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A portfolio investment forecasting method based on confidence index analysis algorithm

An analysis algorithm and asset portfolio technology, which is applied in the field of asset portfolio investment forecasting based on confidence index analysis algorithm, can solve problems such as lack of professional knowledge and not easy to understand, and achieve the effect of high execution efficiency, easy understanding and acceptance

Inactive Publication Date: 2019-01-04
上海译会信息科技有限公司
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Problems solved by technology

Moreover, the results of the Monte Carlo simulation method are generally not easy to understand for people who lack professional knowledge (such as private bank customers-high net worth individuals)

Method used

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  • A portfolio investment forecasting method based on confidence index analysis algorithm
  • A portfolio investment forecasting method based on confidence index analysis algorithm
  • A portfolio investment forecasting method based on confidence index analysis algorithm

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Embodiment Construction

[0037] In order to make the object, technical solution and advantages of the present invention clearer, the present invention is described below through specific embodiments shown in the accompanying drawings. It should be understood, however, that these descriptions are exemplary only and are not intended to limit the scope of the present invention. Also, in the following description, descriptions of well-known structures and techniques are omitted to avoid unnecessarily obscuring the concept of the present invention.

[0038] combine Figure 1-Figure 5 To illustrate this embodiment, the asset portfolio investment prediction method based on the confidence index analysis algorithm of the present invention is a non-random method, which can quickly and accurately calculate the average annual rate of return range of the investment portfolio with a certain confidence level and the annual asset value of the investment portfolio. total value range.

[0039] The asset portfolio inv...

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Abstract

The invention discloses a portfolio investment forecasting method based on a confidence index analysis algorithm, in particular comprising the following steps: determining initial total investment andinvestment portfolio; obtaining the allocation proportion of each asset, the expected rate of return and the risk probability; calculating the expected return rate mu and the risk probability sigma of the portfolio; determining a confidence level beta, and calculating an inverse function value alpha of the normal distribution cumulative function under the confidence level according to a high-precision calculation formula of the inverse function of the normal distribution cumulative function; calculating the return range and total investment value range of the portfolio in the k-th year when the historical market data conform to the standard normal distribution and lognormal distribution respectively. The invention is a non-random method, which does not need to select random number, and the analysis and prediction result is independent of the random number sample size and the data analysis method, and can arbitrarily select the desired year to do prediction analysis, so that the execution efficiency is higher and more convenient, and the analysis and prediction result is easier to understand and accept.

Description

technical field [0001] The invention relates to the technical field of financial investment, in particular to an asset portfolio investment prediction method based on a confidence index analysis algorithm. Background technique [0002] Predictive analysis of portfolio investment composed of asset allocation is very important for personal wealth management and wealth planning, investment and financial management of other private banking services. Confidence analysis is a very important analysis for the forecast of portfolio investment, which can provide the probability of decline or rise in the return of investment portfolio. Currently, the Monte Carlo simulation prediction method is usually used. The Monte Carlo simulation method is a random method. Although it seems perfect in theory, its analysis results are not only related to the random number generator and random number selection method, but also related to the initial value of the random number iteration, the number of...

Claims

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Application Information

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IPC IPC(8): G06Q40/06G06Q10/06
CPCG06Q40/06G06Q10/0635
Inventor 邓庆平王艺杰
Owner 上海译会信息科技有限公司
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