MIT 濵п 2012 Ÿӽ 迡 ִ 100Ρ 濵а о߿ . п 迡 ̷ 뺧 л ĺ ŷеǰ Ѵ. ൿ ȭ , ü , Ƿ ϴ 5 о߿ ΰ ռ ϰ ִ.
Ư ̹ å ε 塯(adaptive market) , ư ̷ Ͽ ̷ о߿ ȹ ´.
MIT 濵п MIT п ϰ ž Ѿ 迡 Ż ķ긮 Ʈڿ Ľ÷(AlphaSimplex Group) ߴ.
ǰ ̷ ѳ ̷ й ݿϵ Ȱ. 繫 , ̱ȸ , ư , MIT , ӽ ƾ ߴ. Ư 1999 ̺- ִµ ġ ƹ Ҹ ̾ ̺ ϴ 1960 ظ ְ ȴ. ڷ Ÿ̳ ڵ ִ.
å ݵ(hedge funds) ִ. ̹ å ȭ(adaptive market) ̱ Ⱓ 2017 2018 õ Ī۹ް ִ. ̹ۿ 跮(Econometrics of Financial Markets) ִ. ϴ뿡 кθ, Ϲ뿡 ڻ ƴ. 1960 ȫῡ ¾ վ âϰ Ѵ.
| 䡱 | | ߿ ȯ̳Ĵ | ¥
1 ȣ ڳ
| ũ | ȿ 尡 ź | ո | ȿ
2 ȶѵ ڰ ƽϱ?
ũ ϴ | ȮǼ , | ս ȸϴ ġ ͺ | ػ罺 Ȧ | Ȯ | ̷ ϴ ΰ | ο ̷ | ȭ
3 ε ȶ ʽϱ?
鿩ٺ | | | | ݰ Ž | غ Ʈ̴ | Ʈ̴ | ּ䡱
4 Ƽ
ո ο | ʸ ˰, ʴ ȴ | ȣ ڳ ³ | CEOμ ο | ڱ | λ ٲ ٹٶ | ̶ ΰ
5 ȭϴ
Ϸ | ȭ | ȭ ΰ? | ڿ | پ缺 | Ƹ | ȣ ǿ ź | ȣ ڳ DZ | ȭ | ֵ̿ 繫 ൿ | ӵ Ͼ ȭ | ȸа ȭɸ | ڻ ƴ ڻ?
6 尡
̷ Ѿ ̷ | ȭ | ۸ Ŷ | 尡 | 忡 ȭ ƽ | ڿ ް ٱϿ ȾѴ | ٽ , ٺ, ߿ ȯ̾ߡ | ȣ ڳ ü | ȸ | ȿΰ ΰ | η |
7 İ
ݵ | ̼ ļ | ȭ , İ | ݵ | ݵ ȭ | Ʈ ź | ¥ ݰ | ַ Ʈ | ũ ȭ | ɶ ε
8 尡
з | | ο | | ȭ | ƮŸ | Ƽ нú긦, нú Ƽ긦 | ũ ٽú | ο з | 2007 8 Ʈݵ ر | 尡 Ҹ | 1998 2007
9 , Ž,
| 2008 鼭 | | Ž彺 | | , Ķ | ⸦ ־? | 尡 | ڱ
10 ڴ
Ģ | | ø | Ѱ? | ȿ | ȭ | | Ģ Ģ | ⼺
11
ּ | ° | | Ʈ | Ʈũ | 籹 | | Ƽ-
12 ο ô
ŸƮ | ǻ, Ʈ ! | | κ Ż | ο Ƽ | Ϻ ε ǰ ʹ