{"id":27193,"date":"2023-12-07T03:42:50","date_gmt":"2023-12-07T03:42:50","guid":{"rendered":"https:\/\/masterskills.org\/blog\/mo-hinh-hop-den-black-box-model-la-gi-rui-ro-khi-su-dung-hop-den-trong-tai-chinh.html"},"modified":"2023-12-22T14:42:17","modified_gmt":"2023-12-22T07:42:17","slug":"mo-hinh-hop-den-black-box-model-la-gi-rui-ro-khi-su-dung-hop-den-trong-tai-chinh","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/mo-hinh-hop-den-black-box-model-la-gi-rui-ro-khi-su-dung-hop-den-trong-tai-chinh.html","title":{"rendered":"M\u00f4 h\u00ecnh h\u1ed9p \u0111en (Black Box Model) l\u00e0 g\u00ec? R\u1ee7i ro khi s\u1eed d\u1ee5ng h\u1ed9p \u0111en trong t\u00e0i ch\u00ednh"},"content":{"rendered":"
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(H\u00ecnh minh h\u1ecda: Investopedia)<\/p>\n<\/figcaption><\/figure>\n

M\u00f4 h\u00ecnh h\u1ed9p \u0111en<\/font><\/h2>\n

Kh\u00e1i ni\u1ec7m<\/b><\/p>\n

M\u00f4 h\u00ecnh h\u1ed9p \u0111en<\/b> trong ti\u1ebfng Anh l\u00e0 Black Box Model<\/b>.<\/p>\n

M\u00f4 h\u00ecnh h\u1ed9p \u0111en<\/b>, hay c\u1ee5 th\u1ec3 l\u00e0 m\u00f4 h\u00ecnh t\u00e0i ch\u00ednh h\u1ed9p \u0111en<\/b>, l\u00e0 m\u1ed9t thu\u1eadt ng\u1eef bao tr\u00f9m \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 m\u00f4 t\u1ea3 m\u1ed9t ch\u01b0\u01a1ng tr\u00ecnh m\u00e1y t\u00ednh \u0111\u01b0\u1ee3c thi\u1ebft k\u1ebf \u0111\u1ec3 chuy\u1ec3n \u0111\u1ed5i d\u1eef li\u1ec7u kh\u00e1c nhau th\u00e0nh c\u00e1c chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ea7u t\u01b0 h\u1eefu \u00edch.\u00a0\u00a0<\/p>\n

Gi\u1ea3i th\u00edch thu\u1eadt ng\u1eef h\u1ed9p \u0111en<\/font><\/h3>\n

Trong khoa h\u1ecdc, m\u00e1y t\u00ednh v\u00e0 k\u0129 thu\u1eadt, h\u1ed9p \u0111en l\u00e0 m\u1ed9t thi\u1ebft b\u1ecb, h\u1ec7 th\u1ed1ng ho\u1eb7c v\u1eadt th\u1ec3 c\u00f3 th\u1ec3 xem x\u00e9t \u0111\u01b0\u1ee3c d\u1eef li\u1ec7u \u0111\u1ea7u v\u00e0o v\u00e0 \u0111\u1ea7u ra c\u1ee7a n\u00f3, m\u00e0 kh\u00f4ng c\u00f3 b\u1ea5t k\u00ec th\u00f4ng tin n\u00e0o v\u1ec1 ho\u1ea1t \u0111\u1ed9ng b\u00ean trong c\u1ee7a n\u00f3. Qu\u00e1 tr\u00ecnh ho\u1ea1t \u0111\u1ed9ng c\u1ee7a n\u00f3 \u0111\u01b0\u1ee3c cho l\u00e0 “m\u00e0u \u0111en”, ngh\u0129a l\u00e0 kh\u00f4ng th\u1ec3 th\u1ea5y \u0111\u01b0\u1ee3c. Nh\u1eefng th\u1ee9 c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 h\u1ed9p \u0111en: b\u00f3ng b\u00e1n d\u1eabn, thu\u1eadt to\u00e1n ho\u1eb7c th\u1eadm ch\u00ed l\u00e0 b\u1ed9 n\u00e3o c\u1ee7a ng\u01b0\u1eddi.\u00a0<\/p>\n

Ng\u01b0\u1ee3c l\u1ea1i v\u1edbi h\u1ed9p \u0111en l\u00e0 h\u1ec7 th\u1ed1ng c\u00f3 s\u1eb5n c\u00e1c y\u1ebfu t\u1ed1 b\u00ean trong ho\u1eb7c c\u00f3 s\u1ef1 logic \u0111\u1ec3 c\u00f3 th\u1ec3 ki\u1ec3m tra \u0111\u01b0\u1ee3c, th\u01b0\u1eddng \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 h\u1ed9p tr\u1eafng (c\u0169ng c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 “h\u1ed9p r\u00f5 r\u00e0ng” ho\u1eb7c “h\u1ed9p th\u1ee7y tinh”).<\/p>\n

T\u01b0\u01a1ng t\u1ef1 \u0111\u1ed1i v\u1edbi t\u00e0i ch\u00ednh,\u00a0 m\u00f4 h\u00ecnh h\u1ed9p \u0111en l\u00e0 m\u1ed9t h\u1ec7 th\u1ed1ng m\u00e1y t\u00ednh c\u00f3 \u0111\u1ea7u v\u00e0o – \u0111\u1ea7u ra, trong \u0111\u00f3, \u0111\u1ea7u v\u00e0o l\u00e0 d\u1eef li\u1ec7u v\u1ec1 t\u00e0i ch\u00ednh v\u00e0 th\u1ecb tr\u01b0\u1eddng, v\u00e0 \u0111\u1ea7u ra l\u00e0 chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ea7u t\u01b0.\u00a0<\/p>\n

Trong th\u1ecb tr\u01b0\u1eddng t\u00e0i ch\u00ednh, s\u1ef1 gia t\u0103ng c\u1ee7a c\u00e1c ph\u01b0\u01a1ng ph\u00e1p h\u1ed9p \u0111en s\u1edf h\u1eefu m\u1ed9t s\u1ed1 m\u1ed1i quan t\u00e2m \u0111\u1ebfn qu\u1ea3n l\u00ed r\u1ee7i ro. \u0110\u00e1ng ch\u00fa \u00fd nh\u1ea5t l\u00e0 nh\u1eefng \u0111\u00f3ng g\u00f3p c\u1ee7a c\u00e1c chi\u1ebfn l\u01b0\u1ee3c giao d\u1ecbch h\u1ed9p \u0111en v\u1ec1 r\u1ee7i ro kh\u00f4ng th\u1ec3 tr\u00e1nh \u0111\u01b0\u1ee3c. C\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 s\u1eed d\u1ee5ng c\u00e1c ph\u01b0\u01a1ng ph\u00e1p h\u1ed9p \u0111en \u0111\u1ec3 che gi\u1ea5u r\u1ee7i ro th\u1ef1c s\u1ef1 c\u1ee7a h\u1ecd d\u01b0\u1edbi v\u1ecf b\u1ecdc c\u00f4ng ngh\u1ec7 \u0111\u1ed9c quy\u1ec1n. \u0110i\u1ec1u n\u00e0y khi\u1ebfn c\u00e1c nh\u00e0 qu\u1ea3n l\u00ed v\u00e0 nh\u00e0 \u0111\u1ea7u t\u01b0 kh\u00f4ng c\u00f3 \u0111\u01b0\u1ee3c m\u1ed9t b\u1ee9c tranh ch\u00e2n th\u1ef1c v\u1ec1 ho\u1ea1t \u0111\u1ed9ng c\u1ea7n thi\u1ebft, \u0111\u1ec3 \u0111\u00e1nh gi\u00e1 r\u1ee7i ro m\u1ed9t c\u00e1ch ch\u00ednh x\u00e1c.\u00a0<\/p>\n

M\u1ed9t m\u00f4 h\u00ecnh h\u1ed9p \u0111en v\u1ed1n kh\u00f4ng ph\u1ea3i l\u00e0 r\u1ee7i ro v\u1ec1 b\u1ea3n ch\u1ea5t, nh\u01b0ng n\u00f3 \u0111\u01b0a ra m\u1ed9t s\u1ed1 c\u00e2u h\u1ecfi v\u1ec1 qu\u1ea3n tr\u1ecb ho\u1eb7c \u0111\u1ea1o \u0111\u1ee9c r\u1ea5t \u0111\u00e1ng quan t\u00e2m. V\u00ed d\u1ee5, c\u00e1c l\u1ee3i \u00edch c\u1ee7a ph\u01b0\u01a1ng ph\u00e1p h\u1ed9p \u0111en c\u00f3 b\u00f9 \u0111\u1eafp cho c\u00e1c nh\u01b0\u1ee3c \u0111i\u1ec3m m\u1edbi kh\u00f4ng? M\u1ed7i m\u1ed9t b\u00ean kh\u00e1c nhau s\u1ebd t\u1ef1 nhi\u00ean c\u00f3 m\u1ed9t c\u00e2u tr\u1ea3 l\u1eddi kh\u00e1c nhau.\u00a0<\/p>\n

M\u00f4 h\u00ecnh h\u1ed9p \u0111en qua nhi\u1ec1u n\u0103m<\/font><\/font><\/h3>\n

Ch\u01b0\u01a1ng tr\u00ecnh m\u00e1y t\u00ednh c\u00f3 m\u00f4 h\u00ecnh h\u1ed9p \u0111en gi\u00fap th\u1ef1c hi\u1ec7n c\u00f4ng vi\u1ec7c n\u0103ng n\u1ec1 \u0111\u1ec3 quy\u1ebft \u0111\u1ecbnh l\u00e0m g\u00ec v\u1edbi s\u1ed1 ti\u1ec1n m\u00e0 b\u1ea1n c\u00f3. Nh\u01b0ng n\u00f3 kh\u00f4ng h\u1eb3n l\u00fac n\u00e0o c\u0169ng nh\u01b0 v\u1eady. S\u1eed d\u1ee5ng m\u1ed9t m\u00f4 h\u00ecnh h\u1ed9p \u0111en c\u00f3 th\u1ec3 c\u00f3 r\u1ee7i ro, \u0111\u1eb7c bi\u1ec7t l\u00e0 khi th\u1ecb tr\u01b0\u1eddng \u0111ang bi\u1ebfn \u0111\u1ed9ng.\u00a0<\/p>\n

Trong nh\u1eefng n\u0103m qua, vi\u1ec7c s\u1eed d\u1ee5ng c\u00e1c m\u00f4 h\u00ecnh h\u1ed9p \u0111en c\u00f3 l\u1ed7i th\u1eddi hay kh\u00f4ng, th\u01b0\u1eddng ph\u1ee5 thu\u1ed9c v\u00e0o vi\u1ec7c th\u1ecb tr\u01b0\u1eddng t\u0103ng hay gi\u1ea3m. Trong c\u00e1c b\u1ea3n v\u00e1 thay \u0111\u1ed5i \u0111\u01b0\u1ee3c, c\u00e1c chi\u1ebfn l\u01b0\u1ee3c h\u1ed9p \u0111en \u0111\u01b0\u1ee3c ch\u1ec9 ra v\u00ec t\u00ednh ch\u1ea5t ph\u00e1 ho\u1ea1i c\u1ee7a ch\u00fang. Ch\u1eb3ng h\u1ea1n nh\u01b0\u00a0Ng\u00e0y th\u1ee9 hai \u0111en t\u1ed1i\u00a0v\u00e0 v\u1ee5 b\u1ea3o hi\u1ec3m danh m\u1ee5c \u0111\u1ea7u t\u01b0 n\u0103m 1987. S\u1ef1 s\u1ee5p \u0111\u1ed5 c\u1ee7a\u00a0Qu\u0129 \u0111\u1ea7u t\u01b0 ph\u00f2ng h\u1ed9 LTCM\u00a0n\u0103m 1998. V\u00e0 g\u1ea7n \u0111\u00e2y nh\u1ea5t l\u00e0 v\u1ee5 “Flash Crash” x\u1ea3y ra h\u1ed3i th\u00e1ng 8\/2015.<\/p>\n

Nh\u1eefng ti\u1ebfn b\u1ed9 v\u1ec1 s\u1ee9c m\u1ea1nh c\u1ee7a m\u00e1y t\u00ednh, c\u00e1c \u1ee9ng d\u1ee5ng d\u1eef li\u1ec7u l\u1edbn, v\u00e0 gi\u1edd l\u00e0 tr\u00ed tu\u1ec7 nh\u00e2n t\u1ea1o v\u00e0 h\u1ecdc m\u00e1y \u0111ang ti\u1ebfp t\u1ee5c l\u00e0m t\u0103ng th\u00eam s\u1ef1 huy\u1ec1n b\u00ed c\u1ee7a c\u00e1c m\u00f4 h\u00ecnh h\u1ed9p \u0111en b\u1eb1ng c\u00e1c ph\u01b0\u01a1ng ph\u00e1p \u0111\u1ecbnh l\u01b0\u1ee3ng tinh vi. C\u00e1c qu\u0129 ph\u00f2ng h\u1ed9 v\u00e0 m\u1ed9t s\u1ed1 nh\u00e0 qu\u1ea3n l\u00ed \u0111\u1ea7u t\u01b0 l\u1edbn nh\u1ea5t th\u1ebf gi\u1edbi hi\u1ec7n nay, th\u01b0\u1eddng xuy\u00ean s\u1eed d\u1ee5ng h\u1ed9p \u0111en ho\u1eb7c h\u1ed9p \u0111en gi\u1ed1ng nh\u01b0 m\u00f4 h\u00ecnh \u0111\u1ec3 qu\u1ea3n l\u00ed c\u00e1c chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ea7u t\u01b0 ph\u1ee9c t\u1ea1p c\u1ee7a h\u1ecd.\u00a0<\/p>\n

(Theo Investopedia<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n M\u00f4 h\u00ecnh h\u1ed9p \u0111en (ti\u1ebfng Anh: Black Box Model) l\u00e0 m\u1ed9t thu\u1eadt ng\u1eef bao tr\u00f9m \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 m\u00f4 t\u1ea3 m\u1ed9t ch\u01b0\u01a1ng tr\u00ecnh m\u00e1y t\u00ednh \u0111\u01b0\u1ee3c thi\u1ebft k\u1ebf \u0111\u1ec3 chuy\u1ec3n \u0111\u1ed5i d\u1eef li\u1ec7u kh\u00e1c nhau th\u00e0nh c\u00e1c chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ea7u t\u01b0 h\u1eefu \u00edch.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[415],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/27193"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=27193"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/27193\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=27193"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=27193"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=27193"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}