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Economic Forum V.140- Deep Intelligent Investing: A Unification of Intelligent Portfolio Theory, Strength Investing and Deep Learning Intelligent Trading Strategies

Post Time: 2017/06/19 09:51:27

On May 16th, 2017, Economic Forum Vol 140 with the topic of "Deep Intelligent Investing: A Unification of Intelligent Portfolio Theory, Strength Investing and Deep Learning Intelligent Trading Strategies" was held successfully in Room EJ-202 at E Teaching Building, presented by Professor Pan Heping, Distinguished Professor and Director of Intelligent Finance Research Center, Chongqing Institute of Finance. The Forum was hosted by Prof. Lu Yuan, Dean of Shantou University Business School. Prof. Song Xiaobao, Associate Dean of Business School and Associate Professor Chen Errui also attended in the Forum.

In this Economic Forum, Prof. Pan illustrated the key gate for breakthrough for intelligent investing systems to match or surpass the top human investment masters and most of the quantitative investment models lies at ‘Deep Intelligent Investing’. This work aimed at an essential docking or integration of deep learning – the most promising paradigm in AI – with the intelligent portfolio theory that we have been working hard on, towards creating a unified theory and technical systems of intelligent investment trading, as well as investigating on deep learning intelligent trading strategies over some key points of system complexity. In addition, he pointed out the theory consists of three parts: 1) Intelligent Portfolio Theory, based on ‘investing in trading’ reaching beyond ‘investing in assets’, distinguishes between the investment portfolio with trading strategies and integrates them via a two-level optimization, forming an information-decision-control framework; 2) Strength Investing integrates three most long-lasting paradigms of investment – value investing, portfolio management and trend following, which provides a paradigm and driver for deep intelligent investing; 3) Deep Learning Intelligent Investment Strategies, focuses on a few well-defined deep learning models in deep intelligent investing, towards a new generation of super powerful intelligent trading systems.
Attended students took an active part in the discussion on the topic with Prof. Pan through different individual perspective. As to the questions raised by students, Prof. Pan gave detailed answers to them patiently.
At the end of the lecture, on behalf of Business School, Prof. Lu Yuan gave a souvenir to Prof. Pan, and also organized the faculty and students to have pictures together.