Teburin Abubuwan Ciki
1. Gabatarwa
Cinikin cryptocurrency yana wakiltar fage mai tasowa mai ɗauke da babban yuwuwar bincike da haɓakar amfani da masana'antu. Yanayin rarrabuwar kawuna na cryptocurrencies yana ba da damar samun dama ga ma'auni masu yawa ta hanyar bincike mai sauƙi, ana sabunta su akai-akai aƙalla kowace rana. Wannan yana haifar da dama don binciken tsarin ciniki na tushen bayanai inda za a iya ƙara ƙayyadadden bayanan tarihi tare da ƙarin siffofi kamar hashrate ko bayanan Google Trends.
Babban ƙalubalen da aka magance a cikin wannan binciken shine yadda ake zaɓar da sarrafa waɗannan siffofi masu yawa don mafi kyawun aikin ciniki. Hanyoyin gargajiya sun dogara da siffofi na hannu da dabarun tushen ƙa'ida, waɗanda ƙila ba za su iya ɗaukar rikitattun alamu a cikin kasuwannin cryptocurrency ba.
Girman Kasuwa
$1.2T
Girman kasuwar cryptocurrency a cikin 2023
Mita Bayanai
Kullum+
Mita sabuntawar madogaran bayanai madadin
2. Hanyar Aiki
2.1 Tsarin Cibiyoyin Sadarwa na Multi-Factor Inception
MFIN yana faɗaɗa Cibiyoyin Sadarwar Inception Mai Zurfi (DIN) don yin aiki a cikin mahallin abubuwa masu yawa, yana koyon siffoti kai tsaye daga bayanan riba a cikin kadaru da abubuwa masu yawa. Tsarin yana sarrafa jerin lokaci guda na riba ga kowane haɗin kadara da abu, yana ba da damar samfurin koyon siffofi masu amfani kai tsaye daga bayanai ba tare da aikin fasaha na hannu ba.
2.2 Tsarin Koyon Fasali
Samfurin yana fitar da girman matsayi wanda ke inganta rabon Sharpe na fayil, yana koyon halayen da ba su da alaƙa idan aka kwatanta da dabarun momentum da reversion na gargajiya. Manyan abubuwan sun haɗa da farashi, girma, hashrate, da bayanan kafofin sada zumunta kamar tweets.
3. Aiwarar da Fasaha
3.1 Tsarin Lissafi
Babban manufar ingantawa tana ƙara girman rabon Sharpe:
$$\text{maximize } SR = \frac{\mathbb{E}[R_p]}{\sigma_p}$$
inda $R_p$ ke wakiltar ribar fayil kuma $\sigma_p$ rashin kwanciyar hankali na fayil. Modules ɗin inception suna amfani da masu tacewa na gama-gari masu banbanta da filayen karɓa:
$$y_t = \sum_{i=1}^{N} W_i * x_{[t-k_i:t]} + b_i$$
inda $k_i$ ke wakiltar tagogi daban-daban na kallon baya kuma $W_i$ masu tacewa da aka koya.
3.2 Aiwarar da Code
class MFINLayer(nn.Module):
def __init__(self, num_factors, num_assets, hidden_dims=64):
super().__init__()
self.inception_blocks = nn.ModuleList([
InceptionBlock(num_factors, hidden_dims)
for _ in range(num_assets)
])
self.portfolio_layer = nn.Linear(hidden_dims * num_assets, num_assets)
def forward(self, x):
# x shape: [batch, timesteps, num_assets, num_factors]
asset_features = []
for i in range(x.shape[2]):
asset_data = x[:, :, i, :]
features = self.inception_blocks[i](asset_data)
asset_features.append(features)
combined = torch.cat(asset_features, dim=-1)
weights = torch.softmax(self.portfolio_layer(combined), dim=-1)
return weights
4. Sakamakon Gwaji
4.1 Kwatancen Aiki
Samfuran MFIN sun nuna ci gaba da dawowa a lokacin 2022-2023 lokacin da dabarun gargajiya da manyan kasuwannin cryptocurrency suka ƙasa yin aiki. Tsarin ya sami mafi girman rabon Sharpe idan aka kwatanta da dabarun momentum da reversion na tushen ƙa'ida yayin da yake kiyaye ƙananan alaƙa da abubuwan gargajiya.
4.2 Ribar Da aka Daidaita Hadarin
Sakamakon gwaji ya nuna cewa dabarun MFIN suna ci gaba da samun riba bayan la'akari da farashin ma'amala. Dabarun da aka koya suna nuna halin da ba shi da alaƙa da hanyoyin gargajiya, suna ba da fa'idar rarrabawa a cikin fayil ɗin cryptocurrency.
Muhimman Hasashe
- MFIN yana samun mafi girman ribar da aka daidaita haɗari a cikin kasuwannin beya
- Koyon fasali ta atomatik ya fi na hannu
- Hanyar abubuwa masu yawa tana ɗaukar rikitattun yanayin kasuwa
- Dabarun ta ci gaba da samun riba bayan farashin ma'amala
5. Bincike Mai Zurfi
6. Aikace-aikacen Gaba
Tsarin MFIN yana da babban yuwuwar fiye da cinikin cryptocurrency. Aikace-aikacen sun haɗa da:
- Azuzuwan Kadara na Gargajiya: Daidaitawa ga daidaito, kuɗin da aka kayyade, da kayayyaki
- Fayiloli Masu Kadaru Da Yawa: Rarraba kadara ta amfani da saiti daban-daban
- Gudanar da Hadari: Samfurin haɗarin haɗari da gwajin damuwa
- Fasahar Tsari: Sa ido kan kasuwa da gano abin da ba a saba gani ba
Hanyoyin bincike na gaba sun haɗa da haɗa hanyoyin hankali don samfurin lokaci, canja wurin koyo daga azuzuwan kadara masu alaƙa, da bincika koyo mai ƙarfafawa don daidaitawar dabarun.
7. Bayanan Kara Karatu
- Liu, T., & Zohren, S. (2023). Cibiyoyin Sadarwa na Multi-Factor Inception don Cinikin Cryptocurrency.
- Zhu, J.-Y., et al. (2017). Fassarar Hoto-zuwa-Hoto mara biyu ta amfani da Cibiyoyin Sadarwa na Juyi-Ma'ana. ICCV.
- Hukumar Tarayyar Tarayya (2021). Madogaran Bayanai a Kasuwannin Kuɗi.
- Nakamoto, S. (2008). Bitcoin: Tsarin Kuɗin Lantarki na Peer-to-Peer.
- Binciken Binance (2023). Binciken Bayanan Kasuwar Cryptocurrency.
- Cibiyar Oxford-Man (2022). Bita na Bincike na Kuɗin Ƙididdigewa.
Kai Tsaye Zuwa Magana (Cutting to the Chase)
Wannan takarda tana ba da ingantaccen mafita ga matsalar injiniyan fasali wacce ta addabi cinikin crypto na ƙididdigewa. Marubutan sun kafa sarrafa abin da a baya ya kasance fasahar fasaha - zaɓin fasali - kuma sakamakon yana magana da kansa.
Sarkar Ma'ana (Logical Chain)
Ci gaban binciken yana da kyau: farawa daga ƙayyadaddun iyakokin siffofi na hannu a cikin hanyoyin ML na gargajiya, marubutan sun gina akan kafaffen tsarin DIN, sun faɗaɗa shi zuwa mahallin abubuwa masu yawa, kuma suna tabbatarwa tare da ingantaccen gwaji. Kwararar ma'ana daga gano matsala zuwa aiwatar da mafita ba ta da katsewa.
Abubuwan Haske & Zargi (Highlights & Critiques)
Abubuwan Haske: Aikin tsarin a lokacin hunturu na crypto na 2022-2023 yana da ban mamaki. Yayin da dabarun gargajiya suka rushe, MFIN ya ci gaba da dawowa akai-akai - wannan ba kawai haɓaka haɓakawa ba ne, yana canza tsari. Koyon fasali ta atomatik yayi daidai da yanayin a wasu yankuna, kama da yadda Masu Canzawa suka kawo juyin juya hali ga NLP ta hanyar rage aikin fasaha na hannu.
Zargi: Takardar ba ta bayyana buƙatun lissafi sosai. Horar da samfuran abubuwa masu yawa a cikin kadaru masu yawa yana buƙatar muhimman albarkatun da zasu iya iyakance samun dama ga ƙananan cibiyoyi. Bugu da ƙari, yayin da hanyar ke rage aikin injiniyan fasali na hannu, tana gabatar da rikitaccen ingantaccen hyperparameter wanda zai iya zama sabon maƙura.
Hasashen Aiki (Actionable Insights)
Ga kuɗaɗen ƙididdigewa: an ba da izinin karɓar irin wannan gine-gine nan da nan. Nunin samar da alpha a cikin yanayin kasuwa mai kalubale yana nuna cewa wannan hanyar tana ɗaukar muhimman yanayin kasuwa da wasu suka rasa. Ga masu bincike: ra'ayin ƙaddamar da abubuwa masu yawa yana da fa'ida mai faɗi fiye da crypto - la'akari da samfuran abubuwan daidaito, cinikin kayayyaki, har ma da hasashen tattalin arziki.
Binciken ya yi daidai da binciken daga takardar Zhu et al.'s CycleGAN a cikin hanyarsa ta canjin fasali ta atomatik, yana nuna yadda sabbin gine-gine a wani yanki zasu iya kawo juyin juya hali a wani. Kamar yadda aka lura a cikin binciken Tarayyar Tarayya game da madogaran bayanai madadin a cikin kasuwannin kuɗi, ikon sarrafa hanyoyin bayanai marasa tsari da yawa a tsarin yana wakiltar gaba gaba a cikin kuɗin ƙididdigewa.
Abin da ya sa wannan ya zama mai jan hankali musamman shine lokacin. Tare da kasuwannin cryptocurrency suna girma da haɓakar shiga cibiyoyi, tsare-tsare kamar MFIN suna ba da ƙwararrun da ake buƙata don yin gasa a cikin kasuwanni masu inganci. Kwanakin dabarun momentum masu sauƙi a cikin crypto suna da iyaka, kuma wannan binciken ya nuna dalilin.