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Investment data processing method and device

A data processing and data technology, applied in the field of big data, can solve problems such as unfavorable calculation model promotion, complex model calculation process, etc., and achieve the effects of high model reliability, good investment reference function, and simple calculation.

Pending Publication Date: 2019-12-20
南京星云数字技术有限公司
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  • Abstract
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  • Claims
  • Application Information

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Problems solved by technology

[0004] In fact, the deep learning model for data processing of investment data, that is, the traditional risk parity model, is a nonlinear problem under the constraints of equal asset allocation and asset risk contribution. The model calculation process is relatively complicated, which is not conducive to the promotion of the calculation model , so it is urgent to provide an optimized investment data processing scheme, especially a simplified risk parity model, so as to serve the quantitative investment field under the Internet environment

Method used

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  • Investment data processing method and device

Examples

Experimental program
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Effect test

Embodiment 1

[0054] figure 1 It is a flowchart of the investment data processing method provided by Embodiment 1 of the present invention. like figure 1 As shown, the investment data processing method provided by the embodiment of the present invention includes the following steps:

[0055] 101. Acquire risk value data corresponding to at least two investment projects.

[0056] Specifically, historical volatility data corresponding to at least two investment projects is acquired, and risk value data corresponding to at least two investment projects is determined according to the historical volatility data. Obtain the historical daily rate of return data corresponding to at least two investment projects, calculate the standard deviation based on the historical daily rate of return data, calculate the reciprocal of the standard deviation of the historical daily rate of return data, and obtain the risk value V corresponding to at least two investment projects 1 ...V i , i is an integer ≥ ...

Embodiment 2

[0085] figure 2 It is a flow chart of the investment data processing method provided by Embodiment 2 of the present invention. like figure 2 As shown, the investment data processing method provided by the embodiment of the present invention includes the following steps:

[0086] 201. Obtain the historical daily rate of return data corresponding to at least two investment projects, calculate the standard deviation based on the historical daily rate of return data, calculate the reciprocal of the standard deviation of the historical daily rate of return data, and obtain the risk value V corresponding to at least two investment projects 1 ...V i , i is an integer ≥ 2.

[0087] The types of investment projects here include any possible investment projects in the financial industry such as stocks, bonds, and funds, which are not particularly limited in the embodiments of the present invention. In addition, the risk value corresponding to an investment project represents the d...

Embodiment 3

[0108] Figure 4 It is a schematic structural diagram of the investment data processing device provided by Embodiment 3 of the present invention, as Figure 4 As shown, the investment data processing device provided by the embodiment of the present invention includes a data acquisition module 31 , a statistical classification module 32 , a model calculation module 33 and a classification processing module 34 .

[0109] Wherein, the data obtaining module 31 is used for obtaining risk value data corresponding to at least two investment projects. Specifically, the data acquisition module 31 is configured to: acquire historical volatility data corresponding to at least two investment projects, and determine risk value data corresponding to at least two investment projects according to the historical volatility data. Further, the data acquisition module 31 includes an acquisition sub-module 311 and a calculation sub-module 312, the acquisition sub-module 311 acquires historical da...

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Abstract

The invention discloses an investment data processing method and device, and belongs to the technical field of big data. The investment data processing method comprises the steps: obtaining risk valuedata corresponding to at least two investment projects; performing statistical classification on the at least two investment projects according to a preset risk value range to obtain investment projects of different levels and risk value data; inputting the risk value data into a preset risk equivalence model, and outputting asset allocation weight results of the at least two investment projects;and according to the asset allocation weight result, performing classification processing on the at least two investment projects. According to the investment data processing method and device provided by the embodiment of the invention, the simplified risk equity model and other data processing means are applied, and the model calculation is simple, and the processing result of the investment data is practically verified, so that the investment data processing method and device have better investment reference effect and investment return rate.

Description

technical field [0001] The present invention relates to the field of big data technology, in particular to an investment data processing method and device. Background technique [0002] Big data, cloud computing, artificial intelligence and other scientific and technological concepts are gradually integrating with our social life. It can be said that data information has already penetrated into every industry and business function field today and has become an important factor of production. Quantitative investment, born of the combination of big data and the financial field, can effectively reduce the volatility of the investment portfolio with its unique strategic attributes in today's ups and downs of the market, and play a role as a stabilizer in the asset allocation portfolio. effect. In fact, the development of the Internet has made the spread of new concepts very fast around the world. As a concept, quantitative investment is not new, and domestic investors have hear...

Claims

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Application Information

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IPC IPC(8): G06Q40/06
CPCG06Q40/06
Inventor 段辉辉牛红燕
Owner 南京星云数字技术有限公司
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