Generation method and apparatus of investment combination mode

A combination method and technology of generating devices, applied in the financial field, can solve the problems of low practicability of optimal solutions and inaccurate investment portfolio methods.

Inactive Publication Date: 2016-12-21
璇玑智能(北京)科技有限公司
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Problems solved by technology

[0008] In the Markowitz Model configuration model, only historical data is used to estimate / calculate the rate of return and volatility of the return risk of each investment portfolio, and the historical data is relatively fixed data, which directly leads to the calculated optimal solution is less practical, i.e., the portfolio approach is not accurate enough

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  • Generation method and apparatus of investment combination mode
  • Generation method and apparatus of investment combination mode
  • Generation method and apparatus of investment combination mode

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Embodiment Construction

[0048] The following will clearly and completely describe the technical solutions in the embodiments of the present invention with reference to the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are only some, not all, embodiments of the present invention. The components of the embodiments of the invention generally described and illustrated in the figures herein may be arranged and designed in a variety of different configurations. Accordingly, the following detailed description of the embodiments of the invention provided in the accompanying drawings is not intended to limit the scope of the claimed invention, but merely represents selected embodiments of the invention. Based on the embodiments of the present invention, all other embodiments obtained by those skilled in the art without making creative efforts belong to the protection scope of the present invention.

[0049] In the prior art, when using the Markowitz Mo...

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Abstract

The invention provides a method and device for generating an investment portfolio, and relates to the financial field. The method for generating the investment portfolio mode provided by the present invention uses the historical model and the real-time model to jointly calculate the final investment portfolio mode scheme, which obtains the target set to be calculated first, and uses the historical model and the real-time model respectively in the target set to be calculated Calculate each element of each element, and then generate the first estimated result and the second estimated result of each element, and finally determine the most optimal portfolio mode based on these two estimated results. Since the real-time model takes into account the current market conditions, the calculated results are more suitable for the current market conditions, while also taking into account the stability of historical data.

Description

technical field [0001] The present invention relates to the financial field, in particular, to a method and device for generating investment portfolios. Background technique [0002] At present, investment and financial management has become a common way of life and work. The purpose of investment is to obtain high returns (that is, to have a higher rate of return), but at the same time, investors will also consider the risk probability of investment in addition to the high rate of return. That is to say, when investors invest, they usually consider two aspects, namely the risk rate and the rate of return. At the same time, it is conceivable that the risk rate and return rate corresponding to different investment portfolio methods are different. If there are four different investment products A-D, then the risk rate and return rate corresponding to the investment portfolio method using ABD combination, the investment combination method using BC combination and the investme...

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Application Information

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IPC IPC(8): G06Q40/06
CPCG06Q40/06
Inventor 贾宜宸郑毓栋李杰潘磊
Owner 璇玑智能(北京)科技有限公司
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