金融黑箱模型风险
Black-box model risk in finance
摘要：
机器学习模型越来越多地用于各种金融环境。由于难以理解这些系统的内部运作，加上其广泛的适用性，有可能给用户带来重大的新风险;这些风险需要加以理解和量化。在本章中，我们将重点介绍机器学习技术在金融期权定价和对冲中的应用。我们的目标是强调机器学习的引入所强调或不强调的各种风险来源，以及可能的风险缓解和管理策略。
英文摘要：
Machine learning models are increasingly used in a wide variety of financial settings. The difficulty of understanding the inner workings of these systems, combined with their wide applicability, has the potential to lead to significant new risks for users; these risks need to be understood and quantified. In this sub-chapter, we will focus on a well studied application of machine learning techniques, to pricing and hedging of financial options. Our aim will be to highlight the various sources of risk that the introduction of machine learning emphasises or de-emphasises, and the possible risk mitigation and management strategies that are available.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
