AI Application in FinTech
Hong Kong University of Science and Technology
课程简介
本课程面向具有基础数理背景的学生，系统介绍人工智能在金融科技领域的技术原理与实战应用。课程以"AI 工具与效率革命"为主线，从图灵测试出发，梳理 AI 技术的演进脉络，涵盖监督学习、无监督学习、强化学习三大学习范式，深入讲解神经网络、注意力机制、Transformer 架构、大语言模型（LLM）、检索增强生成（RAG）、AI Agent 以及世界模型（World Models）等前沿概念。第二部分聚焦金融科技应用落地，包括智能投顾（Robo-Advisory）的完整流程、现代投资组合理论（MPT）与组合优化、直接指数化（Direct Indexing）、税收亏损收割（Tax-Loss Harvesting），以及如何构建多角色 AI Agent 系统模拟投资机构的决策流程——从宏观分析师、量化研究员、投资组合经理到风控与合规官。课程强调 AI 治理与合规控制的重要性，帮助学生在理解技术原理的同时建立负责任的 AI 应用思维。
Course Introduction
This lecture offers a systematic introduction to AI technologies and their real-world applications in FinTech, structured around the theme of “AI Tools and the Productivity Revolution.” The first part traces the evolution of AI from the Turing Test through supervised, unsupervised, and reinforcement learning paradigms, then dives into neural networks, attention mechanisms, transformer architectures, large language models (LLMs), retrieval-augmented generation (RAG), AI agents, and world models. The second part explores FinTech applications including the end-to-end robo-advisory process, modern portfolio theory and portfolio optimization, direct indexing, tax-loss harvesting, and the design of multi-role AI agent systems that mirror the decision-making structure of an investment firm—from macro analyst and quant researcher to portfolio manager, risk manager, and compliance officer. The lecture emphasizes the importance of AI governance and compliance controls, equipping students with both technical understanding and a responsible AI mindset.
