

Knowledge Technology & Artificial General Intelligence
ARCH
The modern financial world is still a jungle full of mirages.
The Mission - Wealth Independence
ARCH is created as an initiative program to promote and pursue the ideal of “wealth independence” by establishing a paradigm of independent investment advisory combining macro thoughts and big-data analysis - guiding rational and responsible investors to seek long-term investment value with vision.
The Backgrounds - Financial Crises & Big-Data Revolution
ARCH has been developed to establish a canonical framework of asset allocation based on complex data analysis through two profound financial crises since 1999. The cutting-edge breakthroughs and innovations of ARCH provide a tremendous opportunity for the program to succeed amid the transition of the financial industry in the 21st century - although, due to the hard lessons after the dotcom bubble and the real estate bubble bursted in 2000 and 2007 respectively, ordinary investors of Main Street have eventually had enough of "conflict of interest" in investment advisory from bankers of Wall Street, there are still very few alternative choices for decent advisory to grow wealth with vision and protect it from systemic risk in a financial world which is exponentially more and more complex and desperately needs innovations of big-data to transform the financial industry.
The Cornerstones - Adaptation, Robustness, Consistency & Humanity
Investment advisory engages in serious management of complex relationships between investors, portfolios and capital markets, and the reflexive interactions of these components are way beyond the traditional asset-management paradigm of CAPM and its various descendant tricky maneuvers of alpha and beta - the reality check: a financial crisis! George Soros had acutely dubbed this conventional faulty approach as the "fundamentalist fallacy" in his renown book The Alchemy of Finance. The truly pragmatic approach of ARCH to asset management and investment advisory is guided by the following three principles of investment:
(I) Adaptation - Wealth growth needs to be adaptive to the macro trends of interest rates;
(II) Robustness - Wealth growth needs to keep volatility level at bay to retain trust of the investor.
(III) Consistency - Wealth growth must be sustainable by reasonable systemic approach through boom-bust cycles.
In addition with the fourth element, there ARCH has been solidly constructed based on these four cornerstones:
(IV) Humanity - Wealth growth extremely demands psychological disciplines to defy greed and fear!
The Milestones - SEMA, GDAA & WALL
In 1999, Dr Jenher Jeng, the founder of ARCH, left his ivory tower at UC Berkeley and boldly entered the jungle of capital markets with curiosity, passion and his amateur statistical modeling tools in the architecture of artificial intelligence SEMA - taking intensive real trades as his experiments with own personal funds. In 2003, after the dot-com bubble bursting, the 911 attack and the Enron/WorldCom fallout, Dr Jeng discovered the secrets of capital market instability underneath superficial market volatility, and thereafter, he had successfully monitored and predicted the dramatic "series of financial crises" in 2007~2009, according to his theory of unstable equilibria and the trilogy of systemic risk formation in the framework of GDAA. Moreover, based on those records and experiences for tracking how the capital markets and our civilization evolve, Dr Jeng has developed his own perception of "macro" and proceeded to build a knowledge-base called WALL. Now, after going through Dr Jeng's dark golden age of being an entrepreneur and a financial educator to gain deep insights into humanity for one and a half decades, all the innovations by knowledge-technolgy to be applied in financial advisory services and beyond, are integrated into the ARCH program in the motto - Better People, Better World.
1999 SEMA Process for applying Adaptive Statistical Modeling Methodology to Stock Movements, Univ. Lectures
2003 Theory of Cyclic Hazard for Modeling Capital Market Instability, SOA 38th ARCH Conference, Michigan '03
2005 IRER - Canonical Dynamic Interest-Rate Model, based on Idea of Unstable Equilibria, AQF by Härdle, '09
2006 GDAA-WAL, Canonical Framework of Global Dynamic Asset Allocation for Portfolio Construction
2006 ARC - Metrics for tracking Fund Performance by Three Investment Principles, US, CN, TW Patents '08
2006 ARC+ - Fund Composition-Analysis with Nonlinear Dynamic Asset-Correlations
2007 GDAA Standard Portfolio - Absolute Return Index of Global Wealth Growth by 77 Asset-Classes
2007 ARC++ - Construction of Mega-Portfolio (Big-Pool Fund of Funds) for Absolute Return
2007 EVA - Systemic-Risk Management System, Trilogy of Systemic-Risk Formation, K&L|Gates Black Book '07
2008 Theory of Unstable Equilibrium as General Extension of Theory of Cyclic Hazard, IASC 4th, Yokohama '08
2009 HRK - Human Factors, Life Styles & Social-Networking Economy, CN & TW Patents, TW Ed. Min. Proj '12
2010 WALL/Walex - Macro Knowledge-Base & GDAA Training-Game, Taiwan NSF Project '10
2011 2355 AD - Sci-Fi Novel for inspiring "Vision with Value" toward Cybernetix
2013 Rainbow Arch - Novel of Modern Cave-Allegory about Financial Crisis & Humanity
2014 ARCH GDAA 2020 - Macro & Event-Driven Model Portfolio
2015 ARCH GDAA 10-10 - Model Portfolio of Robo-Balanced Fund-of-Funds
2015 ARC+++ - The Big Game - GDAA 2020 - Gamification of Macro Investment
2015 Islemma - ARCH GDAA Macro-Training Program with One-Path-simply-through-Keywords