Method and system for adjusting asset allocation ratio

Abstract

The present invention relates to a method and system for supporting the adjustment of asset allocation weights. It involves receiving investment weights for two or more investment targets from an investor, adjusting the investment weights for each asset according to the investor's investment propensity to set a target value, and periodically adjusting and proposing asset allocation weights for each asset by adjusting the asset value for each asset according to the investment weights to minimize the difference (Error) between the target value and the asset value of each investment target.

Description

Technology Field

[0001] The present invention relates to a method and system for supporting adjustment of asset allocation weights, and more specifically, to a method and system proposed to periodically adjust the asset allocation weights for each asset by receiving investment weights for two or more investment targets from an investor, adjusting the investment weights for each asset according to the investor's investment propensity and setting a target value, and adjusting the asset value for each asset according to each investment weight to minimize the difference (Error) between the target value and the asset value of each investment target. Background Technology

[0002] People are investing their assets in various investment products (investment targets), such as stocks, bonds, funds, and real estate.

[0003] These investments are being made for various reasons, such as economic benefits, long-term financial stability, and retirement planning through future asset growth.

[0004] Since various investment products such as stocks, bonds, and funds vary widely in volatility, risk, and growth potential, it is very important to decide how to diversify your assets across these products.

[0005] The long-term investment return of asset allocation is determined more by how the assets are distributed among the aforementioned assets than by the investment performance of a single individual investment target.

[0006] For example, assuming an investor invests in stocks with high volatility but high growth potential, and bonds that offer stable and predictable returns despite relatively lower growth potential, the investor can lower investment risk or maximize returns by appropriately adjusting the asset allocation weights for stocks and bonds according to their investment propensity.

[0007] Accordingly, the present invention proposes a method for adjusting the asset allocation ratio for each asset by receiving input of investment ratios for two or more investment targets from an investor, adjusting the target value based on the investment ratio for each asset according to the investor's investment propensity, and adjusting the asset value of the investment target according to the adjusted target value to minimize the difference between the adjusted target value and the asset value of the investment target.

[0008] Next, we will briefly explain the prior art existing in the technical field of the present invention, and then describe the technical details that the present invention aims to achieve differently from the said prior art.

[0009] First, Korean Registered Patent No. 2625533 (January 16, 2024) relates to a method and apparatus for determining asset portfolio weights based on an optimal parameter calculation algorithm. It relates to a method and apparatus for determining asset portfolio weights based on an optimal parameter calculation algorithm, which determines a first weight parameter based on a return variable calculation corresponding to stock data in a first time interval from the present to a past time point based on initial portfolio weights and stock information, and determines a second weight parameter for the optimal interval where the return variable is calculated highest according to a greedy search operation while performing rolling analysis processing for a second time interval corresponding to stock data within a recent certain period based on the initial portfolio weights and stock information, thereby determining the optimal weight parameter corresponding to the initial portfolio.

[0010] Although the aforementioned Korean Registered Patent No. 2625533 describes a method for determining asset portfolio weights, it does not receive the investor's investment weight for each asset as proposed in the present invention and set a target value according to the investor's investment propensity, nor does it describe a method for adjusting asset allocation weights to minimize the error between the set target value and the asset value. Therefore, the two inventions have significant differences in their technical configuration, purpose, and effect.

[0011] In addition, Korean Registered Patent No. 2094813 (March 24, 2020) relates to an asset allocation method using a financial market instability index, which enables optimal asset allocation by reflecting investors' risk preferences and objective criteria that quantify the degree of financial market instability.

[0012] In other words, Korean Registered Patent No. 2094813 merely describes a method of allocating assets based on financial market instability indices and investor propensity.

[0013] On the other hand, the present invention receives the investment proportion for each investment target and the investor's investment propensity, sets a target value for the investment proportion according to the investor's investment propensity, and adjusts the asset allocation proportion by adjusting the asset value to minimize the difference between the target value and the asset value; however, Korean Registered Patent No. 2094813 does not describe, suggest, or imply any such technical features of the present invention. The problem to be solved

[0014] The present invention was created to solve the above-mentioned problems and aims to provide an asset allocation weight adjustment method and a system that proposes periodically adjusting the asset allocation weight of an investor.

[0015] Furthermore, the present invention aims to provide a method and system that receive input from an investor regarding the investment proportions for two or more investment target assets and the investor's investment propensity, and periodically propose an asset allocation proportion by adjusting the said investment proportions and investment propensity.

[0016] Furthermore, the present invention aims to provide a method and system for adjusting the asset allocation ratio for each investment target asset by setting a target asset value based on an investment ratio for each investment target asset that reflects the investor's investment propensity, and adjusting the asset value for each investment target asset so that the difference between the target value and the asset value is minimized.

[0017] Furthermore, the present invention aims to provide a method and system for adjusting asset value by adding the result of multiplying the difference by a proportional control coefficient, the result of integrating the difference over a predetermined time period by a control coefficient, the result of differentiating the difference over a predetermined time period by a control coefficient, the result of multiplying the target asset value reflecting the investor's investment propensity by a feedforward control coefficient, or a combination thereof, and then adding the asset value adjusted at a previous point in time.

[0018] Furthermore, the present invention aims to provide a method and system for proposing an asset allocation weight for the entire investment target asset based on the adjusted asset value.

[0019] Furthermore, the present invention aims to provide a method and system for optimally tuning proportional control coefficients, integral control coefficients, and derivative control coefficients through result interpretation and sensitivity analysis of the adjusted asset value.

[0020] In addition, the present invention aims to provide a method and system for optimally tuning a feedforward control coefficient using a virtual asset return distribution. means of solving the problem

[0021] A method for adjusting asset allocation weights according to one embodiment of the present invention comprises: an investment weight adjustment step for changing the investment weights for at least two investment targets invested in by an investor when a time arrives for adjusting the asset allocation weights for an investor; a target value setting step for setting a target value for the asset value of each investment target according to the changed investment weights; an asset value adjustment step for adjusting the asset value of each investment target according to the changed investment weights to minimize the error between the set target value and the asset value of each investment target; and an asset allocation weight adjustment step for adjusting the asset allocation weights by allocating assets for each investment target according to the adjusted additive value, wherein the adjustment of the investment weights is characterized by being adjusted by reflecting the investment propensity of the investor.

[0022] In addition, the above investment proportion adjustment step is characterized by maintaining the investment proportion previously entered by the investor according to the investor's investment propensity, including recovery of asset value for each investment target, receipt of fixed returns, receipt of high returns, long-term investment, or a combination thereof, or changing the investment proportion by increasing or decreasing the entered investment proportion by a predetermined ratio.

[0023] In addition, the target value setting step is characterized by setting a target value for the asset value of each investment target according to the adjusted investment weight for the asset value of all investment targets at the above point in time.

[0024] In addition, the asset value adjustment step is characterized by being performed by summing the result of multiplying the error between the target value for the set asset value and the asset value of each of the investment target assets by a predetermined proportional control coefficient, the result of integrating the error over a predetermined period by a predetermined integral control coefficient, the result of differentiating the error over a predetermined period by a predetermined derivative control coefficient, or a combination thereof, and adding the asset value adjusted for each of the investment target assets at a previous point in time to the summed result.

[0025] In addition, the asset value adjustment step is further characterized by including the addition of the summing result to the result obtained by multiplying the target value for the set asset value by a predetermined feedforward control coefficient, and then adding the asset value adjusted for each investment target at a previous point in time to the summing result.

[0026] In addition, the above-described method for adjusting asset allocation weights is characterized by further including a first tuning step of tuning the proportional control coefficient, integral control coefficient, and derivative control coefficient by performing result interpretation and sensitivity analysis on the adjusted asset value.

[0027] In addition, the above-described asset allocation weight adjustment method is characterized by further including a second tuning step of tuning the feedforward control coefficient according to a virtual return distribution for each of the above-described investment target assets.

[0028] In addition, the first tuning step is characterized by including tuning the proportional control coefficient, integral control coefficient, and derivative control coefficient by analyzing the interaction between the proportional control coefficient, integral control coefficient, and derivative control coefficient through result interpretation and sensitivity analysis so that the error is within a predetermined range and an adjusted asset value is output within a predetermined time.

[0029] In addition, the second tuning step is characterized by including tuning the feedforward control coefficient by calculating the ratio between the target rate of return set according to the investor's investment propensity and the expected rate of return expected according to the virtual rate of return distribution.

[0030] In addition, the above investment weight adjustment step is characterized by including changing the investment weight by adding a predetermined ratio of the annual rate of return for the relevant investment target to the previously changed investment weight, if the investor's propensity is for long-term investment.

[0031] In addition, the above investment targets consist of multiple sectors including domestic stocks, overseas stocks, exchange-traded funds, exchange-traded securities, bonds, commodities, real estate, or combinations thereof, and the adjustment of the asset allocation weight is characterized by being performed for all sectors, for at least two sectors, or for individual stocks constituting each sector, depending on the investor's settings.

[0032] In addition, an asset allocation weight adjustment system according to one embodiment of the present invention is characterized by including a memory that stores a program for performing the asset allocation weight method and a processor that loads and executes the program stored in the memory. Effects of the invention

[0033] As described above, the present invention has the effect of increasing investors' returns or lowering investment risks in the long term by periodically adjusting the asset allocation weight for investors.

[0034] In addition, the present invention has the effect of enabling the construction of a portfolio tailored to an investor's propensity by adjusting investment weights according to the investor's propensity to set a target value, and by proposing asset allocation weights adjusted so that the difference between the target value and the asset value is minimized. Brief explanation of the drawing

[0035] FIG. 1 is a drawing illustrating an asset allocation weighting adjustment method and a system according to an embodiment of the present invention. FIG. 2 is a diagram illustrating a method for adjusting asset value according to an embodiment of the present invention. FIG. 3 is a diagram illustrating a method for tuning proportional control coefficients, integral control coefficients, derivative control coefficients, and feedforward control coefficients according to an embodiment of the present invention. FIG. 4 is a block diagram showing the configuration of an asset allocation weight adjustment system according to one embodiment of the present invention. FIG. 5 is a flowchart illustrating a procedure for adjusting asset allocation weights according to one embodiment of the present invention. FIG. 6 is a diagram showing the hardware structure of an asset allocation weight adjustment system according to one embodiment of the present invention. Specific details for implementing the invention

[0036] Hereinafter, preferred embodiments of the method and system for adjusting asset allocation weights according to the present invention will be described in detail with reference to the attached drawings. Identical reference numerals in each drawing indicate identical components. Furthermore, specific structural or functional descriptions regarding embodiments of the present invention are merely illustrative for the purpose of explaining embodiments according to the present invention. Unless otherwise defined, all terms used herein, including technical or scientific terms, have the same meaning as generally understood by those skilled in the art to which the present invention pertains. Terms such as those defined in commonly used dictionaries should be interpreted as having a meaning consistent with their meaning in the context of the relevant technology, and unless explicitly defined in this specification, it is preferable not to interpret them in an ideal or overly formal sense.

[0037] FIG. 1 is a drawing illustrating an asset allocation weighting adjustment method and a system according to an embodiment of the present invention.

[0038] As illustrated in FIG. 1, an asset allocation weight adjustment system (100) according to one embodiment of the present invention is configured to receive investment weights and investment propensity for at least two investment targets from an investor terminal (200), periodically adjust the asset allocation weights by adjusting the investment weights according to the received investor's investment propensity, and transmit the result to the investor terminal (200) to propose the adjusted asset allocation weights to the investor.

[0039] The above investor terminal (200) refers to a wired or wireless communication terminal (e.g., a smartphone) equipped by an investor who has made investments in at least two or more investment targets.

[0040] In order to periodically receive proposals for asset allocation weight adjustments, the above investor can receive asset allocation weight adjustment results by downloading and running an application (app) to receive asset allocation weight adjustment results from an asset allocation weight adjustment system (100).

[0041] The above investment targets consist of multiple sectors including stocks, exchange-traded funds (ETFs), exchange-traded notes (ETNs), bonds, real estate, commodities, or combinations thereof. Additionally, each sector is composed of multiple stocks.

[0042] The investment targets invested in by such investors constitute an investment portfolio, and the aforementioned investment proportion refers to the proportion of the investment portfolio invested by the investor contributing funds (cash).

[0043] For example, if an investor invests 100 million won in cash into stocks and bonds with 60 million won and 40 million won respectively, the investment ratio becomes 6:4 (60% : 40%).

[0044] In addition, the asset allocation weight adjustment system (100) adjusts the investment weight according to the investor's investment propensity.

[0045] The investment propensity of the above-mentioned investor comprises the restoration of the asset value of the investment target or the receipt of a fixed rate of return (Case 1), priority of rate of return (i.e., receipt of high returns) (Case 2), long-term investment for a period longer than a specified period (Case 3), or a combination thereof. However, the present invention is not limited thereto and various investment propensities may be defined.

[0046] For example, the investment propensity corresponding to Case 1 (restoration of asset value of the investment target or receipt of a fixed rate of return) refers to cases where the asset value of the investment target has plummeted due to various causes such as a financial crisis or disaster (e.g., epidemic), or aims to receive a fixed rate of return (e.g., dividends from stocks).

[0047] As another example, Case 2 (return priority) refers to aiming to receive high returns, and Case 3 (long-term investment) refers to aiming to receive returns through long-term investment for a specified period or longer. The above investment propensity may be changed by the investor.

[0048] The above asset allocation weight adjustment system (100) adjusts the investment weight for each investment target according to the investor's investment propensity and sets a target value for the adjusted investment weight.

[0049] For example, if the investment weight of stocks in the total investment portfolio is 0.5 (i.e., 50%) and the investment weight is adjusted to 100% (i.e., maintained) according to the investment propensity of the above investor, a target value is set for the above investment weight of 50%.

[0050] The above investment ratio may be adjusted according to the investor's investment propensity, and if the above investment propensity corresponds to Case 1, it may be adjusted to 100%, if it corresponds to Case 2, it may be adjusted to 130%, and if it corresponds to Case 3, it may be adjusted at predetermined intervals.

[0051] Ultimately, adjusting the investment weight is performed by maintaining the investment weight entered by the investor according to the investor's investment propensity, or by increasing or decreasing the said investment weight by a predetermined ratio.

[0052] Setting the above target value will be explained in detail with reference to Fig. 2.

[0053] In addition, the above asset allocation weight adjustment system (100) adjusts the asset value of each investment target according to the overall asset value of each investment target and the above adjusted investment weight.

[0054] Adjusting the asset value of the investment target according to the above-mentioned adjusted investment weight is performed to adjust the asset allocation weight for each asset by reflecting the asset value adjusted at a previous point in time and minimizing the difference between the actual asset value of the investment target and the above-mentioned target value.

[0055] In order to adjust the asset value of the above investment target, the actual asset value for each investment target can be requested from the investment system (300) for each investment target and provided in real time.

[0056] To this end, the asset allocation weight adjustment system (100) may be configured to be linked with each investment system (300) by obtaining consent from the investor so that the investor can link (link) the asset value for each investment target.

[0057] For example, if an investor has invested in Korean stocks, consent is obtained from the investor to link with the investment system (e.g., securities server) used to invest in the stocks. This consent can be performed integrally for all investment systems (300).

[0058] Here, the investment system (300) refers to various investment platforms, such as a securities server (platform) for investing in Korean stocks, overseas stocks, stocks, exchange-traded funds, exchange-traded securities, or bonds (government bonds), a real estate investment system (platform) for investing in real estate, or an investment system (platform) for investing in raw materials.

[0059] The above asset allocation weight adjustment system (100) is configured to adjust the asset using the above error, the above previously adjusted asset value, the proportional control coefficient, integral control coefficient, and derivative control coefficient for the above error, and the feedforward control coefficient for adjusting the ratio for adjusting the asset value.

[0060] Setting the above target value and adjusting the above asset value will be explained in detail with reference to FIG. 2.

[0061] In addition, the above asset allocation weight adjustment system (100) adjusts the asset allocation weight according to the adjusted asset value and transmits it to the investor terminal (300).

[0062] FIG. 2 is a diagram illustrating a method for adjusting asset value according to an embodiment of the present invention.

[0063] As illustrated in FIG. 2, an asset allocation weighting adjustment system (100) according to one embodiment of the present invention adjusts the asset value so that the error between the target value and the actual asset value based on the adjusted investment weighting is minimized.

[0064] The adjustment of the above asset value is performed according to the following [Equation 1].

[0065] [Mathematical Formula 1]

[0066]

[0067]

[0068] Here, represents the adjusted asset value at a specific point in time (or the current point in time t), Kp, Ki, and Kd represent the proportional control factor, integral control factor, and derivative control factor, respectively, and Kff represents the feedforward control factor. Also, represents the asset value adjusted at the previous time point (t-1), and AssetValue represents the asset value of the investment target. SetPoint is the target asset value based on the changed investment weighting that reflects the investor's investment propensity.

[0069] The above asset allocation weight adjustment system (100) feeds back the asset value to minimize the difference between the target value and the actual asset value, thereby optimally tuning the proportional control coefficient, integral control coefficient, and derivative control coefficient, or optimally tuning by including a feedforward control coefficient therein to finally adjust the asset value.

[0070] However, the above asset allocation weight adjustment system (100) may feed back the adjusted asset value to minimize the difference between the target value and the actual asset value, thereby optimally tuning the proportional control coefficient, integral control coefficient, and derivative control coefficient to finally adjust the asset value, or it may further add the feedforward control coefficient to optimally tune it to finally adjust the asset value. In other words, it is not necessary to add the feedforward control coefficient.

[0071] That is, the adjusted asset value at time t (e.g., the current time) is adjusted using optimally tuned proportional control factors, integral control factors, derivative control factors, and pit-forward control factors.

[0072] It is desirable that these proportional control coefficients, integral control coefficients, derivative control coefficients, and feedforward control coefficients be optimally tuned in real time. However, this is not limited to this and may be performed according to a period.

[0073] Tuning the above proportional control coefficient, integral control coefficient, and derivative control coefficient is performed through result interpretation and sensitivity analysis, and tuning the above feedforward control coefficient can be performed using a virtual return distribution.

[0074] Tuning the above proportional control coefficient, integral control coefficient, derivative control coefficient, and feedforward control coefficient will be explained in detail with reference to Fig. 3.

[0075] FIG. 3 is a diagram illustrating a method for tuning proportional control coefficients, integral control coefficients, derivative control coefficients, and feedforward control coefficients according to an embodiment of the present invention.

[0076] As illustrated in FIG. 3, an asset allocation weight adjustment system (100) according to one embodiment of the present invention optimally tunes the proportional control coefficient, integral control coefficient, derivative control coefficient, and feedforward control coefficient to adjust the added value for asset allocation weight adjustment using [Equation 1].

[0077] [Equation 1] indicates that the additional value is adjusted to adjust the asset allocation weight by considering all of Kp, Ki, Kd, ​​and Kff, but it is acceptable to adjust the additional value to adjust the asset allocation weight by considering Kp, Ki, Kd, ​​Kff, or a combination thereof.

[0078] The above proportional control coefficient is related to the response to the current error; the larger the proportional control coefficient, the faster it responds to the error and reaches the target value quickly, but oscillation or response speed may occur.

[0079] The above integral control coefficient is intended to correct continuous errors by accumulating past errors; the larger the integral control coefficient, the more effective it is in eliminating small errors, but if it is too large, oscillation may occur.

[0080] The above differential control coefficient is intended to suppress vibration by mitigating the change in error according to the rate of change of the error; if the differential control coefficient is too large, the response speed is slow, and if it is too small, the effect of suppressing vibration may be weakened.

[0081] Accordingly, the asset allocation weight adjustment system (100) is performed by analyzing the interaction between the proportional control coefficient, integral control coefficient, and derivative control coefficient so that the error is maintained within a predetermined range and the adjusted asset value is output within a predetermined time through result interpretation and sensitivity analysis of the result of adjusting the asset value.

[0082] The above proportional control coefficients, integral control coefficients, and derivative control coefficients may be tuned using the Ziegler-Bichols tuning method or the Cohen-Coon tuning method.

[0083] The above Ziegler-Bichols tuning method and Cohen-Coon tuning method are primarily used in PID control for industrial process control techniques, so a detailed explanation will be omitted.

[0084] Additionally, the asset allocation weight adjustment system (100) tunes the feedforward control coefficient according to a virtual return distribution mathematically modeled according to a predetermined method for each investment target invested in by the investor. Here, the feedforward control coefficient can be used to determine the investment amount or asset allocation weight required to achieve the target return.

[0085] The above-mentioned virtual return distribution is generated by testing various situations through simulation and assuming how the return will change accordingly, and may be provided by each investment system (300). However, it is not limited thereto and may be generated by the asset allocation weight adjustment system (100) of the present invention. The above-mentioned virtual return distribution may be updated periodically.

[0086] The above asset allocation weight adjustment system (100) can calculate the expected rate of return using the mean or statistical indicators (standard deviation, variance, skewness, etc.) in a virtual rate of return distribution, and can tune the feedforward coefficient by calculating the amount of capital investment or asset ratio required to reach the target rate of return.

[0087] The above feedforward coefficient can be tuned to 'target rate of return / expected rate of return' at the current time (t).

[0088] Therefore, the asset allocation weight adjustment system (100) can tune the feedforward coefficient by setting a target rate of return according to the investor's investment propensity.

[0089] Since the above virtual return distribution continuously fluctuates according to market changes, it is desirable for the above feedforward coefficient to be adjusted in real time.

[0090] In other words, the above feedforward coefficient is optimally tuned through the virtual return distribution, target return, and expected return.

[0091] Meanwhile, if we want to explain the adjustment of asset value at time t through the example of Case 1, where an investor has invested in Korean stocks, overseas stocks, and bonds with an investment ratio of 5:3:2, and it is assumed that at the previous time point (t-1), the asset values ​​for Korean stocks, overseas stocks, and bonds are 5 million won, 3 million won, and 2 million won, then the asset allocation ratio adjustment system (100) changes the investment ratio of Korean stocks to 100% at time t-1 (i.e., maintains 0.5% of the total investment ratio, i.e., 50%), and the target value resulting from the change becomes 5 million won.

[0092] Subsequently, assuming that at time t the asset value of other investment targets remains the same and the price of Korean stocks rises to 10 million won, the investment weight of Korean stocks increases to approximately 66.7%, while the investment weight of overseas stocks and bonds decreases relatively to approximately 20% and 13.3%, respectively.

[0093] Accordingly, the asset allocation weight adjustment system (100) adjusts the investment weight of Korean stocks in the total asset value to 50% (0.5) according to the investment weight entered by the investor, and adjusts the asset value of Korean stocks so that the difference between the target value (50% of 1000 + 300 + 200 = 750 (ten thousand won)) and the asset value of Korean stocks, i.e., the error, is minimized.

[0094] The unit for the above asset value may vary depending on the country. For example, for Korean stocks, it is KRW, and for US stocks, it is USD.

[0095] At this time, the asset allocation weight adjustment system (100) adjusts the asset value of Korean stocks at time t using the proportional control coefficient, integral control coefficient, derivative control coefficient, and feedforward control coefficient explained with reference to FIG. 2, and the asset value of Korean stocks adjusted at the previous time point.

[0096] At this point, if we take the extreme example where the error is zero, the value of the adjusted Korean stock becomes 7.5 million won.

[0097] At this time, the asset allocation weight adjustment system (100) suggests to the investor to adjust the asset allocation weight by allocating 2.5 million won (10 million won minus 7.5 million won from the actual asset value of Korean stocks) to US stocks and bonds (i.e., 1.5 million won to US stocks and 1 million won to bonds) according to the investment weight.

[0098] As another example, assuming that an investor has invested in Korean stocks, overseas stocks, and bonds, with an investment ratio of 5:3:2, and that at the previous time point (t-1), the asset values ​​for Korean stocks, overseas stocks, and bonds were 5 million won, 3 million won, and 2 million won, and that the investor's propensity for Korean stocks is Case 2, the asset allocation ratio adjustment system (100) adjusts the investment ratio of Korean stocks to 120% (i.e., 0.6% of the total investment ratio, i.e., 60%), and the target value resulting from the adjustment becomes 7.8 million won.

[0099] Subsequently, assuming that at time t the asset value of other investment targets remains the same and the price of Korean stocks rises to 10 million won, the investment weight of Korean stocks increases to approximately 66.7% of the total investment weight, while the investment weight of overseas stocks and bonds decreases relatively to approximately 20% and 13.3%, respectively.

[0100] Accordingly, the asset allocation weight adjustment system (100) adjusts the investment weight of Korean stocks in the total asset value to 60% (0.6) according to the investment weight entered by the investor, and adjusts the asset value of Korean stocks so that the difference between the target value (60% of 1000 + 300 + 200 = 900 (ten thousand won)) and the asset value of Korean stocks, i.e., the error price, is minimized.

[0101] At this time, the asset allocation weight adjustment system (100) adjusts the asset value of Korean stocks at time t using the proportional control coefficient, integral control coefficient, derivative control coefficient, and feedforward control coefficient explained with reference to FIG. 2, and the asset value of Korean stocks adjusted at the previous time point.

[0102] At this point, if we take the extreme example where the error is zero, the value of the adjusted Korean stock becomes 9 million won.

[0103] At this time, the asset allocation weight adjustment system (100) proposes to the investor an adjustment to the asset allocation weight by allocating 1 million won (10 million won minus 9 million won from the actual asset value of Korean stocks) to US stocks and bonds (i.e., 600,000 won to US stocks and 400,000 won to bonds) according to the investment weight. In the case of Case 2, since the investment weight of Korean stocks has been increased, the investment weight of other investment targets, such as US stocks and bonds, is relatively reduced.

[0104] As another example, assuming that an investor has invested in Korean stocks, overseas stocks, and bonds, and the investment ratio is 5:3:2, and the asset values ​​for Korean stocks, overseas stocks, and bonds at the previous time point (t-1) are 5 million won, 3 million won, and 2 million won, and that the investor's propensity for Korean stocks is Case 3, the asset allocation ratio adjustment system (100) adjusts the investment ratio of Korean stocks according to the following [Equation 2].

[0105] [Mathematical Formula 2]

[0106] SET_POINT t = SET_POINT t-1 x (1 + 0.2 / 52(w))

[0107] Here, SET_POINT refers to the changed investment weight of a specific investment target asset relative to the total asset value. Here, the changed investment weight refers to an increase or decrease of a certain percentage relative to the entered investment weight.

[0108] That is, in the case of Case 3, the adjustment of the investment weight is performed by adding the result of multiplying the previously adjusted investment weight by a predetermined ratio (0.2 / 52(w)) for a predetermined annual rate of return to the previously adjusted investment weight. Here, since one year is 52 weeks, w becomes one week.

[0109] Afterwards, the asset value of Korean stocks is adjusted so that the difference between the target value based on the investment weight adjusted according to [Equation 2] above and the asset value of Korean stocks, i.e., the error, is minimized at time t.

[0110] At this time, the asset allocation weight adjustment system (100) adjusts the asset value of Korean stocks at time t by using the proportional control coefficient, integral control coefficient, derivative control coefficient, and feedforward control coefficient explained with reference to FIG. 2 and the asset value of Korean stocks adjusted at the previous time point, and proposes to the investor the asset allocation weight for Korean stocks, US stocks, and bonds.

[0111] FIG. 4 is a block diagram showing the configuration of an asset allocation weight adjustment system according to one embodiment of the present invention.

[0112] As illustrated in FIG. 4, an asset allocation weight adjustment system (100) according to one embodiment of the present invention is configured to periodically adjust the asset allocation weight and propose it to an investor, and comprises an investment weight input unit (110), an investment propensity input unit (120), an investment weight adjustment unit (130), an asset value adjustment unit (140), an asset allocation weight adjustment unit (150), an asset allocation weight transmission unit (160), a tuning unit (170), and an investor management unit (180).

[0113] The above investment proportion input unit (110) receives investment proportions for at least two investment targets from an investor through an investor terminal (200). Here, the investment proportion refers to the initial investment proportion.

[0114] The above investment propensity input unit (120) receives the investment propensity of the investor for each investment target through the investor terminal (200).

[0115] The above investment proportion adjustment unit (130) adjusts the investment proportion according to the investment propensity of the above-mentioned investor and sets the overall actual asset value for the above-mentioned total investment target and the target value according to the above-mentioned adjusted investment proportion.

[0116] The above investment weight is adjusted for each investment target according to the investment propensity for each investment target, and the above target value can also be set for each investment target individually based on the investment weight adjusted for each investment target.

[0117] The actual asset value of the above-mentioned investor can be obtained from the investment system (300) for each investment target.

[0118] Meanwhile, the asset allocation weight adjustment system (100) of the present invention may be implemented as a separate system and configured to adjust the asset allocation weight in conjunction with each investment system (300). However, it is not limited thereto, and it is also possible to implement it by being integrated as a component of the investment system (300).

[0119] Adjusting the investment ratio and setting the target value as described above has been explained with reference to FIGS. 2 and FIGS. 3, so it will be omitted here.

[0120] The above asset value adjustment unit (140) adjusts the asset value according to the adjusted investment ratio so that the error between the target value set according to the adjusted investment ratio and the asset value is minimized.

[0121] The above asset value adjustment unit (140) adjusts the asset value for each investment target asset by multiplying the result of integrating the error between the target value for each investment target set at each point in time (i.e., a point in time for adjusting the asset allocation weight) and the result of integrating the result of integrating the error between the target value for each investment target set at each point in time (i.e., a point in time for adjusting the asset allocation weight) and the result of integrating the result of integrating the result of integrating the result of integrating the error during the above period and the result of integrating the result of dividing the result of integrating

[0122] At this time, the tuning unit (170) can adjust the asset value so that the error is minimized at each point in time by tuning the proportional control coefficient, integral control coefficient, and derivative control coefficient through result interpretation and sensitivity analysis of the adjusted asset value, and optimally tuning the feedforward control coefficient using a virtual return distribution.

[0123] The adjustment of the asset value and the tuning mentioned above have been explained with reference to FIGS. 2 and FIGS. 3, so they will be omitted here.

[0124] The above asset allocation weight adjustment unit (150) adjusts the asset allocation weight by allocating assets to each investment target according to the adjusted asset value.

[0125] Adjusting the above asset allocation weights has been explained with reference to Fig. 3, so it will be omitted here.

[0126] The above asset allocation weight transmission unit (160) transmits the adjusted asset allocation weight to the investor terminal (300) and proposes the adjusted asset allocation weight to the investor.

[0127] The above investor management unit (180) stores and manages investor information (identifier, password, etc.), adjusted asset value, proposed asset allocation weight, etc. for each investor using the asset allocation weight adjustment system (100) of the present invention.

[0128] FIG. 5 is a flowchart illustrating a procedure for adjusting asset allocation weights according to one embodiment of the present invention.

[0129] As illustrated in FIG. 5, the procedure for adjusting the asset allocation weight according to one embodiment of the present invention first performs an investment weight adjustment step (S120) in which, when the time for adjusting the asset allocation weight arrives (S110), the asset allocation weight system (100) changes and adjusts the investment weight according to the investor's investment propensity for at least two investment targets.

[0130] The above investment weighting is adjusted based on the investment weighting entered for each investment target by the investor in advance, and is adjusted according to the investor's investment propensity for each investment target.

[0131] The above investment proportion is entered through an investment proportion input step that receives investment proportions for at least two investment targets, and the above investment propensity is entered through an investment propensity input step.

[0132] The above investment weight and investment propensity may be changed by the investor, and the asset allocation weight system (100) maintains and uses the previously entered investment weight and investment propensity as they are if the investment weight and target value are not changed.

[0133] Next, the above asset allocation weight system (100) performs a target setting step of setting a target value according to the adjusted investment weight (S130).

[0134] Setting the above target value is performed according to the adjusted investment ratio.

[0135] Next, the asset allocation weight system (100) performs an asset value adjustment step to adjust the asset value so that the error between the set target value and the asset value is minimized (S140).

[0136] That is, the asset allocation weight system (100) adjusts the asset value according to [Equation 1] and further includes a tuning step comprising a first tuning step of tuning the proportional control coefficient, integral control coefficient, and derivative control coefficient by feeding back the asset value so that the error is minimized, and a second tuning step of tuning the feedforward control coefficient using a virtual rate of return.

[0137] Since the above tuning has been explained with reference to Fig. 4, further detailed explanation will be omitted.

[0138] Next, the asset allocation weight system (100) performs an asset allocation weight adjustment step (S150) which adjusts the asset allocation weight by allocating assets to each investment target according to the asset value created.

[0139] In other words, it involves adjusting the asset allocation weight according to the investor's investment propensity by increasing or decreasing the input of assets based on the actual asset value of each investment target and the adjusted asset value.

[0140] Adjusting the above asset allocation weights has been explained in detail with reference to Figure 4, so it will be omitted here.

[0141] Next, the asset allocation weight system (100) performs an asset allocation weight transmission step (S160) that proposes the adjusted asset allocation weight by transmitting the result of adjusting the asset allocation weight to the investor terminal (200).

[0142] Afterward, the investor can adjust the asset allocation ratio by using the asset allocation ratio (i.e., the adjusted asset allocation ratio) proposed by the asset allocation ratio system (100) to inject new funds into each investment target (buy) or partially liquidate (sell) the asset value of each investment target.

[0143] Meanwhile, adjusting the asset allocation weight through each of the above steps may be performed for the entire sector, for at least two sectors, or for the stocks constituting each sector, depending on the investor's settings.

[0144] The stocks constituting each of the above sectors refer to individual stocks of each sector (e.g., stocks of a specific company, etc.).

[0145] FIG. 6 is a diagram showing the hardware structure of an asset allocation weight adjustment system according to one embodiment of the present invention.

[0146] As illustrated in FIG. 6, the hardware structure of an asset allocation weight adjustment system (100) according to one embodiment of the present invention is configured to include a processor (1000), memory (2000), user interface (3000), database interface (4000), network interface (5000), web server (6000), etc.

[0147] The memory (2000) stores a program that performs a method for adjusting the asset allocation ratio, and the processor (1000) is configured to adjust the asset allocation ratio by loading and executing the program stored in the memory (2000).

[0148] The user interface (3000) provides an input and output interface to investors using a graphical user interface (GUI), and the database interface (4000) provides an interface between the database (400) and the hardware structure.

[0149] The network interface (5000) provides a means for an investor to access the asset allocation weight adjustment system (100) through an investor terminal (200). Most investors can use the asset allocation weight adjustment system (100) by connecting to a web server (6000) remotely.

[0150] Each step of the configuration or method described above may be implemented as computer-readable code (program) on a computer-readable recording medium (memory) or transmitted through a transmission medium, and the computer-readable recording medium (i.e., memory) is a data storage device capable of storing data that can be read by a computer system.

[0151] Examples of computer-readable recording media include, but are not limited to, databases, ROM, RAM, CD-ROM, DVD, magnetic tape, floppy disk, and optical data storage devices. Transmission media may include carrier waves transmitted via the Internet or various types of communication channels. Additionally, computer-readable recording media may be distributed through networked computer systems so that computer-readable code is stored and executed in a distributed manner.

[0152] In addition, at least one component applied to the present invention may include or be implemented by a processor (1000) that performs a respective function, and two or more of the components may be combined into a single component to perform all operations or functions for the two or more combined components.

[0153] As explained in detail above, by periodically adjusting the asset allocation weights for at least two investment targets according to the investor's propensity, it is possible to diversify investment risk and maximize investment returns.

[0154] As described above, the present invention has been explained with reference to the embodiments illustrated in the drawings, but this is merely illustrative, and those skilled in the art will understand that various modifications and equivalent alternative embodiments are possible therefrom. Accordingly, the technical scope of protection of the present invention should be determined by the following claims. Explanation of the symbols

[0155] 100: Asset allocation weight adjustment system 110: Investment weight input section 120: Investment Propensity Input Section 130: Investment Weight Adjustment Section 140: Asset Value Adjustment Section 150: Asset Allocation Weight Adjustment Section 160: Asset allocation weight transmission unit 170: Tuning unit 180: Investor Management Department

Claims

Claim 1 When a time arrives to adjust the asset allocation weight for an investor, the asset allocation weight adjustment system comprises: an investment weight input step for receiving investment weights for at least two or more investment target assets from an investor terminal; an investment propensity input step for receiving the investor's investment propensity, including recovery of asset value, receipt of fixed returns, receipt of high returns, or long-term investment, in the asset allocation weight adjustment system; an investment weight adjustment step for adjusting the investment weight, including maintaining the investment weight entered by the investor at a time prior to the arrival time, or changing the investment weight by increasing or decreasing the entered investment weight by a predetermined ratio, in accordance with the investor's investment propensity received; a target value setting step for setting a target value for the asset value of each investment target asset according to the adjusted investment weight at the arrival time; and the asset allocation weight adjustment system, reflecting the adjusted asset value at a time prior to the arrival time, the A method for adjusting asset allocation weights, comprising: an asset value adjustment step for adjusting the asset value of each investment target asset with respect to the adjusted investment weight to minimize the error between the target value of each investment target asset set and the actual asset value of each investment target asset; and an asset allocation weight adjustment step for adjusting the asset allocation weight for each investment target asset according to the adjusted additive value in the asset allocation weight adjustment system and transmitting the result to the investor terminal; wherein the investment target asset is composed of a plurality of sectors including domestic stocks, overseas stocks, exchange-traded funds, exchange-traded securities, bonds, raw materials, real estate, or a combination thereof, and the adjustment of the asset allocation weight is performed for all sectors, for at least two sectors, or for individual stocks constituting each sector according to the investor's settings. Claim 2 delete Claim 3 delete Claim 4 A method for adjusting asset allocation weights according to claim 1, wherein the asset value adjustment step is performed by summing the result of multiplying the error between the target value for the set asset value and the asset value of each investment target asset by a predetermined proportional control coefficient, the result of integrating the error over a predetermined period by a predetermined integral control coefficient, the result of differentiating the error over a predetermined period by a predetermined derivative control coefficient, or a combination thereof, and adding the adjusted asset value for each investment target asset at a point prior to the arrived point to the summed result. Claim 5 A method for adjusting asset allocation weights according to claim 4, wherein the asset value adjustment step further comprises adding the summed result to the result obtained by multiplying the target value for the set asset value by a predetermined feedforward control coefficient, and then adding the adjusted asset value for each investment target asset at a point prior to the arrived point to the summed result. Claim 6 The asset allocation weight adjustment method according to claim 4 further comprises a first tuning step of tuning the proportional control coefficient, integral control coefficient, derivative control coefficient, or a combination thereof by performing result interpretation and sensitivity analysis on the adjusted asset value in the asset allocation weight adjustment system. Claim 7 The asset allocation weight adjustment method of claim 5 further comprises a second tuning step of tuning the feedforward control coefficient according to a virtual return distribution for each of the investment target assets in the asset allocation weight adjustment system. Claim 8 A method for adjusting asset allocation weights according to claim 6, wherein the first tuning step comprises analyzing the interaction between the proportional control coefficient, integral control coefficient, derivative control coefficient, or combination thereof through result interpretation and sensitivity analysis so that the error oscillates within a predetermined range and outputs an adjusted asset value within a predetermined time, and tuning the proportional control coefficient, integral control coefficient, derivative control coefficient, or combination thereof. Claim 9 A method for adjusting asset allocation weights according to claim 7, wherein the second tuning step further comprises tuning the feedforward control coefficient by calculating the ratio between the target rate of return set according to the investor's investment propensity and the expected rate of return expected according to the virtual rate of return distribution. Claim 10 A method for adjusting asset allocation weights according to claim 1, wherein the investment weight adjustment step further comprises changing the investment weight by adding a predetermined ratio of the annual rate of return for the corresponding investment target asset to the previously changed investment weight if the investment propensity of the investor is for long-term investment. Claim 11 delete Claim 12 An asset allocation weight adjustment system characterized by comprising: a memory storing a program for performing a method according to any one of claims 1 and 4 to 10; and a processor for loading and executing the program stored in the memory.

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