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HELENA LEE
HELENA LEE

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QraftTechnologies¡¯ AI Robo Advisory
Chapter I. AI + Finance
1.1. AI ???? ? 40??? ???? ?? ????? ???? Two Sigma Investments ? ??? ??? ???? ??? ????? ?? ? 181??? ???? ?? ????? ????? Bridgewater Associates ? IBM? ???? ??? Watson? ???? ? ??? ?? AI???? ???? ?? ??????? ???? ??? ?? (2015-03) ? ????? ???? Renaissance Technologies? ????? ?? Leonard E. Baum ? ????? ?????, ?? AI ? ??? ??? ???? ??? ?? ? ??????????? ???? ??? 1994~????? ???? ??? 71.8% ???? ?? 3AI ???? ??
1.2. AI Analytics ? ?????? ??? ?? ????? ?? Kensho Technologies ? ???? ? ??? ???? ????? ???? ? ??? ??? ??? ? Kensho ? ??? CNBC? ?????? ? ?????? ????? ??? ???? ???, Kensho? ???????? 7200?? ???? ?? 4AI ???? ??
1.3. Robo-Advisor ? Mint.com, WealthFront, Betterment ?? ???? 2000?? ???? ???? ?? ?? ??? ???? ? ???? ??? ?????? AUM? ??? ??? ?? ? ????? ????????? ???? AUM? 5?? ????, ?? BEP? ????? ??? ??? ? 1?? ?? ? ???????? ???? ?? ? ????, UBS, ???, ???? ?? ?? ??????? ??????? ???? ??????, ???? ????? ??? ?????? ??? ????? ?? ??? ?? ?? ? ????? 2009? Intuit ?? 2100???, FutureAdvisor ? 2015? Blackrock? 2000??? ???? ? ????? ? ?? ??????? ??? ?? M&A ? ????? ???? ?? ?? 5AI ???? ??
1.4. Financial Institutions ? ?????? ???????? ?? ?????? ????, ????? ? ?? 3?6?? ? 9000?? IT????? ? ?. ?????? IT?????? ????? ?? ???? ??? ???, ?????? ?? ??? 8%? ??? 3? ? ??? ??? IT? ??. ? ETF ?? ??? ??1?? ????? ???? ?????? ????, AI ? ???? ??? ??? ????? ?? ??, FutureAdvisor ?? ??????? ??? 2000??? ???? ? AI ??? ??? ??? ???? ??. ? ?? 1?? PEF ? ???? ??? TPG, ????????? ????? ????? ???? FIS ? ????? ?? ??????????? 11??? ???? ?, ??? ??? ?? ????? ????? ?? ?. 6AI ???? ??
AI Overview 7
AI Overview 8
History of Advisor Program 9
History of Advisor Program 10
History of Advisor Program 11
Chapter II. Applying AI for Financial Industry
??? + ?? BigData Analysis B2B AI CRM B2B AI Robo Advisor B2C AI Robo Advisor B2B ???? ??/?? ??? ??? ?????? ?? ??? Peer-group ???? ??? ??? ?? ??? (??/??) ???? ????? (Fraud Detecting) ??/???? ???? (Auto-Clustering) ??? ??????? ??? ??? ?? ?? ??? ???? ?? ???? ??? ???? ??????? ??? ?? ??????? ????? 13AI Business Area
What is Robo-Advisor 14 Maximize: Performance(Portfolio) Constraint: Individual Financial Needs
Deep learning Overview 15 PROS. - ??? ??? ????? ?? ??? ??? ?? ?? ?? - Data? ??? ???? ??? ?? ?? ? ?? ?? CONS. - Big Data / Real Time Data Feeding - Engine Model / Data Quality / Data Scientist / Domain Knowledge - Cost
Deep learning Overview 16 No-Model Tagged-Data Deep Learning Non-Linear Built-in Algorithm Research-driven Data-fitting Linear AI ROBOT
1) Macro/Micro Data 2) Fundamental Data 3) Other time-series data Deep learning in Finance - Qraft Deep Portfolio Engine Market Data (in time series) Generated Portfolio ????? Best Portfolio Comparison VS. Back Propagation (?? ??? ????? ??? ??) 17 ??????: 10-2016-0130445 ????: ?? ????? ??? ??, ?? ????? ??? ??? ????? ?? ? ?? ?? ?? ?????: APPARATUS AND METHOD FOR PORTFOLIO PREDICTION AND MODEL GENERATION OF ROBOADVISOR SERVICE
Deep learning in Finance - Qraft Deep Portfolio Engine 18 Deep Learning Engine Vector Representation of Longitudinal Financial Data for Machine Learning ??? ??? ?????? ????? ?? ??? ??? ???? ?? Recurrent Neural Network Optimization ??? ??? ??? ?? ???? RNN ?????? ?????? ?? ?????? ?? Convolutional Auto-encoder ?????? ???? CNN ????? ??? ????? ???? Auto-encoder? ????, ??? ????? ?? ??? ??? ?? Time-course CNN ?????? ???? CNN ?????? ???? ????, ?????? ??? ??? ?? Sparse Neural Network with Regularization ?????? ????? ???? ??? ? ????? ??? ???? ???? ????? ?? Ensemble Neural Network ??? ?????? ??? ??? ?? ??? ?????? ??? ?????, ? ??? ???? ???? ??? ??? ?? Genetic Algorithm for Neural Network ??-??-??? ??? ?? ??? ??? ?? ??????? ?????? ???? ?? Mutual Information for Feature Selection ??? ????? ??? ??? ?? ???? ???? ??, ????? ??? ??? ? ?? ?????? ???? ?? Hybrid Neural Network ??? ??? ??? ?????? ????? ???, ? ??? ?? ????? ???? ? ??? ?? ???? ???? ?? ??? ??? ?? Dropout Neural Network ?????? ???? ? ?? ??? ???? ???????, ????? ???? ???? ???? ???? ?? Xaiver Initialization ??? ????? ??? ??? ?? ? ?? ????? ??? ????? ????, ? ??? ??? ???? ????? 1/(¡Ì?) ? ??? ?? Adam Optimization ?? ????? ????? ???? ????? ?? ???? AdaGrad? ??? ??? ??? ???? ??? ????
? ??? Equity Alpha ????? ?? ??? ?? ?????(2014.02~2016.12)* ?? 2014-01 2014-02 2014-03 2014-04 2014-05 2014-06 2014-07 2014-08 2014-09 2014-10 2014-11 2014-12 ???(%) 5.7 3.4 5.15 3.68 0.29 1.8 2.44 3.1 0.53 -1.6 2.12 ?? 2015-01 2015-02 2015-03 2015-04 2015-05 2015-06 2015-07 2015-08 2015-09 2015-10 2015-11 2015-12 ???(%) 8.15 32.57 17.93 24.05 14.37 0.38 -2.09 -4.65 -2.04 9.07 -3.78 7.15 ?? 2016-01 2016-02 2016-03 2016-04 2016-05 2016-06 2016-07 2016-08 2016-09 2016-10 2016-11 2016-12 ???(%) -2.42 -0.8 19.11 4.35 3.49 -1.07 10.15 3.56 7.02 -2.59 1.75 3.98 *?? ?????? ???? ??? ????? ??? ????? ???? ???? ???? ??? ??? ??? ??? ????? ???? ?? ?????. Real Track Record Monthly (2014-02~ Current) ?? 2014 2015 2016 ??? (%, ??) 24.49 95.96 46.53 ??? (%, ??) 2.04 11.50 5.87 ?? 2014 2015 2016 ???(%) 564.40 778.28 257.08 ????????? 110.7 124.6 130.2 ?? ????(%) 90.9 66.7 66.7 ????(%, ??) 2.82 14.21 6.68 ????(%, ??) -1.6 -3.14 -1.72 19
Real Track Record Monthly (2014-02~ Current) -20 0 20 40 60 80 100 120 140 160 180 200 2014?2? 2014?3? 2014?4? 2014?5? 2014?6? 2014?7? 2014?8? 2014?9? 2014?10? 2014?11? 2014?12? 2015?1? 2015?2? 2015?3? 2015?4? 2015?5? 2015?6? 2015?7? 2015?8? 2015?9? 2015?10? 2015?11? 2015?12? 2016?1? 2016?2? 2016?3? 2016?4? 2016?5? 2016?6? 2016?7? 2016?8? 2016?9? 2016?10? 2016?11? 2016?12? ??? ????? ?? ?? ???? ?????(%) Qraft KOSPI?? KOSDAQ ?? 20
Deep learning Portfolio Engine Competitive Edge - Hybrid 21 AI ?? ????? ??? ???? ?????? ????? ??
Real Track Record : Institutional ? ????? ???? ???? ??? ¡°???? AI?????¡± ??? ?? ?? ?? 6.81% ???? ??? ??? AI ?? ?? ? ?? ?? ???? ???? ?? ? (2017? 6? ?? 6?? ????? 17.74%) ? ???? ????? ?? ?? ¡°????AI?????????¡± ??? ??? ??? ?? ?? ? ????? ??? ??? ?? ??: ???? 22
Real Track Record : Institutional 23
Real Track Record : Institutional 24
2013-12 : Qraft Capital (Ç°Éí) CSI300 Futures Algo Trading, Equity Algo Trading, CME/SGX Futures Algo Trading 2016-01 : ??????????? ???? Robo Advisory Service ? Solution ??/??? ?? ?? ???? ? ????? ?? 2016-04 : ??? ????? ??(DPE) ?? ???? (????? ????? ??? ???? ???? ? ??) ??? ???? ???? ????? ?? ?? ? ?? ????? ?? 2016-04 : ????? Eikon ?????? ???????? ??? ???? (B2B2C) ???? ??? ????? ??? Thomson-Reuters Eikon ?????? ???? ??? 2016-05 : ???? ??????? ??? (???? ??) ????? ???? ???? ???? ??????? B2C ??? ?? 2016-05 : B2B ???????? ??? ??????? ?? ??? ?? ??? ????? ??(DPE) ?? ???? ??????? ?? ????? ?? 2016-10 : ??? ????? ??(DPE) ?? ???? ???? 10-2016-0130445 ?? ????? ??? ??, ?? ????? ??? ??? ????? ?? ? ?? ?? ?? 2016-10 : ?????????????? ???? (????????-?????-??????????) ????????? ???? ??? ???? ??? ??????????? ???? ? ???? ?? 2016-11 : ???? ??????? ??? ?? (B2B2C, ???????? ??) ???????? HTS MTS ? ???? B2C ??????? ??? ???? 2016-12 : ???? ????? ?? ? ?? ??? ????(B2B) ???? ?????? ?? ???? ?? ? ????? ?? 2017-02 : KEB ???? ??????? ??? ????(B2B) KEB???? ??? ???? ?? ??????? ??? ?? 2017-04 : ?????? AI? ??(B2B2C) ????AI?(??? ???) 2017-07 : ???? ??????? ??? (B2B2C, ??????, ????, ?????, ??????, ???? ??) 25Corporate History
26 ? Customer-driven ? ??????????? ??? ?? ? ?? ?? ??, ??? ??? ?? ????. ? ??????????? ???? ?? ?? ??? ???? ???? ??????? ???? ???? ????. ? ???????? ? ????? ?? ???????? ???? ????? ???? ??? ????? ???? ?? ? ???. ? Research-driven ? ??????????? ?????? ??? ? ?? ??????? ? ???? ??? ?? ????? ????. ? ??? ????? ?? ??? ?? ??? ?????, ??? ?? ??? ? ?? ?? ??? ?? R&D ? ?? ??? ?? ????. Corporate Philosophy
End Contact 02-487-8555 Direct 010-7163-2109 Email cio@qraft.co.kr Web www.qraftec.com Thank you for your kind attention! 27

More Related Content

8? 24? ??????? ???: ?? ?????? - ???? ??????

  • 2. Chapter I. AI + Finance
  • 3. 1.1. AI ???? ? 40??? ???? ?? ????? ???? Two Sigma Investments ? ??? ??? ???? ??? ????? ?? ? 181??? ???? ?? ????? ????? Bridgewater Associates ? IBM? ???? ??? Watson? ???? ? ??? ?? AI???? ???? ?? ??????? ???? ??? ?? (2015-03) ? ????? ???? Renaissance Technologies? ????? ?? Leonard E. Baum ? ????? ?????, ?? AI ? ??? ??? ???? ??? ?? ? ??????????? ???? ??? 1994~????? ???? ??? 71.8% ???? ?? 3AI ???? ??
  • 4. 1.2. AI Analytics ? ?????? ??? ?? ????? ?? Kensho Technologies ? ???? ? ??? ???? ????? ???? ? ??? ??? ??? ? Kensho ? ??? CNBC? ?????? ? ?????? ????? ??? ???? ???, Kensho? ???????? 7200?? ???? ?? 4AI ???? ??
  • 5. 1.3. Robo-Advisor ? Mint.com, WealthFront, Betterment ?? ???? 2000?? ???? ???? ?? ?? ??? ???? ? ???? ??? ?????? AUM? ??? ??? ?? ? ????? ????????? ???? AUM? 5?? ????, ?? BEP? ????? ??? ??? ? 1?? ?? ? ???????? ???? ?? ? ????, UBS, ???, ???? ?? ?? ??????? ??????? ???? ??????, ???? ????? ??? ?????? ??? ????? ?? ??? ?? ?? ? ????? 2009? Intuit ?? 2100???, FutureAdvisor ? 2015? Blackrock? 2000??? ???? ? ????? ? ?? ??????? ??? ?? M&A ? ????? ???? ?? ?? 5AI ???? ??
  • 6. 1.4. Financial Institutions ? ?????? ???????? ?? ?????? ????, ????? ? ?? 3?6?? ? 9000?? IT????? ? ?. ?????? IT?????? ????? ?? ???? ??? ???, ?????? ?? ??? 8%? ??? 3? ? ??? ??? IT? ??. ? ETF ?? ??? ??1?? ????? ???? ?????? ????, AI ? ???? ??? ??? ????? ?? ??, FutureAdvisor ?? ??????? ??? 2000??? ???? ? AI ??? ??? ??? ???? ??. ? ?? 1?? PEF ? ???? ??? TPG, ????????? ????? ????? ???? FIS ? ????? ?? ??????????? 11??? ???? ?, ??? ??? ?? ????? ????? ?? ?. 6AI ???? ??
  • 9. History of Advisor Program 9
  • 10. History of Advisor Program 10
  • 11. History of Advisor Program 11
  • 12. Chapter II. Applying AI for Financial Industry
  • 13. ??? + ?? BigData Analysis B2B AI CRM B2B AI Robo Advisor B2C AI Robo Advisor B2B ???? ??/?? ??? ??? ?????? ?? ??? Peer-group ???? ??? ??? ?? ??? (??/??) ???? ????? (Fraud Detecting) ??/???? ???? (Auto-Clustering) ??? ??????? ??? ??? ?? ?? ??? ???? ?? ???? ??? ???? ??????? ??? ?? ??????? ????? 13AI Business Area
  • 14. What is Robo-Advisor 14 Maximize: Performance(Portfolio) Constraint: Individual Financial Needs
  • 15. Deep learning Overview 15 PROS. - ??? ??? ????? ?? ??? ??? ?? ?? ?? - Data? ??? ???? ??? ?? ?? ? ?? ?? CONS. - Big Data / Real Time Data Feeding - Engine Model / Data Quality / Data Scientist / Domain Knowledge - Cost
  • 16. Deep learning Overview 16 No-Model Tagged-Data Deep Learning Non-Linear Built-in Algorithm Research-driven Data-fitting Linear AI ROBOT
  • 17. 1) Macro/Micro Data 2) Fundamental Data 3) Other time-series data Deep learning in Finance - Qraft Deep Portfolio Engine Market Data (in time series) Generated Portfolio ????? Best Portfolio Comparison VS. Back Propagation (?? ??? ????? ??? ??) 17 ??????: 10-2016-0130445 ????: ?? ????? ??? ??, ?? ????? ??? ??? ????? ?? ? ?? ?? ?? ?????: APPARATUS AND METHOD FOR PORTFOLIO PREDICTION AND MODEL GENERATION OF ROBOADVISOR SERVICE
  • 18. Deep learning in Finance - Qraft Deep Portfolio Engine 18 Deep Learning Engine Vector Representation of Longitudinal Financial Data for Machine Learning ??? ??? ?????? ????? ?? ??? ??? ???? ?? Recurrent Neural Network Optimization ??? ??? ??? ?? ???? RNN ?????? ?????? ?? ?????? ?? Convolutional Auto-encoder ?????? ???? CNN ????? ??? ????? ???? Auto-encoder? ????, ??? ????? ?? ??? ??? ?? Time-course CNN ?????? ???? CNN ?????? ???? ????, ?????? ??? ??? ?? Sparse Neural Network with Regularization ?????? ????? ???? ??? ? ????? ??? ???? ???? ????? ?? Ensemble Neural Network ??? ?????? ??? ??? ?? ??? ?????? ??? ?????, ? ??? ???? ???? ??? ??? ?? Genetic Algorithm for Neural Network ??-??-??? ??? ?? ??? ??? ?? ??????? ?????? ???? ?? Mutual Information for Feature Selection ??? ????? ??? ??? ?? ???? ???? ??, ????? ??? ??? ? ?? ?????? ???? ?? Hybrid Neural Network ??? ??? ??? ?????? ????? ???, ? ??? ?? ????? ???? ? ??? ?? ???? ???? ?? ??? ??? ?? Dropout Neural Network ?????? ???? ? ?? ??? ???? ???????, ????? ???? ???? ???? ???? ?? Xaiver Initialization ??? ????? ??? ??? ?? ? ?? ????? ??? ????? ????, ? ??? ??? ???? ????? 1/(¡Ì?) ? ??? ?? Adam Optimization ?? ????? ????? ???? ????? ?? ???? AdaGrad? ??? ??? ??? ???? ??? ????
  • 19. ? ??? Equity Alpha ????? ?? ??? ?? ?????(2014.02~2016.12)* ?? 2014-01 2014-02 2014-03 2014-04 2014-05 2014-06 2014-07 2014-08 2014-09 2014-10 2014-11 2014-12 ???(%) 5.7 3.4 5.15 3.68 0.29 1.8 2.44 3.1 0.53 -1.6 2.12 ?? 2015-01 2015-02 2015-03 2015-04 2015-05 2015-06 2015-07 2015-08 2015-09 2015-10 2015-11 2015-12 ???(%) 8.15 32.57 17.93 24.05 14.37 0.38 -2.09 -4.65 -2.04 9.07 -3.78 7.15 ?? 2016-01 2016-02 2016-03 2016-04 2016-05 2016-06 2016-07 2016-08 2016-09 2016-10 2016-11 2016-12 ???(%) -2.42 -0.8 19.11 4.35 3.49 -1.07 10.15 3.56 7.02 -2.59 1.75 3.98 *?? ?????? ???? ??? ????? ??? ????? ???? ???? ???? ??? ??? ??? ??? ????? ???? ?? ?????. Real Track Record Monthly (2014-02~ Current) ?? 2014 2015 2016 ??? (%, ??) 24.49 95.96 46.53 ??? (%, ??) 2.04 11.50 5.87 ?? 2014 2015 2016 ???(%) 564.40 778.28 257.08 ????????? 110.7 124.6 130.2 ?? ????(%) 90.9 66.7 66.7 ????(%, ??) 2.82 14.21 6.68 ????(%, ??) -1.6 -3.14 -1.72 19
  • 20. Real Track Record Monthly (2014-02~ Current) -20 0 20 40 60 80 100 120 140 160 180 200 2014?2? 2014?3? 2014?4? 2014?5? 2014?6? 2014?7? 2014?8? 2014?9? 2014?10? 2014?11? 2014?12? 2015?1? 2015?2? 2015?3? 2015?4? 2015?5? 2015?6? 2015?7? 2015?8? 2015?9? 2015?10? 2015?11? 2015?12? 2016?1? 2016?2? 2016?3? 2016?4? 2016?5? 2016?6? 2016?7? 2016?8? 2016?9? 2016?10? 2016?11? 2016?12? ??? ????? ?? ?? ???? ?????(%) Qraft KOSPI?? KOSDAQ ?? 20
  • 21. Deep learning Portfolio Engine Competitive Edge - Hybrid 21 AI ?? ????? ??? ???? ?????? ????? ??
  • 22. Real Track Record : Institutional ? ????? ???? ???? ??? ¡°???? AI?????¡± ??? ?? ?? ?? 6.81% ???? ??? ??? AI ?? ?? ? ?? ?? ???? ???? ?? ? (2017? 6? ?? 6?? ????? 17.74%) ? ???? ????? ?? ?? ¡°????AI?????????¡± ??? ??? ??? ?? ?? ? ????? ??? ??? ?? ??: ???? 22
  • 23. Real Track Record : Institutional 23
  • 24. Real Track Record : Institutional 24
  • 25. 2013-12 : Qraft Capital (Ç°Éí) CSI300 Futures Algo Trading, Equity Algo Trading, CME/SGX Futures Algo Trading 2016-01 : ??????????? ???? Robo Advisory Service ? Solution ??/??? ?? ?? ???? ? ????? ?? 2016-04 : ??? ????? ??(DPE) ?? ???? (????? ????? ??? ???? ???? ? ??) ??? ???? ???? ????? ?? ?? ? ?? ????? ?? 2016-04 : ????? Eikon ?????? ???????? ??? ???? (B2B2C) ???? ??? ????? ??? Thomson-Reuters Eikon ?????? ???? ??? 2016-05 : ???? ??????? ??? (???? ??) ????? ???? ???? ???? ??????? B2C ??? ?? 2016-05 : B2B ???????? ??? ??????? ?? ??? ?? ??? ????? ??(DPE) ?? ???? ??????? ?? ????? ?? 2016-10 : ??? ????? ??(DPE) ?? ???? ???? 10-2016-0130445 ?? ????? ??? ??, ?? ????? ??? ??? ????? ?? ? ?? ?? ?? 2016-10 : ?????????????? ???? (????????-?????-??????????) ????????? ???? ??? ???? ??? ??????????? ???? ? ???? ?? 2016-11 : ???? ??????? ??? ?? (B2B2C, ???????? ??) ???????? HTS MTS ? ???? B2C ??????? ??? ???? 2016-12 : ???? ????? ?? ? ?? ??? ????(B2B) ???? ?????? ?? ???? ?? ? ????? ?? 2017-02 : KEB ???? ??????? ??? ????(B2B) KEB???? ??? ???? ?? ??????? ??? ?? 2017-04 : ?????? AI? ??(B2B2C) ????AI?(??? ???) 2017-07 : ???? ??????? ??? (B2B2C, ??????, ????, ?????, ??????, ???? ??) 25Corporate History
  • 26. 26 ? Customer-driven ? ??????????? ??? ?? ? ?? ?? ??, ??? ??? ?? ????. ? ??????????? ???? ?? ?? ??? ???? ???? ??????? ???? ???? ????. ? ???????? ? ????? ?? ???????? ???? ????? ???? ??? ????? ???? ?? ? ???. ? Research-driven ? ??????????? ?????? ??? ? ?? ??????? ? ???? ??? ?? ????? ????. ? ??? ????? ?? ??? ?? ??? ?????, ??? ?? ??? ? ?? ?? ??? ?? R&D ? ?? ??? ?? ????. Corporate Philosophy
  • 27. End Contact 02-487-8555 Direct 010-7163-2109 Email cio@qraft.co.kr Web www.qraftec.com Thank you for your kind attention! 27