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深交所科技赋能紧盯异常交易
Shen Zhen Shang Bao· 2025-12-02 02:08
【深圳商报讯】(记者 钟国斌)11月28日至29日,深交所联合港交所、广期所,围绕"迈向人工智能 +时代"主题,共同举办2025年大湾区交易所科技大会。大会集中发布了8项科技成果,其中2项来自深 交所,6项来自证券公司及基金公司。 由深交所牵头、联合多家机构共同承担的"证券市场异常交易行为智能监测发现技术及应用示范"科技成 果备受瞩目。这一研发成果将助力推进我国证券市场监管迈入智能化、精准化的新阶段,为维护市场公 平、防范系统性风险提供了坚实的技术支撑。 面对证券市场日益复杂的交易行为与不断变化的违规手段,传统依赖人工经验和静态规则的监管模式面 临新的挑战。为此,深交所依托国家重点研发项目,创新构建了投资者交易行为分类分析技术。针对内 幕行为隐蔽性强、关联复杂等特点,项目专门研发了内幕交易智能化发现技术。该技术基于超大规模投 资者交易行为时序图谱,结合人工智能模型,实现了对异常交易行为的主动识别、与隐式关联账户组的 精准挖掘。实现了对投资者交易风格、交易策略、交易行为时序变化等特征的精准量化。 深交所总工程师喻华丽介绍,相较于过去异常交易行为监管方式,此次发布的科技成果,通过人工智能 技术,对投资者交易行为精 ...
AI赋能金融监管:深交所智能监测系统找到多项违法违规线索
Di Yi Cai Jing Zi Xun· 2025-11-28 14:32
Core Insights - The Shenzhen Stock Exchange (SZSE) has developed advanced technologies for monitoring abnormal trading behaviors, addressing the complexities of modern market activities [2][3][4] - The "Intelligent Monitoring and Detection Technology for Abnormal Trading Behaviors in Securities Markets" project has successfully completed its implementation phase, enhancing regulatory capabilities [2][3] - The industry regulation model aims to improve the accuracy and completeness of regulatory responses, leveraging AI to address the challenges of traditional methods [7][8] Group 1: Intelligent Monitoring Technologies - The project has produced three core technologies: investor trading behavior classification, insider trading detection, and a securities market simulation system [2][3][4] - The investor trading behavior classification technology utilizes a comprehensive label system to analyze trading behaviors across six dimensions, significantly improving the precision of investor profiling [3] - The insider trading detection technology employs a large-scale trading behavior graph to identify suspicious trading patterns, enhancing regulatory efficiency and transitioning to a proactive monitoring approach [4] Group 2: Securities Market Simulation System - The securities market simulation system integrates historical trading data to create parameterized behavioral models, allowing for the simulation of various trading strategies [5][6] - This system addresses the limitations of traditional empirical research by providing tools for risk assessment and strategy validation, thus shortening the development cycle for trading strategies [6] Group 3: Industry Regulation Model - The industry regulation model, developed in collaboration with Huawei, aims to enhance the understanding and accuracy of regulatory inquiries through an intelligent Q&A platform [7][8] - The platform has been deployed for internal use and is being trialed by regulatory and market institutions, showing significant improvements in response accuracy and completeness [7][8] - The model serves as a pilot for future task models in the industry, supporting various regulatory functions and contributing to the legal foundation of the capital market [8]