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Investment portfolio optimization method, device and storage medium

A combination optimization and electronic device technology, applied in instrumentation, finance, data processing applications, etc., can solve problems such as unfavorable control risks, low efficiency, lack of objectivity, etc., and achieve the effect of improving investment returns

Inactive Publication Date: 2018-10-30
PING AN TECH (SHENZHEN) CO LTD
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  • Abstract
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AI Technical Summary

Problems solved by technology

This type of method relies more on the researcher's personal trading experience, lacks objectivity, is inefficient, and is not conducive to risk control

Method used

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  • Investment portfolio optimization method, device and storage medium
  • Investment portfolio optimization method, device and storage medium
  • Investment portfolio optimization method, device and storage medium

Examples

Experimental program
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Embodiment Construction

[0019] It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention.

[0020] The invention provides an electronic device 1 . refer to figure 1 Shown is a schematic diagram of a preferred embodiment of the electronic device 1 of the present invention.

[0021] In this embodiment, the electronic device 1 includes a memory 11 , a processor 12 , a network interface 13 and a communication bus 14 .

[0022] The memory 11 includes at least one type of readable storage medium. The at least one type of readable storage medium may be a non-volatile storage medium such as a flash memory, a hard disk, a multimedia card, a memory card, and the like. In some embodiments, the readable storage medium may be an internal storage unit of the electronic device 1 , such as a hard disk of the electronic device 1 . In other embodiments, the readable storage medium can also be an external storage device of...

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PUM

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Abstract

The invention provides an investment portfolio optimization method. The method comprises the steps of receiving an input stock in a to-be-optimized initial investment portfolio and an initial weight corresponding to each stock in the initial investment portfolio to acquire a market corresponding to each stock and historical data of each stock in the initial investment portfolio within first presettime; calculating the weight corresponding to each s tock in the initial investment portfolio, and determining a preliminarily optimized first investment portfolio; and predicting a future logarithmic return rate of each stock in the first investment portfolio and determining a second investment portfolio. The invention further provides an electronic device and a storage medium. By use of the investment portfolio optimization method, the electronic device and the storage medium, the pairwise relation of the stocks in the initial investment portfolio is reduced as much as possible, the weightcorresponding to each stock in the investment portfolio is adjusted by prediction of the future return rate of each stock so as to improve the return of investment portfolio.

Description

technical field [0001] The invention relates to the field of financial big data mining, in particular to an investment portfolio optimization method, an electronic device and a computer-readable storage medium. Background technique [0002] Investment portfolio refers to a collection of stocks, bonds, and derivative financial products held by financial institutions or investors. Taking stocks as an example, how to allocate the proportion of each stock in the investment portfolio to achieve certain goals, such as income vs. Big talk or risk minimization, the purpose of constructing investment portfolio is to diversify risk. [0003] However, in the investment portfolio, the corresponding weight of each stock is not static. At present, the weight distribution of stocks in the investment portfolio in the industry usually adopts the form of manual adjustment. Such methods rely more on the researchers' personal trading experience, lack objectivity, are inefficient, and are not ...

Claims

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Application Information

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IPC IPC(8): G06Q40/06G06Q10/04
CPCG06Q10/04G06Q40/06
Inventor 李正洋周璟
Owner PING AN TECH (SHENZHEN) CO LTD
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