Investment portfolio optimization method, device, equipment, medium and system

Abstract

The invention belongs to the technical field of enterprise investment management, and particularly relates to an investment portfolio optimization method, device, equipment, medium and system. The method comprises the steps of obtaining all investment sections needing to be invested; obtaining all investment schemes in each investment section; determining an investment portfolio set according to each investment scheme of each investment section, wherein the investment portfolio set comprises a plurality of investment portfolios; determining investment evaluation of each investment portfolio according to each investment scheme in each investment portfolio; and determining the optimal investment portfolio according to the investment evaluation of each investment portfolio. The optimal investment scale ratio of a petroleum company is achieved, investment return is grasped from the beginning of a plan, benefit maximization and integration are balanced, and sustainable high-quality development of the company is promoted.

Description

Technical Field

[0001] The present invention belongs to the technical field of enterprise investment management, and particularly relates to an optimization method, device, equipment, medium and system for an investment portfolio. Background Art

[0002] Since Markowitz invented the modern portfolio theory in 1952, the modern portfolio theory was initially applied to the financial industry to improve the investment returns of investors by effectively allocating a portfolio of securities. Internationally renowned oil companies introduced the portfolio theory into the oil industry and continuously innovated based on it, forming strong international market competitiveness. The portfolio theory holds that for a portfolio composed of several investments, its return is the weighted average of the returns of these investments, but its risk is not the weighted average risk of these investments, and the portfolio can reduce unsystematic risk. However, in practice, the portfolio is mainly applied within the sectors in oil companies, and portfolio optimization is specifically carried out for upstream projects or downstream projects. For example, according to the traditional portfolio method theory, combining the four major sectors will inevitably result in a large inflow of investment into a certain type of specific project, unable to achieve coordinated development among sectors, and lacking measures to ensure the development strategy of the group company. Summary of the Invention

[0003] To solve the above technical problems, the present invention proposes an optimization method, device, equipment, medium and system for a fixed-point timing service's order pooling. This application obtains all investment sectors that need to be invested; obtains all investment plans in each of the investment sectors; determines an investment portfolio set according to each investment plan in each of the investment sectors, where the investment portfolio set includes multiple investment portfolios; determines the investment evaluation of each investment portfolio according to each investment plan in each investment portfolio; and determines the optimal investment portfolio according to the investment evaluation of each investment portfolio. It realizes the optimal investment scale ratio of oil companies, grasps the investment return from the beginning of the plan, balances the maximization of benefits and integration, and promotes the sustainable and high-quality development of the company.

[0004] To solve the above technical problems, the technical solution adopted by the present invention includes five aspects.

[0005] In the first aspect, an optimization method for an investment portfolio is provided, including: obtaining all investment sectors that need to be invested; obtaining all investment plans in each of the investment sectors; determining an investment portfolio set according to each investment plan in each of the investment sectors, where the investment portfolio set includes multiple investment portfolios; determining the investment evaluation of each investment portfolio according to each investment plan in each investment portfolio; and determining the optimal investment portfolio according to the investment evaluation of each investment portfolio.

[0006] In some embodiments, determining the investment evaluation of each portfolio according to each investment plan in each portfolio includes: determining various benefit indicators of the portfolio according to each investment plan in each portfolio; determining the investment evaluation of the portfolio according to the various benefit indicators.

[0007] In some embodiments, determining the benefit indicators of the portfolio according to each investment plan in each portfolio includes: determining the net present value and net profit of each investment plan in the portfolio; determining the various benefit indicators according to the net present value and the net profit of each investment plan.

[0008] In some embodiments, determining the investment evaluation of the portfolio according to the various benefit indicators includes: performing normalization processing on the various benefit indicators to obtain dimensionless benefit indicators; performing correlation analysis on the dimensionless benefit indicators to obtain a correlation analysis result; determining target benefit indicators from the various benefit indicators according to the correlation analysis result; determining the investment evaluation according to the target benefit indicators.

[0009] In some embodiments, the benefit indicators include: incremental benefit growth rate, stock benefit growth rate, comprehensive benefit growth rate, and investment risk; determining the various benefit indicators according to the net present value and the net profit of each investment plan includes: determining the incremental benefit growth rate according to the net present value and the investment amount; determining the stock benefit growth rate according to the net profit and the investment amount; determining the comprehensive benefit growth rate according to the incremental benefit growth rate and the stock benefit growth rate; determining the investment risk according to the net present value and the product price range.

[0010] In some embodiments, the comprehensive benefit growth rate is determined according to the following formula: Comprehensive benefit growth rate = w1 × incremental benefit growth rate + w2 × stock benefit growth rate; where w1 and w2 are the weight values of the incremental benefit growth rate and the stock benefit growth rate respectively, which are preset values. Inv Benchmark is the benchmark investment amount, Inv is the target investment amount, Inv Benchmark is the benchmark investment amount, NI is the target net profit at the target investment amount, NI Benchmdrk is the benchmark net profit at the benchmark investment amount, NPV Benchmark is the benchmark net present value at the benchmark investment amount, and NPV at the target investment amount is the target net present value.

[0011] In some embodiments, determining the target benefit indicator from each of the benefit indicators according to the correlation analysis result includes: eliminating duplicate indicators with strong correlation from each of the benefit indicators according to the correlation analysis result to obtain the target benefit indicator.

[0012] In a second aspect, the present application provides an optimization device for an investment portfolio, including: a first acquisition module for acquiring all investment sectors to be invested; a second acquisition module for acquiring all investment plans in each of the investment sectors; a first determination module for determining an investment portfolio set according to each of the investment plans in each of the investment sectors, where the investment portfolio set includes multiple investment portfolios; a second determination module for determining the investment evaluation of each investment portfolio according to each of the investment plans in each investment portfolio; and a third determination module for determining the optimal investment portfolio according to the investment evaluation of each investment portfolio.

[0013] In a third aspect, the present application provides an electronic device, including: a memory and a processor, where a computer program is stored on the memory, and when the computer program is executed by the processor, it executes the method described in the first aspect.

[0014] In a fourth aspect, the present application provides a storage medium, where a computer program stored on the storage medium can be executed by one or more processors, and the computer program can be used to implement the method described in the first aspect.

[0015] Advantages of the present invention: The present application acquires all investment sectors to be invested; acquires all investment plans in each of the investment sectors; determines an investment portfolio set according to each of the investment plans in each of the investment sectors, where the investment portfolio set includes multiple investment portfolios; determines the investment evaluation of each investment portfolio according to each of the investment plans in each investment portfolio; and determines the optimal investment portfolio according to the investment evaluation of each investment portfolio. This realizes the optimal ratio of the investment scale of the oil company, grasps the investment return from the beginning of the plan, balances the maximization of benefits and integration, and promotes the sustainable and high-quality development of the company. Description of the Drawings

[0016] The scope of the present disclosure can be better understood by reading the detailed description of the exemplary embodiments below in conjunction with the accompanying drawings. The accompanying drawings included are:

[0017] Figure 1 It is the overall flowchart of an optimization method for an investment portfolio provided by an embodiment of the present application;

[0018] Figure 2 It is the structural block diagram of an optimization device for an investment portfolio provided by an embodiment of the present application. Detailed Embodiments

[0019] To make the objectives, technical solutions and advantages of this application clearer, the following will further describe this application in detail with reference to the accompanying drawings. The described embodiments should not be regarded as limitations on this application. All other embodiments obtained by those of ordinary skill in the art without creative efforts fall within the scope of protection of this application.

[0020] In the following description, reference is made to "some embodiments", which describe a subset of all possible embodiments. However, it can be understood that "some embodiments" can be the same subset or different subsets of all possible embodiments, and can be combined with each other without conflict.

[0021] If similar descriptions such as "first / second / third" appear in the application documents, the following explanation is added. In the following description, the terms "first / second / third" only distinguish similar objects and do not represent a specific order for the objects. It can be understood that "first / second / third" can be interchanged in a specific order or sequence when permitted, so that the embodiments of this application described here can be implemented in an order other than that illustrated or described here.

[0022] Unless otherwise defined, all technical and scientific terms used herein have the same meaning as commonly understood by those of ordinary skill in the technical field to which this application belongs. The terms used herein are only for the purpose of describing the embodiments of this application and are not intended to limit this application.

[0023] Embodiment 1:

[0024] In the prior art in practice, the investment portfolio is mainly applied within the sectors in oil companies, and portfolio optimization is specifically carried out for upstream projects or downstream projects. For example, according to the theory of traditional investment portfolio methods, unifying the four major sectors into a portfolio will inevitably result in a large influx of investment into certain specific projects, unable to achieve coordinated development between sectors, and lacking measures to guarantee the development strategy of the group company.

[0025] Regarding the problems existing in the prior art, such as Figure 1 As shown, this application provides an optimization method for an investment portfolio. The method is applied to an electronic device, and the electronic device can be a server, a mobile terminal, a computer, a cloud platform, etc. The functions realized by the device data processing in the embodiments of this application can be achieved by a processor of the electronic device calling program code. Among them, the program code can be stored in a computer storage medium. The optimization method for the investment portfolio includes:

[0026] Step S1: Obtain all investment sectors to be invested.

[0027] Step S2: Obtain all investment plans in each of the investment sectors.

[0028] There are multiple investment segments in the oil industry. These investment segments are generally the upstream and downstream operations in oil production. Before determining the investment portfolio, it is necessary to first determine the investment segments that need to be invested in, as well as the investment plans for each investment segment. Among them, there will be multiple investment plans in each investment segment.

[0029] Step S3: Determine an investment portfolio set according to each of the investment plans of each of the investment segments, where the investment portfolio set includes multiple investment portfolios.

[0030] Since each segment is a segment that needs to be invested in, and an investment plan needs to be determined for each segment, if the investment plans of all segments are considered together, there will be multiple investment portfolios. Suppose there are a segments, and each segment has b investment plans, then there will be b to the power of a investment portfolios, and we need to find an optimal portfolio among so many investment portfolios. Therefore, in this application, it is necessary to first construct an investment portfolio set.

[0031] Step S4: Determine the investment evaluation of each investment portfolio according to each of the investment plans in each of the investment portfolios.

[0032] The ultimate goal of investment is return. Different investment plans have different returns and different risks. Therefore, in this application, before determining the optimal investment portfolio, it is necessary to first determine the return and risk of each investment portfolio, that is, the investment evaluation of each investment portfolio.

[0033] Therefore, in some embodiments, step S4, "Determine the investment evaluation of each investment portfolio according to each of the investment plans in each of the investment portfolios", includes:

[0034] Step S41: Determine the various benefit indicators of the investment portfolio according to each of the investment plans in each of the investment portfolios.

[0035] In some embodiments, step S41, "Determine the various benefit indicators of the investment portfolio according to each of the investment plans in each of the investment portfolios", includes:

[0036] Step S411: Determine the net present value and net profit of each of the investment plans in the investment portfolio.

[0037] Step S412: Determine the various benefit indicators according to the net present value and the net profit of each of the investment plans.

[0038] It is considered that to calculate the investment evaluation of a portfolio, it is necessarily related to the returns of each investment plan in the portfolio. Therefore, it is necessary to first determine the net present value and net profit of each investment plan in the portfolio, and then determine the various benefit indicators of the portfolio based on the net present value and net profit of each investment plan.

[0039] Among them, the benefit indicators include: incremental benefit growth rate, stock benefit growth rate, comprehensive benefit growth rate, and investment risk.

[0040] Therefore, in some embodiments, step S412 "determine each of the benefit indicators according to the net present value and the net profit of each of the investment plans" includes:

[0041] Step S4121: Determine the incremental benefit growth rate according to the net present value and the investment amount.

[0042] Step S4122: Determine the stock benefit growth rate according to the net profit and the investment amount.

[0043] Step S4123: Determine the comprehensive benefit growth rate according to the incremental benefit growth rate and the stock benefit growth rate.

[0044] Step S4124: Determine the investment risk according to the net present value and the product price range.

[0045] In some embodiments, step S4123 is implemented according to the following formula:

[0046] Comprehensive benefit growth rate = w1 × incremental benefit growth rate + w2 × stock benefit growth rate.

[0047] Among them, w1 and w2 are the weight values of the incremental benefit growth rate and the stock benefit growth rate respectively, and are preset values.

[0048]

[0049]

[0050] Inv Benchmark is the benchmark investment amount, Inv is the target investment amount, Inv Benchmark is the benchmark investment amount, NI is the target net profit under the target investment amount, NI Benchmark is the benchmark net profit under the benchmark investment amount, NPV BenchmarkThe benchmark net present value (NPV) is for the benchmark investment amount, and the target NPV is for the target investment amount. NPV, NI, etc. in the above formula refer to those of the entire investment portfolio. The net present value and net profit of the investment portfolio are obtained by summing up the net present values and net profits of each investment plan in the investment portfolio. Since the return will change with the investment amount, the incremental benefit growth rate refers to how much the net present value of the investment can increase for each additional unit (such as 100 million yuan) of investment in each investment plan compared to a certain basic plan (Benchmark plan). Obviously, the higher the investment benefit brought by each unit of new investment, the better the investment plan. Since it is a relative indicator (relative to the basic plan), it is named as the growth rate. Since it reflects the increase in the net present value per unit investment generated by the investment, the net present value generated by the investment part is the long-term incremental benefit for the entire company (for example, the total output is 30 million tons, and 2 million tons are the new output generated by this year's investment, and only this part of the output is used to calculate the NPV), so it is called the incremental benefit growth rate.

[0051] The stock benefit growth rate is also a growth rate indicator (relative to the basic plan), which refers to how much the net profit can increase for each additional unit (such as 100 million yuan) of investment in each investment plan. Obviously, the higher the profit growth brought by each unit of new investment, the better. Since the net profit is mainly affected by the stock production capacity (for example, the total output is still 30 million tons, and all are calculated for net profit, and the profit is mainly contributed by the stock output of 28 million tons), this indicator mainly reflects the stock benefit.

[0052] In addition, the benefit indicators also include: the internal rate of return. The internal rate of return indicator can be understood as the rate of return of a certain investment and is an important indicator reflecting the quality of the investment effect.

[0053] In some embodiments, the investment risk of the investment portfolio is calculated by the following formula.

[0054]

[0055] In the formula, Risk is the investment risk value, a represents the price of the end product, that is, the oil price, price floor and price ceiling are the change ranges of the oil price. At each oil price, there is a corresponding net present value NPV. The denominator part is the degree of freedom. The overall formula reflects the fluctuation of the net present value of the investment portfolio when the oil price changes. From the perspective of risk resistance, if an investment plan has a relatively stable investment return when the oil price fluctuates greatly, then obviously its risk resistance ability is stronger. Therefore, risk is used as an optimization indicator for the selection of the investment portfolio.

[0056] Step S42: Determine the investment evaluation of the investment portfolio according to each of the above-mentioned benefit indicators.

[0057] In some embodiments, step S42, "determine the investment evaluation of the investment portfolio according to the respective benefit indicators", includes:

[0058] Step S421: Normalize each of the benefit indicators to obtain dimensionless benefit indicators.

[0059] Since the benefit indicators obtained previously have different meanings and it is impossible to directly determine the investment evaluation based on the benefit indicators, it is necessary to first normalize each of the benefit indicators here to obtain dimensionless benefit indicators. Specifically, the maximum-minimum normalization is adopted.

[0060] Step S422: Conduct a correlation analysis on each of the dimensionless benefit indicators to obtain the correlation analysis result.

[0061] Step S423: Determine the target benefit indicators from each of the benefit indicators according to the correlation analysis result.

[0062] In some embodiments, step S423, "determine the target benefit indicators from each of the benefit indicators according to the correlation analysis result", includes:

[0063] Step S4231: Remove the strongly correlated duplicate indicators from each of the benefit indicators according to the correlation analysis result to obtain the target benefit indicators.

[0064] Since there may be strong correlations between the benefit indicators, that is, at least two benefit indicators represent the same result in the final expression, in order to make the result more accurate, it is necessary to conduct a correlation analysis on the dimensionless benefit indicators, and then remove the strongly correlated dimensionless benefit indicators according to the analysis result to finally obtain the target benefit indicators.

[0065] Step S424: Determine the investment evaluation according to the target benefit indicators.

[0066] After performing the correlation processing on the benefit indicators, relevant data with reference significance is obtained. Therefore, in some embodiments, step S424 is implemented by the following formula:

[0067]

[0068] In the formula, after removing the benefit indicators with correlation, a total of j indicators remain, then X j represents the j-th dimensionless benefit indicator.

[0069] Step S5: Determine the optimal investment portfolio according to the investment evaluation of each investment portfolio.

[0070] After calculating the investment evaluations of each investment portfolio, the investment evaluations corresponding to each investment portfolio can be compared, and then the optimal investment portfolio can be selected, realizing the optimization of the investment portfolio.

[0071] Therefore, considering the complexity of the business of large oil companies, this application focuses on improving the rationality of the investment scale, uses indicators that are of great significance to each business segment, takes into account both the segments and the overall situation, realizes the optimal investment scale ratio of oil companies, grasps the investment return from the beginning of the plan, balances the maximization of benefits and integration, and promotes the sustainable and high-quality development of the company. In practical applications, the evaluation method has strong rationality, comparability, and practicability. Its results can provide an important basis for the investment decisions of oil companies.

[0072] Embodiment 2:

[0073] Based on the foregoing embodiments, an embodiment of this application provides an optimization device for an investment portfolio. Each module included in the device, as well as each unit included in each module, can be implemented by a processor in a computer device; of course, it can also be implemented by specific logic circuits; in the implementation process, the processor can be a central processing unit (CPU, Central Processing Unit), a microprocessor (MPU, Microprocessor Unit), a digital signal processor (DSP, Digital Signal Processing), or a field programmable gate array (FPGA, Field Programmable Gate Array), etc.

[0074] As Figure 2 shown, an optimization device for an investment portfolio includes: a first acquisition module 1, a second acquisition module 2, a first determination module 3, a second determination module 4, and a third determination module 5.

[0075] The first acquisition module 1 is used to acquire all investment segments that need to be invested. The second acquisition module 2 is used to acquire all investment plans in each of the investment segments. The first determination module 3 is used to determine an investment portfolio set according to each investment plan in each of the investment segments, where the investment portfolio set includes multiple investment portfolios. The second determination module 4 is used to determine the investment evaluation of each investment portfolio according to each investment plan in each of the investment portfolios. The third determination module 5 is used to determine the optimal investment portfolio according to the investment evaluation of each investment portfolio.

[0076] In some embodiments, the second determination module 4 includes: a fourth determination module and a fifth determination module.

[0077] The fourth determination module is used to determine the various benefit indicators of the investment portfolio according to each of the investment schemes in each of the investment portfolios. The fifth determination module is used to determine the investment evaluation of the investment portfolio according to each of the benefit indicators.

[0078] In some embodiments, the fourth determination module includes: a sixth determination module and a seventh determination module.

[0079] The sixth determination module is used to determine the net present value and net profit of each investment scheme in the investment portfolio. The seventh determination module is used to determine each benefit indicator according to the net present value and net profit of each investment scheme.

[0080] In some embodiments, the fifth determination module includes: a first execution module, a second execution module, an eighth determination module, and a ninth determination module.

[0081] The first execution module is used to normalize each of the benefit indicators to obtain each dimensionless benefit indicator. The second execution module is used to perform correlation analysis on each of the dimensionless benefit indicators to obtain a correlation analysis result. The eighth determination module is used to determine a target benefit indicator from each of the benefit indicators according to the correlation analysis result. The ninth determination module is used to determine the investment evaluation according to the target benefit indicator.

[0082] In some embodiments, the seventh determination module includes: a tenth determination module, an eleventh determination module, a twelfth determination module and a thirteenth determination module.

[0083] The tenth determination module is used to determine the incremental benefit growth rate according to the net present value and the investment amount. The eleventh determination module is used to determine the stock benefit growth rate according to the net profit and the investment amount. The twelfth determination module is used to determine the comprehensive benefit growth rate according to the incremental benefit growth rate and the stock benefit growth rate. The thirteenth determination module is used to determine the investment risk according to the net present value and the product price range.

[0084] In some embodiments, the eighth determination module includes: a fourteenth determination module.

[0085] The fourteenth determination module is used to remove the strongly correlated and repeated indicators from each of the benefit indicators according to the correlation analysis result to obtain the target benefit indicator.

[0086] Each module in the above portfolio optimization device can be implemented in whole or in part by software, hardware, or a combination thereof. Each of the above modules can be embedded in the processor of the device in hardware form or independent of the processor, or stored in the memory of the processing device in software form, so that the processor can call and execute the operations corresponding to each of the above modules. It should be noted that the division of modules in the embodiments of the present application is illustrative, only a logical function division, and there may be other division methods in actual implementation.

[0087] Embodiment 3:

[0088] A third aspect provides an electronic device, including a storage and a processor. The storage stores a computer program, and when the processor executes the computer program, the steps of a portfolio optimization method are implemented.

[0089] Embodiment 4:

[0090] A fourth aspect provides a storage medium. The computer program stored in the storage medium can be executed by one or more processors, and the computer program can be used to implement the steps of any one of the portfolio optimization methods in the first aspect.

[0091] Those of ordinary skill in the art can understand that all or part of the processes in the methods of the above embodiments can be completed by instructing relevant hardware through a computer program. The computer program can be stored in a non-volatile computer-readable storage medium. When the computer program is executed, it can include the processes of the embodiments of the above methods. Among them, any reference to a memory, storage, database, or other medium used in the embodiments provided in the present application can include at least one of non-volatile and volatile memories. Non-volatile memory can include read-only memory (ROM), magnetic tape, floppy disk, flash memory, or optical memory, etc. Volatile memory can include random access memory (RAM) or external cache memory. By way of illustration and not limitation, RAM can be in various forms, such as static random access memory (SRAM) or dynamic random access memory (DRAM), etc.

[0092] It should be understood that the "one embodiment" or "an embodiment" mentioned throughout the specification means that the specific features, structures or characteristics related to the embodiment are included in at least one embodiment of the present application. Therefore, the appearances of "in one embodiment" or "in an embodiment" throughout the specification do not necessarily refer to the same embodiment. In addition, these specific features, structures or characteristics may be combined in one or more embodiments in any suitable manner. It should be understood that in various embodiments of the present application, the magnitudes of the serial numbers of the above processes do not mean the order of execution, and the execution order of each process should be determined by its function and internal logic, and should not constitute any limitation to the implementation process of the embodiments of the present application. The serial numbers of the embodiments of the present application above are only for description and do not represent the advantages or disadvantages of the embodiments.

[0093] It should be noted that in this text, the term "comprising", "including" or any other variant thereof is intended to cover non-exclusive inclusion, so that a process, method, article or device including a series of elements not only includes those elements, but also includes other elements not expressly listed, or also includes elements inherent to such process, method, article or device. Without further limitation, an element defined by the statement "including one..." does not exclude the existence of additional identical elements in the process, method, article or device including that element.

[0094] In several embodiments provided in the present application, it should be understood that the disclosed devices and methods can be implemented in other ways. The device embodiments described above are only illustrative. For example, the division of the units is only a logical function division, and there may be other division methods in actual implementation. For example, multiple units or components can be combined, or can be integrated into another system, or some features can be ignored, or not executed. In addition, the coupling, direct coupling or communication connection between the components shown or discussed with each other can be through some interfaces, and the indirect coupling or communication connection of the devices or units can be electrical, mechanical or other forms.

[0095] The units described as separate components above may or may not be physically separated, and the components shown as units may or may not be physical units; they can be located in one place or distributed to multiple network units; some or all of the units can be selected according to actual needs to achieve the purpose of the solution of this embodiment.

[0096] In addition, each functional unit in the embodiments of the present application can be all integrated in one processing unit, or each unit can be separately a unit, or two or more units can be integrated in one unit; the above integrated unit can be implemented in the form of hardware, or in the form of a hardware plus software functional unit.

[0097] Those of ordinary skill in the art can understand that all or part of the steps of implementing the above method embodiments can be completed by hardware related to program instructions. The foregoing program can be stored in a computer-readable storage medium. When the program is executed, it performs the steps including those of the above method embodiments. The foregoing storage medium includes various media that can store program codes, such as removable storage devices, read-only memories (ROMs), magnetic disks, or optical discs.

[0098] Alternatively, if the above integrated units are implemented in the form of software function modules and sold or used as independent products, they can also be stored in a computer-readable storage medium. Based on such an understanding, the technical solution of the embodiments of the present application, in essence or the part that contributes to the prior art, can be embodied in the form of a software product. The computer software product is stored in a storage medium and includes several instructions for causing a controller to execute all or part of the methods described in the various embodiments of the present application. The foregoing storage medium includes various media that can store program codes, such as removable storage devices, ROMs, magnetic disks, or optical discs.

[0099] As described above, the above are only the implementation manners of the present application, but the protection scope of the present application is not limited thereto. Any person skilled in the art within the technical scope disclosed by the present application can easily think of changes or substitutions, which should all be covered by the protection scope of the present application. Therefore, the protection scope of the present application should be subject to the protection scope of the claims.

Claims

1. An optimization method for a portfolio, characterized in that, Including: Obtain all investment segments that need to be invested; Obtain all investment plans in each of the said investment segments; Determine an investment portfolio set according to each of the investment plans of each of the said investment segments, wherein the investment portfolio set includes multiple investment portfolios; Determine the investment evaluation of each of the investment portfolios according to each of the investment plans in each of the said investment portfolios; Determine the optimal investment portfolio according to the investment evaluation of each of the investment portfolios.

2. The method according to claim 1, wherein The determining the investment evaluation of each of the investment portfolios according to each of the investment plans in each of the said investment portfolios includes: Determine the various benefit indicators of the investment portfolio according to each of the investment plans in each of the said investment portfolios; Determine the investment evaluation of the investment portfolio according to the various benefit indicators.

3. The method according to claim 2, wherein The determining the benefit indicators of the investment portfolio according to each of the investment plans in each of the said investment portfolios includes: Determine the net present value and net profit of each of the investment plans in the investment portfolio; Determine the various benefit indicators according to the net present value and the net profit of each of the investment plans.

4. The method according to claim 2, wherein The determining the investment evaluation of the investment portfolio according to the various benefit indicators includes: Perform normalization processing on the various benefit indicators to obtain dimensionless benefit indicators; Perform correlation analysis on the various dimensionless benefit indicators to obtain a correlation analysis result; Determine target benefit indicators from the various benefit indicators according to the correlation analysis result; Determine the investment evaluation according to the target benefit indicators.

5. The method according to claim 3, characterized in that The benefit indicators include: incremental benefit growth rate, stock benefit growth rate, comprehensive benefit growth rate, and investment risk; the determining the various benefit indicators according to the net present value and the net profit of each of the investment plans includes: Determine the incremental benefit growth rate according to the net present value and the investment amount; Determine the stock benefit growth rate according to the net profit and the investment amount; Determine the comprehensive benefit growth rate according to the incremental benefit growth rate and the stock benefit growth rate; Determine the investment risk according to the net present value and the product price range.

6. The method according to claim 5, characterized in that The determining the comprehensive benefit growth rate according to the incremental benefit growth rate and the stock benefit growth rate is implemented according to the following formula: Comprehensive benefit growth rate = w1 × incremental benefit growth rate + w2 × stock benefit growth rate; wherein, w1 and w2 are respectively the weight values of the incremental benefit growth rate and the stock benefit growth rate, which are preset values, Inv Benchmark is the benchmark investment amount, Inv is the target investment amount, Inv Benchmark is the benchmark investment amount, NI is the target net profit under the target investment amount, NI Benchmark is the benchmark net profit under the benchmark investment amount, NPV Benchmark is the benchmark net present value under the benchmark investment amount, and NPV under the target investment amount is the target net present value.

7. The method according to claim 4, wherein The determining the target benefit indicators from the various benefit indicators according to the correlation analysis result includes: Eliminate the strongly correlated duplicate indicators from the various benefit indicators according to the correlation analysis result to obtain the target benefit indicators.

8. An optimization device for a portfolio, characterized in that, Including: The first obtaining module is used to obtain all investment segments that need to be invested; The second obtaining module is used to obtain all investment plans in each of the said investment segments; The first determining module is used to determine an investment portfolio set according to each of the investment plans of each of the said investment segments, wherein the investment portfolio set includes multiple investment portfolios; A second determination module, configured to determine an investment evaluation of each of the investment portfolios according to each of the investment plans in each of the investment portfolios; A third determination module, configured to determine an optimal one of the investment portfolios according to the investment evaluations of each of the investment portfolios.

9. An electronic device, characterized in that, Comprising: A memory and a processor, where a computer program is stored on the memory, and when the computer program is executed by the processor, the method according to any one of claims 1-7 is executed.

10. A storage medium, characterized in that, The computer program stored in the storage medium can be executed by one or more processors, and the computer program can be used to implement the method according to any one of claims 1-7.

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