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Asset allocation method and device

A configuration method and asset technology, applied in the computer field, to achieve the effect of improving efficiency and strong operability

Pending Publication Date: 2021-02-26
上海叮诺科技有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0004] The purpose of this application is to provide an asset allocation method and device to solve some or all of the problems existing in the prior art, mainly including how to extract effective features from asset features with deeper dimensions and a wider range, and fully automatic multi-stage Dynamic asset allocation and how to improve the efficiency of asset allocation

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  • Asset allocation method and device

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Embodiment Construction

[0058] In order to make the object, technical solution and advantages of the present invention clearer, the implementation manner of the present invention will be further described in detail below in conjunction with the accompanying drawings. Apparently, the embodiments described below are only some of the embodiments of the present invention, not all of them. Based on the embodiments of the present invention, all other embodiments obtained by persons of ordinary skill in the art without creative efforts fall within the protection scope of the present invention.

[0059] The following will combine specific implementation methods, figure 1 The processing flow shown is described in detail, and the content can be as follows:

[0060] Step 101 is a data collection step: extracting feature data corresponding to asset categories to be configured from the database; wherein, there are at least two asset categories.

[0061] In one embodiment, the asset category may be part or all o...

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Abstract

The embodiment of the invention provides an asset allocation method and device, and belongs to the technical field of computers. The method comprises the following steps: a data collection step; a data preprocessing step; a feature extraction step; a strategy output step; a parameter training step: training parameters of the feature extraction network and the strategy network by using a reinforcement learning algorithm based on historical data; and a configuration generation step: inputting the preprocessed feature data into the trained feature extraction network and the strategy network to obtain an asset configuration weight. By the adoption of the asset allocation method and device, asset features with deeper dimensions and wider ranges can be processed, multi-stage asset allocation isconducted in a full-automatic mode, and the asset allocation efficiency is improved.

Description

technical field [0001] The invention relates to the field of computer technology, in particular to an asset allocation method and device. Background technique [0002] Large-category asset allocation and portfolio management are the most core links in the investment practice process. Investment risks are diversified by investing in multiple large-category assets. The existing mainstream traditional asset allocation techniques include quantitative asset allocation and subjective asset allocation. Among them, quantitative asset allocation includes the mean-variance model proposed by Markowitz. Subjective asset allocation mainly focuses on the prediction of the macro cycle, including the Merrill Lynch investment clock model. [0003] The inventor of this patent application found through research on the investment practice process that the allocation of large-scale assets is a long-term dynamic investment process, but the above-mentioned traditional asset allocation model ofte...

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/06G06N3/04G06N3/08
CPCG06Q40/06G06N3/08G06N3/045
Inventor 谭文清朱代辉李耀明
Owner 上海叮诺科技有限公司