Block chain technology-based asset investment portfolio management method and system

Abstract

The invention discloses a block chain technology-based asset investment portfolio management method and system, and the method comprises the following steps: collecting user information and investment product information, writing the user information and the investment product information into a block chain, carrying out the calculation of the average daily yield and the fluctuation of the average daily yield of a product, and carrying out the preferential selection of the product for investment. The method comprises the steps of obtaining information of a transaction which is being initiated, judging whether the information meets a risk control rule, obtaining transaction information to be audited, and performing real-time monitoring on asset appreciation, transaction circulation and financing conditions of a user and a related party after investment is completed. According to the technical scheme, the user can better evaluate the performance of the investment portfolio, investment assistance is achieved, the safety of the transaction process is improved by monitoring and auditing the information which is being transacted, account checking is carried out on the transaction information which is being linked, off-chain transaction information is prevented from being tampered, and the potential safety hazard of investment is reduced.

Description

Technical Field

[0001] This invention relates to the field of asset management technology, specifically to an asset portfolio management method and system based on blockchain technology. Background Technology

[0002] A blockchain is a chain of blocks. Each block stores specific information, and these blocks are linked together in chronological order of their creation. This chain is stored on all servers; as long as one server in the entire system is operational, the entire blockchain is secure. These servers are called nodes in the blockchain system, and they provide storage space and computing power. With the gradual increase in social productivity, rapid development of the national economy, and the rapid growth of financial funds in social organizations and households, coupled with increased financial awareness among users, the demand for high-quality investment strategies and systematic investments is also rising. Consequently, a large portion of users' assets are concentrated in financial products issued by institutions such as banks, funds, and trusts.

[0003] However, many investment systems simply facilitate the buying and selling of stocks and funds and provide information. Most investors lack professional financial management skills and the ability to analyze and process this information. These investment methods fall under standardized product investment management, where investors typically buy and sell independently for each investment product. There is no system to assist investors in conducting systematic risk-return analysis, and users' trading behavior is not standardized. Risk control monitoring of the trading process is impossible, as is reconciliation and auditing of transaction information after it is uploaded to the blockchain. This compromises the security of the trading process, and investors may have a blind understanding of the overall risk of their various investments, leading to significant investment security risks. Summary of the Invention

[0004] The purpose of this invention is to provide an asset portfolio management method and system based on blockchain technology. This system calculates the average daily return and average daily return volatility of investment products, predicts the risks and returns of these products, and allows users to better evaluate portfolio performance, thus providing investment assistance. Furthermore, by monitoring and auditing ongoing transactions, it improves the security of the transaction process. Reconciliation of on-chain transaction information prevents tampering with off-chain transaction information, ensuring the accuracy of transaction information and reducing investment security risks. This addresses the problems mentioned in the background section.

[0005] To achieve the above objectives, the present invention provides the following technical solution: an asset portfolio management method based on blockchain technology, comprising the following steps:

[0006] Step S1: Collect user information and investment product information based on user preferences, and classify and tag the collected information into assets;

[0007] Step S2: By embedding a blockchain module into the chip of an IoT device, user information and investment product information are written into the blockchain;

[0008] Step S3: Classify investment product information according to different risk attributes, and calculate the average daily return and average daily return volatility of the products;

[0009] Step S4: Obtain user investment needs, and based on these needs, obtain expected return data and risk assessment data for the corresponding categories to create asset portfolios, resulting in multiple portfolio options, and then select the best products for investment.

[0010] Step S5: Obtain information about the transaction being initiated and determine whether it meets the risk control rules. If it does, proceed with the subsequent process. If it does not, complete the intermediate transaction from the initiator's transaction node to the risk control account and treat the transaction information as pending review transaction information.

[0011] Step S6: Obtain the transaction information to be reviewed, determine whether the information meets the review conditions, if it does, use the risk control account as an intermediary account to complete the transaction and write the transaction information to the blockchain; if it does not meet the review conditions, return the transaction through the account and write the information to the blockchain.

[0012] Step S7: After the investment is completed, monitor the asset appreciation, transaction flow and financing status of users and related parties in real time. When an anomaly is detected, send an alert to the asset-related parties in a timely manner.

[0013] Optionally, the user information in step S1 includes personal information and personal preference information, such as the investor's occupation, income, savings, whether they have medical insurance, social security information, personal credit information, etc. The investment product information includes investment product attribute information and economic environment information. The investment product attribute information includes the investment product's cycle, maximum risk, expected return, liquidity, stability, etc. The economic environment information includes stock price index, currency exchange rate, crude oil price, etc. The collected data includes, but is not limited to, the investment product's code, name, historical net asset value, type, risk, size, fee rate, company, custodian, and rating.

[0014] Optionally, in step S2, information is collected through IoT devices, blockchain gateways, and blockchain networks for asset information collection. The blockchain gateway is used for deep collaborative optimization of the hardware and software of IoT devices and blockchain networks, and the blockchain network is used for sharing asset information on the chain and applying for corresponding management accounts and permissions for each participant in asset management.

[0015] Optionally, the calculations required in step S3 include: supplementing the net asset value when a single investment product lacks a net asset value publication date; the rate of return of a single investment product over two consecutive trading days; the average daily rate of return of a single investment product over a period of time; and the average daily return volatility. The average daily rate of return can be calculated using the following formula:

[0016] Average daily return = Total return / Number of investment days;

[0017] Suppose you hold a stock portfolio worth $100,000, and over the past 6 months, the portfolio's total return is 15%. The portfolio has been invested for 50 days, from day one to day two. The average daily return of this stock portfolio would be as follows:

[0018] The average daily return is 15% / 50 = 0.3%, meaning the stock portfolio's average daily return during the investment period is 0.3%.

[0019] Average daily return volatility can be calculated using the following formula:

[0020] Daily volatility = standard deviation / average price;

[0021] Suppose a stock's price fluctuates between 20 and 30 yuan within a day, with an average price of 25 yuan. Then, the daily volatility of this stock is:

[0022] Daily volatility = (30-20) / 15 ≈ 0.67.

[0023] Optionally, in step S5, when obtaining transaction information, the identity information of the initiating transaction node is determined based on the transaction information, and it is determined whether the identity information is in the preset user whitelist. If it is, the transaction information is determined to meet the risk control rules, the transaction is completed based on the transaction information, and the transaction information is written into the blockchain and stored locally as off-chain transaction information. If the risk control rules are not met, the transaction information is treated as transaction information pending review.

[0024] To achieve the above objectives, the present invention provides an asset portfolio management system based on blockchain technology, including an information collection module, a blockchain storage module, a data analysis and management module, an asset portfolio management module, a risk rating module, an investment decision-making module, an investment execution module, a transaction monitoring module, and an audit and judgment module. The investment decision-making module includes a model training unit, a model optimization unit, and an offline prediction unit.

[0025] Optionally, the investment execution module includes an investment approval unit, an investment execution unit, and an investment monitoring unit.

[0026] Optionally, the data analysis and management module includes a time series unit, an analysis unit, and a residual unit.

[0027] Compared with the prior art, the beneficial effects of the present invention are as follows:

[0028] I. This invention categorizes investment product information according to different risk attributes, calculates the average daily return and average daily return volatility of the products, and estimates the risk and return of investment products. This allows users to better evaluate portfolio performance, gain a clearer understanding of the risk levels of different assets, and compare the performance of different portfolios based on their investment goals and risk tolerance, so as to select the most suitable portfolio.

[0029] Second, this invention improves the security of the transaction process by monitoring and auditing the information of ongoing transactions, reconciles the transaction information after it is uploaded to the blockchain, prevents the off-chain transaction information from being tampered with, ensures the accuracy of the transaction information, and reduces investment security risks.

[0030] Third, by employing blockchain technology to put IoT device data on the chain, this invention ensures the credibility of the source of asset data collection, avoids the possibility of forgery, and guarantees the credibility of the data source. This solves the problem of arbitrary tampering by centralized systems in the past asset investment management process, and can provide users with more accurate asset allocation services and portfolio management, and quickly track and accurately evaluate the long-term accumulated investment performance. Attached Figure Description

[0031] Figure 1 This is a flowchart of the method of the present invention;

[0032] Figure 2 This is a system structure diagram of the present invention;

[0033] Figure 3 This is a block diagram of the investment decision-making module of the present invention;

[0034] Figure 4 This is a block diagram of the investment execution module of the present invention;

[0035] Figure 5 This is a block diagram of the data analysis module of the present invention. Detailed Implementation

[0036] The technical solutions of the embodiments of the present invention will be clearly and completely described below with reference to the accompanying drawings. Obviously, the described embodiments are only some embodiments of the present invention, and not all embodiments. Based on the embodiments of the present invention, all other embodiments obtained by those skilled in the art without creative effort are within the scope of protection of the present invention.

[0037] Example 1:

[0038] Please see Figure 1 This implementation provides a technical solution: an asset portfolio management method based on blockchain technology, comprising the following steps:

[0039] Step S1: Collect user information and investment product information based on user preferences, and classify and tag the collected information into assets;

[0040] Step S2: By embedding a blockchain module into the chip of an IoT device, user information and investment product information are written into the blockchain;

[0041] Step S3: Classify investment product information according to different risk attributes, and calculate the average daily return and average daily return volatility of the products;

[0042] Step S4: Obtain user investment needs, and based on these needs, obtain expected return data and risk assessment data for the corresponding categories to create asset portfolios, resulting in multiple portfolio options, and then select the best products for investment.

[0043] Step S5: Obtain information about the transaction being initiated and determine whether it meets the risk control rules. If it does, proceed with the subsequent process. If it does not, complete the intermediate transaction from the initiator's transaction node to the risk control account and treat the transaction information as pending review transaction information.

[0044] Step S6: Obtain the transaction information to be reviewed, determine whether the information meets the review conditions, if it does, use the risk control account as an intermediary account to complete the transaction and write the transaction information to the blockchain; if it does not meet the review conditions, return the transaction through the account and write the information to the blockchain.

[0045] Step S7: After the investment is completed, monitor the asset appreciation, transaction flow and financing status of users and related parties in real time. When an anomaly is detected, send an alert to the asset-related parties in a timely manner.

[0046] Example 2:

[0047] Based on the above embodiments:

[0048] Please see Figure 1 The user information in step S1 includes personal information and personal preference information, such as the investor's occupation, income, savings, whether they have medical insurance, social security information, personal credit information, etc. The investment product information includes investment product attribute information and economic environment information. The collected data includes, but is not limited to, the investment product code, investment product name, historical net value, investment product type, investment product risk, investment product size, investment product fee rate, investment product company, custodian, investment product rating, etc.

[0049] Investment product information is divided into two categories: Category 1 and Category 2 asset data. Category 1 asset data includes standardized assets such as assets stored in banks, funds, and stocks. Category 2 asset data includes assets such as abandoned factories, idle land, or unfinished buildings. These types of assets are not included in people's subjective asset data, but they are still investable products. These products are high-risk but high-return and are available for users to choose from. All asset data under the current user's account can be obtained, and the assets can be classified and labeled. This includes using privacy data to decrypt the blockchain, obtain the asset data stored in the blockchain, divide the asset data multiple times, and label each asset category obtained after the division for later viewing.

[0050] Example 3:

[0051] Based on the above embodiments: In step S2, information is collected through IoT devices, blockchain gateways and blockchain networks for asset information collection. The blockchain gateway is used for deep collaborative optimization of the hardware and software of IoT devices and blockchain networks. The blockchain network is used for asset information on-chain data sharing and for applying for corresponding management accounts and permissions for each participant in asset management.

[0052] Example 4:

[0053] Based on the above embodiments: the calculations required in step S3 include: net asset value (NAV) completion when a single investment product lacks a NAV publication date; the return rate of a single investment product over two adjacent trading days; the average daily return rate of a single investment product over a period of time; and the average daily return volatility. NAV completion uses linear interpolation. For example, if the NAV on trading day A is Va and the NAV on trading day C is Vc, the linear interpolation of the NAV on trading day B is (Vc-Va) / (Tc-Ta)×(Tb-Ta)+Va, where Tc-Ta is the natural day difference between trading day C and trading day A, and Tb-Ta is the natural day difference between trading day B and trading day A. The average daily return rate can be calculated using the following formula:

[0054] Average daily return = Total return / Number of investment days;

[0055] Suppose you hold a stock portfolio worth $100,000, and over the past 6 months, the portfolio's total return is 15%. The portfolio has been invested for 50 days, from day one to day two. The average daily return of this stock portfolio would be as follows:

[0056] The average daily return is 15% / 50 = 0.3%, meaning the stock portfolio's average daily return during the investment period is 0.3%.

[0057] Average daily return volatility can be calculated using the following formula:

[0058] By calculating the daily average return, users can better evaluate portfolio performance. Based on their investment goals and risk tolerance, users can use this indicator to compare the performance of different portfolios in order to select the most suitable portfolio. When evaluating different portfolios, it is necessary to consider not only the level of return, but also the daily average return and volatility of each portfolio. A higher daily average return may indicate higher risk, while low volatility may reflect more stable performance.

[0059] Daily volatility = standard deviation / average price;

[0060] Suppose a stock's price fluctuates between 20 and 30 yuan within a day, with an average price of 25 yuan. Then, the daily volatility of this stock is:

[0061] Daily volatility = (30-20) / 15 ≈ 0.67;

[0062] The formula for calculating daily volatility can be applied to various assets, including stocks, bonds, foreign exchange, and so on. In practice, users can use daily volatility calculations to assess the risk level of different assets, thereby making better investment decisions.

[0063] Example 5:

[0064] Based on the above embodiments: In step S5, when transaction information is obtained, the identity information of the initiating transaction node is determined according to the transaction information, and it is determined whether the identity information is in the preset user whitelist. If it is, the transaction information is determined to meet the risk control rules, the transaction is completed according to the transaction information, and the transaction information is written into the blockchain and stored locally as off-chain transaction information. If it does not meet the risk control rules, the transaction information is treated as transaction information to be reviewed. The preset user whitelist is used to quickly determine whether the transaction user of the transaction information is abnormal. When a user who is not in the preset user whitelist completes the transaction, this user can be added to the preset user whitelist so that the information can be processed quickly next time.

[0065] In step S6, the account balance, transaction amount, and address of the receiving transaction node are obtained based on the transaction information to be reviewed. The address of the receiving transaction node is switched to the address of the risk control account. The transaction amount is received, and it is determined whether the account balance is less than the transaction amount. If it is less, the transaction information to be reviewed does not meet the review conditions. If it is greater than or equal to the transaction amount, the address of the receiving transaction node is determined to be valid. If it is invalid, the transaction information to be reviewed does not meet the review conditions. If it is valid, the transaction amount is sent to the address of the receiving transaction node to complete the transaction. The transaction information is written to the blockchain and stored locally as off-chain transaction information. If the transaction information to be reviewed does not meet the review conditions, the risk control account returns the transaction amount to the address of the initiating transaction node to complete the return transaction. The transaction information is written to the blockchain and stored locally as off-chain transaction information for subsequent review.

[0066] Example 6:

[0067] Based on the above embodiments:

[0068] Please see Figures 2 to 5 This invention provides a system, an asset portfolio management system based on blockchain technology, including an information collection module, a blockchain storage module, a data analysis and management module, an asset portfolio management module, a risk rating module, an investment decision-making module, an investment execution module, a transaction monitoring module, and an audit and judgment module. The investment decision-making module includes a model training unit, a model optimization unit, and an offline prediction unit.

[0069] More specifically, in this embodiment, the information collection module is used to collect user information and investment product information; the blockchain storage module is used to transmit the combination results to the blockchain for storage and to track and store user order data; the asset portfolio management module is used to classify investment product information according to different risk attributes and to create asset portfolios based on expected return data and risk assessment data; the transaction monitoring module is used to monitor the transaction information of ongoing transactions; the review and judgment module is used to judge the transaction information obtained by the transaction monitoring module and decide whether to proceed to the next step to ensure the safety of user funds; and the risk rating module is used to compare the collected user information with pre-stored risk rating standards to determine the user's risk level type, with risk levels represented from A to Z from high to low.

[0070] The investment decision-making module includes a model training unit, a model optimization unit, and an offline prediction unit. Based on a classification prediction model, it utilizes investment decision-related data from past projects to establish a classification prediction model that includes data on various dimensions of a project, its investability, and its probability of investment. The model optimization unit records the actual returns and risks of the user's chosen investment portfolio and optimizes the reinforcement learning network model based on this information. The offline prediction unit can input data from multiple preset dimensions into a periodically trained classification prediction model and output classification predictions regarding the investability of a project, along with the project's probability of investment, for easy viewing by the user. Risk-return ratios include default risk return, liquidity risk return, and maturity risk return.

[0071] The calculation method is: Rr = β * V, where: Rr is the risk premium; β is the value at risk coefficient; and V is the standard deviation rate.

[0072] Rr = β * (Km - Rf); Rr is the risk-adjusted rate of return; β is the risk value coefficient; Km is the average return of the market portfolio; Rf is the risk-free rate of return; (Km - Rf) is the average risk premium of the market portfolio.

[0073] The investment market always carries risks. The higher the risk, the higher the potential return, but the investment requirements are also higher. Risk and return are positively correlated; the greater the risk a user faces, the higher the return. In specific applications, users can choose according to their different preferences.

[0074] Example 7:

[0075] Based on the above embodiments: the investment execution module includes an investment approval unit, an investment execution unit, and an investment monitoring unit.

[0076] Please see Figure 4 The investment approval unit is used to execute the investment instruction approval process online. The investment execution unit is used to push the transactions determined by the investment approval unit to the transaction execution department. The investment monitoring unit is used to verify the feasibility of the current investment after the investment decision approval process is initiated, based on preset conditions. The preset conditions include the following types: product contract, internal control requirements, investment restriction information corresponding to the investment advisory pool rating, and bond rating restrictions.

[0077] After receiving the confirmation instruction, the investment execution unit proceeds with the subsequent transactions and pushes the transactions determined by the investment approval unit to systems such as Softcom or Hundsun, where they are executed by the operations and transaction-related departments. This solves the problem of connecting the results of investment research and decision-making with transactions, thereby forming a business closed loop.

[0078] Example 8:

[0079] Based on the above embodiments: the data analysis and management module includes a time series unit, an analysis unit, and a residual unit.

[0080] Please see Figure 5 The time series unit is used to build a time series model and fit the data. The analysis unit is used to ensure the accuracy of investment forecasts and uses the Akaike Information Criterion to constrain the fitted data. The residual unit improves the error range of the model and enhances the accuracy of investment data by establishing hypothesis experiments.

[0081] Although embodiments of the invention have been shown and described, it will be understood by those skilled in the art that various changes, modifications, substitutions and alterations can be made to these embodiments without departing from the principles and spirit of the invention, the scope of which is defined by the appended claims and their equivalents.

Claims

1. A method for managing asset portfolios based on blockchain technology, characterized in that, Includes the following steps: Step S1: Collect user information and investment product information based on user preferences, and classify and tag the collected information into assets; Step S2: By embedding a blockchain module into the chip of an IoT device, user information and investment product information are written into the blockchain; Step S3: Classify investment product information according to different risk attributes, and calculate the average daily return and average daily return volatility of the products; Step S4: Obtain user investment needs, and based on these needs, obtain expected return data and risk assessment data for the corresponding categories to create asset portfolios, resulting in multiple portfolio options, and then select the best products for investment. Step S5: Obtain information about the transaction being initiated and determine whether it meets the risk control rules. If it does, proceed with the subsequent process. If it does not, complete the intermediate transaction from the initiator's transaction node to the risk control account and treat the transaction information as pending review transaction information. Step S6: Obtain the transaction information to be reviewed, determine whether the information meets the review conditions, if it does, use the risk control account as an intermediary account to complete the transaction and write the transaction information to the blockchain; if it does not meet the review conditions, return the transaction through the account and write the information to the blockchain. Step S7: After the investment is completed, monitor the asset appreciation, transaction flow and financing status of users and related parties in real time. When an anomaly is detected, send an alert to the asset-related parties in a timely manner.

2. The asset portfolio management method based on blockchain technology according to claim 1, characterized in that: The user information in step S1 includes personal information and personal preference information, such as the investor's occupation, income, savings, whether they have medical insurance, social security information, personal credit information, etc. The investment product information includes investment product attribute information and economic environment information. The investment product attribute information includes the investment product's cycle, maximum risk, expected return, liquidity speed, stability, etc.

3. The asset portfolio management method based on blockchain technology according to claim 2, characterized in that: Economic environment information includes stock prices, currency exchange rates, crude oil prices, etc. The collected data includes, but is not limited to, investment product codes, investment product names, historical net asset values, investment product types, investment product risks, investment product sizes, investment product fee rates, the company to which the investment product belongs, the custodian to which the investment product belongs, and investment product ratings. In step S2, information is collected through IoT devices, blockchain gateways, and blockchain networks for asset information collection. The blockchain gateway is used for deep collaborative optimization of the hardware and software of IoT devices and blockchain networks, and the blockchain network is used for sharing asset information on the chain and applying for corresponding management accounts and permissions for each participant in asset management. The calculations required in step S3 include: the completion of net asset value (NAV) when a single investment product lacks a NAV publication date; the return rate of a single investment product over two consecutive trading days; the average daily return rate of a single investment product over a certain period; and the average daily return volatility. The average daily return rate can be calculated using the following formula: Average daily return = Total return / Number of investment days; Suppose you hold a stock portfolio worth $100,000, and over the past 6 months, the portfolio's total return is 15%. The portfolio has been invested for 50 days, from day one to day two. The average daily return of this stock portfolio would be as follows: The average daily return is calculated as 15% / 50 = 0.3%. Therefore, the average daily return of this stock portfolio during the investment period is 0.3%. Average daily return volatility can be calculated using the following formula: Daily volatility = standard deviation / average price; In step S5, when transaction information is obtained, the identity information of the initiating transaction node is determined based on the transaction information, and it is determined whether the identity information is in the preset user whitelist. If it is, the transaction information is determined to meet the risk control rules.

4. The asset portfolio management method based on blockchain technology according to claim 3, characterized in that: The transaction is completed based on the transaction information, and the transaction information is written to the blockchain and stored locally as off-chain transaction information. If the risk control rules are not met, the transaction information will be treated as pending review.

5. An asset portfolio management system based on blockchain technology, characterized in that: It includes modules for information collection, blockchain storage, data analysis and management, portfolio management, risk rating, investment decision-making, investment execution, transaction monitoring, and review and judgment.

6. The asset portfolio management system based on blockchain technology according to claim 5, characterized in that: The investment decision-making module includes a model training unit, a model optimization unit, and an offline prediction unit.

7. The asset portfolio management system based on blockchain technology according to claim 5, characterized in that: The investment execution module includes an investment approval unit, an investment execution unit, and an investment monitoring unit.

8. The asset portfolio management method based on blockchain technology according to claim 7, characterized in that: The data analysis and management module includes a time series unit, an analysis unit, and a residual unit.

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