6570\u4f30\u8ba1\u7684\u51c6\u786e\u6027\u548c\u9c81\u68d2\u6027\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c \u672c\u6587\u65b9\u6cd5<\/strong><\/h2>\n\n\n\n<p>\u5728\u8d44\u4ea7\u5b9a\u4ef7\u4e2d\uff0c\ud835\udefd\u88ab\u7528\u4e8e\u8bc4\u4f30\u8d44\u4ea7\u7684\u56de\u62a5\uff0c\u4f8b\u5982\u57fa\u4e8e\u5e02\u573a\u7ec4\u5408\u7684\u56de\u62a5\uff08\u8d44\u672c\u8d44\u4ea7\u5b9a\u4ef7\u6a21\u578b\uff0cCAPM\uff09\u6216\u4e00\u7ec4\u98ce\u9669\u56e0\u5b50\u548c\u5e02\u573a\u6307\u6570\uff08\u5957\u5229\u5b9a\u4ef7\u7406\u8bba\uff0cAPT\uff09\u3002\u7531\u4e8e\u5404\u7c7b\u5e02\u573a\u52a8\u6001\u7684\u5f71\u54cd\uff0c\ud835\udefd\u4f1a\u968f\u65f6\u95f4\u53d8\u5316\uff0c\u8fd9\u7ed9\u4f30\u8ba1\u5e26\u6765\u4e86\u6311\u6218\u3002\u4e3a\u4e86\u5e94\u5bf9\u8fd9\u4e9b\u6311\u6218\uff0c\u6211\u4eec\u63d0\u51fa\u4e86\u4e00\u79cd\u65b0\u7684\u6df1\u5ea6\u795e\u7ecf\u7f51\u7edc\u65b9\u6cd5\uff0c\u79f0\u4e3aNeuralBeta\uff0c\u5176\u80fd\u591f\u6355\u6349\u91d1\u878d\u6570\u636e\u4e2d\u7684\u590d\u6742\u975e\u7ebf\u6027\u5173\u7cfb\uff0c\u63d0\u4f9b\u66f4\u7cbe\u51c6\u548c\u7a33\u5065\u7684\ud835\udefd\u4f30\u8ba1\u3002\u6b64\u5916\uff0c\u6211\u4eec\u8fd8\u5f00\u53d1\u4e86\u4e00\u4e2a\u53ef\u89e3\u91ca\u7248\u672c\uff0c\u79f0\u4e3aNeuralBeta-Interpretable 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class=\"wp-image-1277\"\/><\/figure>\n\n\n\n<p>\u4e0a\u56fe\u5c55\u793a\u4e86\u5982\u4f55\u8fdb\u884c\u03b2\u4f30\u8ba1\u7684\u4e00\u822c\u65b9\u6cd5\u3002\u8f93\u5165\u662f\u4e00\u4e2a\u56de\u6eaf\u7a97\u53e3\u5185\u7684x\u548cy\u6570\u636e\u3002\u7136\u540e\u5c06\u8fd9\u4e9b\u6570\u636e\u8f93\u5165\u6a21\u578bf\u6765\u4f30\u8ba1\u03b2\u3002\u8fd9\u4e2a\u6a21\u578b\u53ef\u4ee5\u6709\u4e00\u4e9b\u53c2\u6570\uff0c\u6bd4\u5982\u795e\u7ecf\u7f51\u7edc\uff0c\u5982\u56fe1c\u6240\u793a\u7684NeuralBeta\uff0c\u6216\u8005\u53ef\u4ee5\u6ca1\u6709\u53c2\u6570\uff0c\u6bd4\u5982\u666e\u901a\u6700\u5c0f\u4e8c\u4e58\u6cd5\uff08OLS\uff0c\u56fe1b\uff09\u3002\u57fa\u4e8e\u4e0a\u8ff0\u8ba8\u8bba\uff0c\u6211\u4eec\u63d0\u51fa\u4e86\u4e00\u4e2a\u4f7f\u7528\u795e\u7ecf\u7f51\u7edc\u6765\u8868\u793a\u03b2\u4f30\u8ba1\u5668\u7684\u6846\u67b6\u3002\u8bbe\u03b8\u4e3a\u53c2\u6570\u96c6\uff0cNeuralBeta\u6a21\u578b\u88ab\u516c\u5f0f\u5316\u4e3a\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-1.webp\" alt=\"\" class=\"wp-image-1279\"\/><\/figure>\n\n\n\n<p>\u5982\u56fe\u6240\u793a\uff0cNeuralBeta\u6a21\u578b\u4e0d\u662f\u4f7f\u7528\u4e00\u4e9b\u9884\u5b9a\u7684\u516c\u5f0f\uff0c\u800c\u662f\u52a8\u6001\u5730\u4f30\u8ba1\u76ee\u6807\u65f6\u671f\u7684\u03b2\u3002\u66f4\u91cd\u8981\u7684\u662f\uff0c\u4e0e\u56de\u5f52\u65b9\u6cd5\u4e0d\u540c\uff0cNeuralBeta\u5305\u542b\u8bb8\u591a\u53c2\u6570\uff0c\u53ef\u4ee5\u5728\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\u9002\u5f53\u5730\u5b66\u4e60\u3002\u5355\u4e2aNeuralBeta\u6a21\u578b\u88ab\u7528\u4e8e\u6240\u6709\u7684x\u548cy\u5bf9\uff0c\u6240\u4ee5\u6a21\u578b\u5728\u6bcf\u5bf9\u4e0a\u5168\u9762\u8bad\u7ec3\uff0c\u800c\u4e0d\u662f\u5728\u4e00\u4e2a\u5355\u72ec\u7684\u5bf9\u4e0a\u3002\u8fd9\u79cd\u6574\u4f53\u65b9\u6cd5\u4f7fNeuralBeta\u6a21\u578b\u80fd\u591f\u4ece\u5404\u79cd\u5bf9\u4e2d\u51fa\u73b0\u7684\u5171\u540c\u6a21\u5f0f\u4e2d\u5b66\u4e60\u3002\u57fa\u4e8e\u5355\u4e2a\u76ee\u6807\u8d44\u4ea7\u60c5\u51b5\u7684\u8ba8\u8bba\uff0c\u6211\u4eec\u53ef\u4ee5\u8fdb\u4e00\u6b65\u6269\u5c55\u8be5\u65b9\u6cd5\u4ee5\u5904\u7406\u591a\u4e2a\u65f6\u95f4\u5e8f\u5217\u7684\u8054\u5408\u5bf9\u51b2\u6216\u9884\u6d4b\u4efb\u52a1\u3002\u4e00\u4e2a\u5178\u578b\u7684\u4f8b\u5b50\u662f\u56e0\u5b50\u6a21\u578b\u3002\u5047\u8bbe\u6709\u591a\u4e2a\u76ee\u6807\u8d44\u4ea7\u7684\u65f6\u95f4\u5e8f\u5217y_i_t\uff0c\u53ef\u4ee5\u901a\u8fc7\u5171\u540c\u56e0\u5b50\u65f6\u95f4\u5e8f\u5217\u548c\u7279\u6709\u53d8\u91cf\u6765\u89e3\u91ca\u3002\u5bf9\u4e8e\u6bcf\u4e2a\u8d44\u4ea7i\uff0c\u6211\u4eec\u6709\u7c7b\u4f3c\u7684\u7b26\u53f7\u8868\u793a\u89e3\u91ca\u53d8\u91cfx_i_t\uff0c\u6570\u636e\u96c6D_i\u3002\u76ee\u6807\u51fd\u6570\u88ab\u6269\u5c55\u5230\u591a\u4e2a\u65f6\u95f4\u5e8f\u5217\u60c5\u51b5\u4e3a\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/2-1.jpg\" alt=\"\" class=\"wp-image-1278\"\/><\/figure>\n\n\n\n<p>\u6ce8\u610f\uff0c\u8fd9\u91cc\u7684\u81ea\u53d8\u91cf\u662f\u5bf9\u5e94\u4e8e\u6bcf\u4e2a\u8d44\u4ea7\u7684\u51fd\u6570\u5411\u91cff_i\uff0c\u800c\u4e0d\u662f\u5355\u4e2a\u51fd\u6570\uff0c\u4f46\u6211\u4eec\u4ecd\u7136\u53ef\u4ee5\u4f7f\u7528\u4e00\u4e2a\u5927\u7684\u795e\u7ecf\u7f51\u7edc\u6765\u8868\u793a\u8be5\u5411\u91cf\uff0c\u5373f_i = f_{i+1} = &#8230; = f_m\u3002\u6211\u4eec\u5728\u8bad\u7ec3\u6a21\u578b\u65f6\u4f7f\u7528\u7684\u635f\u5931\u51fd\u6570\u662f\u5747\u65b9\u8bef\u5dee\uff08MSE\uff09\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640.webp\" alt=\"\" class=\"wp-image-1281\"\/><\/figure>\n\n\n\n<p><strong>\u53ef\u89e3\u91ca\u7684\u795e\u7ecf\u7f51\u7edc\u67b6\u6784<\/strong><br>\u4f7f\u7528\u795e\u7ecf\u7f51\u7edc\u8fdb\u884c\u03b2\u4f30\u8ba1\u7684\u4e00\u4e2a\u95ee\u9898\u662f\u7f3a\u4e4f\u53ef\u89e3\u91ca\u6027\u3002\u4e3a\u4e86\u89e3\u51b3\u8fd9\u4e2a\u95ee\u9898\uff0c\u6211\u4eec\u5f15\u5165\u4e86\u4e00\u79cd\u65b0\u7684\u8f93\u51fa\u5c42\uff0c\u4f7f\u7528\u6b63\u5219\u5316\u52a0\u6743\u7ebf\u6027\u56de\u5f52\uff1a<br><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-2.webp\" alt=\"\" class=\"wp-image-1280\"\/><\/figure>\n\n\n\n<p>\u5176\u4e2d\u6743\u91cdW_{t\u2212h,t}\u4e3a\u6b63\u503c\uff0c\u03a3\u662f\u6b63\u5b9a\u77e9\u9635\u3002\u03bc\u548c\u03a3\u53ef\u4ee5\u89e3\u91ca\u4e3a\u03b2\u7684\u9ad8\u65af\u5148\u9a8c\u7684\u5747\u503c\u548c\u534f\u65b9\u5dee\u3002\u6ce8\u610f\uff0c\u6743\u91cd\u662f\u6b63\u7684\uff0c\u4f46\u65e0\u754c\uff1b\u8fd9\u662f\u4e3a\u4e86\u8ba9\u6a21\u578b\u9009\u62e9\u4f9d\u8d56\u5148\u9a8c\u7684\u7a0b\u5ea6\uff0c\u5373\u5c0f\u6743\u91cd\u5bfc\u81f4\u66f4\u591a\u7684\u6b63\u5219\u5316\uff0c\u800c\u5927\u6743\u91cd\u5bfc\u81f4\u8f83\u5c11\u7684\u6b63\u5219\u5316\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-3-1.webp\" alt=\"\" class=\"wp-image-1290\"\/><\/figure>\n\n\n\n<p>\u5728NeuralBeta\u4e2d\uff0c\u03bc\u548c\u03a3\u662f\u9700\u8981\u8bad\u7ec3\u7684\u5168\u5c40\u53c2\u6570\uff0c\u6211\u4eec\u9650\u5236\u03a3\u4e3a\u5bf9\u89d2\u77e9\u9635\u3002\u56fe2\u5c55\u793a\u4e86\u6211\u4eec\u7684\u65b9\u6cd5\u7684\u9ad8\u7ea7\u56fe\u8868\uff0c\u6211\u4eec\u79f0\u4e4b\u4e3aNeuralBeta-Interpretable\uff08NBI\uff09\u3002\u7c7b\u4f3c\u4e8eNeuralBeta\u4e2d\u7684\u795e\u7ecf\u7f51\u7edc\u662f\u03b2\u4f30\u8ba1\u5668\u7684\u66ff\u4ee3\u54c1\uff0cNBI\u4e2d\u7684&#8221;\u795e\u7ecf&#8221;\u53ef\u4ee5\u89e3\u91ca\u4e3a\u5728\u7ed9\u5b9a\u4e0a\u4e0b\u6587\u7a97\u53e3\u7684\u60c5\u51b5\u4e0b\u9690\u5f0f\u8c03\u6574\u6743\u91cd\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09 \u5b9e\u9a8c\u5206\u6790<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.1 \u5408\u6210\u6570\u636e\u5b9e\u9a8c<\/strong><\/h3>\n\n\n\n<p>\u672c\u6587\u5728\u5408\u6210\u6570\u636e\u4e0a\u8fdb\u884c\u4e86\u4e09\u79cd\u4e0d\u540c\u7c7b\u578b\u7684\u03b2\u4f30\u8ba1\u5b9e\u9a8c\uff1a\u5e38\u6570\u03b2\u3001\u9636\u8dc3\u03b2\u548c\u5468\u671f\u6027\u03b2\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-4.webp\" alt=\"\" class=\"wp-image-1283\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-5.webp\" alt=\"\" class=\"wp-image-1284\"\/><\/figure>\n\n\n\n<p>\u5e38\u6570\u03b2\uff1aNeuralBeta\u5728\u5e38\u6570\u03b2\u573a\u666f\u4e0b\u7565\u5fae\u4f18\u4e8eOLS\uff0c\u5c3d\u7ba1\u7406\u8bba\u4e0aOLS\u5df2\u7ecf\u63a5\u8fd1\u6700\u4f18\u89e3\u3002\u8fd9\u8868\u660eNeuralBeta\u5373\u4fbf\u5728\u7b80\u5355\u573a\u666f\u4e0b\u4e5f\u80fd\u6709\u6548\u5de5\u4f5c\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u9636\u8dc3\u03b2\uff1a\u5728\u9636\u8dc3\u03b2\u573a\u666f\u4e2d\uff0cNeuralBeta\u548cWLS\u663e\u8457\u4f18\u4e8eOLS\uff0c\u4e14\u8868\u73b0\u51e0\u4e4e\u76f8\u540c\u3002WLS\u4f7f\u7528\u4e86\u534a\u8870\u671f\u4e3a2\u7684\u52a0\u6743\u7b56\u7565\uff0cNeuralBeta\u81ea\u52a8\u8bc6\u522b\u5e76\u5e94\u7528\u4e86\u8fd9\u79cd\u7b56\u7565\u3002<\/li>\n\n\n\n<li>\u5468\u671f\u6027\u03b2\uff1aNeuralBeta\u5728\u5468\u671f\u6027\u03b2\u573a\u666f\u4e2d\u8868\u73b0\u51fa\u8272\uff0c\u8d85\u8fc7\u4e86OLS\u548cWLS\u3002\u5c3d\u7ba1WLS\u53ef\u4ee5\u8ddf\u8e2a\u6b63\u5f26\u6ce2\u7684\u8d8b\u52bf\uff0cNeuralBeta\u63d0\u4f9b\u4e86\u66f4\u5e73\u6ed1\u548c\u66f4\u51c6\u786e\u7684\u4f30\u8ba1\uff0c\u540c\u65f6\u4fdd\u6301\u4e86\u540c\u6837\u7684\u54cd\u5e94\u6c34\u5e73\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.2 \u5e02\u573a\u6570\u636e\u5b9e\u9a8c<\/strong><\/h3>\n\n\n\n<p>\u672c\u6587\u4f7f\u7528\u4e862010-2023\u5e74\u7684\u5e02\u573a\u6570\u636e\uff0c\u5305\u62ecS&amp;P 500\u6307\u6570\u3001\u5927\u5c0f\u56e0\u5b50\u548c\u4ef7\u503c\u56e0\u5b50\u6307\u6570\uff0c\u4ee5\u53caS&amp;P 500\u6210\u5206\u80a1\u7684\u65e5\u6536\u76ca\u7387\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-6-1.webp\" alt=\"\" class=\"wp-image-1291\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<p>\u5355\u53d8\u91cf\uff08CAPM\uff09\uff1a\u5728\u5355\u53d8\u91cf\u573a\u666f\u4e2d\uff0cNeuralBeta\u7684\u8868\u73b0\u7565\u4f18\u4e8eGRU\uff0c\u4e14\u53ef\u89e3\u91ca\u7684\u67b6\u6784\uff08NBI\uff09\u5728\u6d4b\u8bd5\u96c6\u4e0a\u7684\u8868\u73b0\u4f18\u4e8e\u666e\u901a\u67b6\u6784\u3002\u56fe7\u5c55\u793a\u4e86\u5728COVID-19\u521d\u671f\u548c2020\u5e7410\u6708\u671f\u95f4\uff0c\u6a21\u578b\u5bf9\u56de\u6eaf\u7a97\u53e3\u5185\u5404\u6ede\u540e\u6570\u636e\u70b9\u5206\u914d\u7684\u5e73\u5747\u6743\u91cd\u3002\u7ed3\u679c\u8868\u660e\uff0c\u6a21\u578b\u5728\u9ad8\u6ce2\u52a8\u65f6\u671f\u5bf9\u6700\u8fd1\u6570\u636e\u70b9\u5206\u914d\u8f83\u4f4e\u6743\u91cd\uff0c\u800c\u5728\u5e02\u573a\u7a33\u5b9a\u65f6\u671f\u5bf9\u6700\u8fd1\u6570\u636e\u70b9\u5206\u914d\u8f83\u9ad8\u6743\u91cd\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u591a\u53d8\u91cf\uff08\u56e0\u5b50\u6a21\u578b\uff09\uff1a\u5728\u591a\u53d8\u91cf\u56e0\u5b50\u6a21\u578b\u4e2d\uff0cNBI\u67b6\u6784\u8868\u73b0\u6700\u4f73\uff0c\u800c\u975e\u89e3\u91ca\u6027NeuralBeta\u6a21\u578b\u7684\u8868\u73b0\u7565\u900a\u4e8e\u57fa\u51c6\u65b9\u6cd5\u3002\u56fe8\u663e\u793a\u4e86S&amp;P 500\u6210\u5206\u80a1\u57282020\u5e74\u7684\u5e73\u5747\u6743\u91cd\u4e0eSPX 5\u65e5\u6ce2\u52a8\u7387\u7684\u5173\u7cfb\uff0c\u8868\u660e\u6a21\u578b\u80fd\u591f\u9002\u5e94\u5e02\u573a\u53d8\u5316\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.3 \u8d85\u53c2\u6570\u8c03\u4f18<\/strong><\/h3>\n\n\n\n<p>\u901a\u8fc7\u56fe9\uff0c\u672c\u6587\u5c55\u793a\u4e86\u4e0d\u540c\u8d85\u53c2\u6570\u8bbe\u7f6e\u4e0bNeuralBeta\u548cNBI\u7684\u9a8c\u8bc1\u96c6RMSE\uff08\u5747\u65b9\u6839\u8bef\u5dee\uff09\u3002\u7ed3\u679c\u8868\u660e\uff0c\u8f83\u957f\u7684\u56de\u6eaf\u7a97\u53e3\u3001\u66f4\u9002\u4e2d\u7684\u9690\u85cf\u5c42\u5927\u5c0f\u548c\u4e22\u5f03\u7387\u80fd\u591f\u63d0\u4f9b\u66f4\u597d\u7684\u7ed3\u679c\u3002\u5c3d\u7ba1\u5728\u9a8c\u8bc1\u96c6\u4e0aNBI\u7684\u8868\u73b0\u7565\u900a\u4e8e\u666e\u901aNeuralBeta\uff0c\u4f46\u5728\u6d4b\u8bd5\u96c6\u4e0aNBI\u8868\u73b0\u66f4\u4f73\uff0c\u4e14\u5728\u4e0d\u540c\u914d\u7f6e\u4e0b\u8868\u73b0\u66f4\u7a33\u5b9a\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-8-1024x319.webp\" alt=\"\" class=\"wp-image-1286\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db \u603b\u7ed3\u5c55\u671b<\/strong><\/h2>\n\n\n\n<p>\u672c\u6587\u63d0\u51fa\u4e86NeuralBeta\uff0c\u4e00\u79cd\u57fa\u4e8e\u6df1\u5ea6\u795e\u7ecf\u7f51\u7edc\u7684\u5168\u65b0\u03b2\u4f30\u8ba1\u65b9\u6cd5\u3002\u8be5\u6a21\u578b\u6709\u6548\u5730\u89e3\u51b3\u4e86\u4f20\u7edf\u03b2\u4f30\u8ba1\u65b9\u6cd5\u4e2d\u5b58\u5728\u7684\u82e5\u5e72\u6311\u6218\uff0c\u7279\u522b\u662f\u5e94\u5bf9\u03b2\u503c\u52a8\u6001\u53d8\u5316\u548c\u6a21\u578b\u900f\u660e\u6027\u95ee\u9898\u3002\u6b64\u5916\uff0c\u672c\u6587\u8fd8\u5f00\u53d1\u4e86\u4e00\u79cd\u53ef\u89e3\u91ca\u7684\u795e\u7ecf\u7f51\u7edc\u67b6\u6784NeuralBeta-Interpretable\uff08NBI\uff09\uff0c\u4e0d\u4ec5\u63d0\u9ad8\u4e86\u6a21\u578b\u7684\u900f\u660e\u5ea6\uff0c\u8fd8\u5728\u67d0\u4e9b\u60c5\u51b5\u4e0b\u63d0\u5347\u4e86\u6027\u80fd\u3002\u901a\u8fc7\u5728\u5408\u6210\u6570\u636e\u548c\u5e02\u573a\u6570\u636e\u4e0a\u7684\u5e7f\u6cdb\u5b9e\u9a8c\uff0c\u672c\u6587\u9a8c\u8bc1\u4e86NeuralBeta\u7684\u6548\u7387\u548c\u7a33\u5065\u6027\u3002\u7ed3\u679c\u8868\u660e\uff0c\u5728\u4e0d\u540c\u573a\u666f\u4e2d\uff0cNeuralBeta\u7684\u6027\u80fd\u5747\u4f18\u4e8e\u57fa\u51c6\u65b9\u6cd5\u3002\u672c\u6587\u8fd8\u5c55\u793a\u4e86NBI\u751f\u6210\u7684\u6743\u91cd\u793a\u4f8b\uff0c\u5e2e\u52a9\u7528\u6237\u7406\u89e3\u6a21\u578b\u7684\u51b3\u7b56\u673a\u5236\u3002<\/p>\n\n\n\n<p><strong>\u8bba\u6587\u6765\u6e90 |<\/strong>&nbsp;NeuralBeta: Estimating Beta using Deep Learning<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<br>\u8f6c\u53d1\u8bf7\u6ce8\u660e\u539f\u4f5c\u8005\u548c\u51fa\u5904\u3002<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" 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