大数据时代下对冲基金的数据挖掘技术探析

• 作 者: 王彦博 杨璇 刘曦子
• 机 构: 中国民生银行,对外经贸大学信息学院,
• 出 处: 银行家
• 发表日期: 2016年09期
• 关键词: 数据挖掘 量化投资 对冲基金 神经网络模型 技术探析 大数据时代

2015年全球对冲基金表现2015年,全球范围内对冲基金经历了2008年以来的第二次业绩寒冬。根据对冲基金研究机构HFR(Hedge Fund Research Inc.)公布的资料显示,2015年四季度全球新成立对冲基金183家,较第三季度的269家下降32%,是2009年以来新增数量最少的季度。2015年全年累计新成立对冲基金968家,较上一年度下降7%。此外,诸多对冲基金在惨淡的业绩面前纷纷清盘。数据显示,2015年累计979家对冲基金清盘,较2014年864家的数据上涨13.3%,是自2009年1023家对冲基金清盘以来的又一波高峰。

Global Hedge Fund Performance in 2015 In 2015, hedge funds globally experienced their second winter of performance since 2008. According to the data released by the hedge fund research institute HFR, the number of newly established hedge funds in the world in the fourth quarter of 2015 was 183, down 32% from 269 in the third quarter, the least since 2009 Quarterly. In 2015, a total of 968 new hedge funds were set up, down 7% from the previous year. In addition, many hedge funds have been liquidated in the face of dismal performance. Data show that a total of 979 hedge funds were liquidated in 2015, up 13.3% from 864 in 2014, another peak since 1023 hedge funds were liquidated in 2009.