智能投顾系统的研究与仿真
首发时间:2017-11-17
摘要:本文旨在完成一个智能投顾系统的仿真实现。根据对现有智能投顾产品的调研结果,通过相关理论研究,选择ETF作为投资产品,构建了交易数据采集模块、用户管理模块、投资组合推荐模块、以及监测与再平衡模块,从而实现了一个智能投顾的仿真系统。系统具有除实际买入赎回外的所有基本功能,通过测试验证了系统各项功能的可用性,通过实验观察了其投资建议的收益情况,结果表明系统能够根据长期历史交易数据计算出一组在未来一段时间实现收益的投资组合,相对于投资单一的产品,能够在同等的收益期望下控制投资风险,可以作为一个用于长线投资的参考工具。
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Research and Simulation of Robo-Advisor System
Abstract:This paper is aimed at implementing a simulation of robo-advisor system. According to the investigation results of existing robo-advisor system, through relevant theoretical research, take ETFs as investment assets, a transaction data collection module, user management module, portfolio recommendation module, and a rebalancing module was built, thereby a simulated robo-advisor system was implemented. The system has all the basic functions except buy and redeem, the availability of each function of the system was verified, experiment results show that the system can achieve profitability in future based on long-term historical transaction data, compared with investing in a single asset, the investment risk can be reduced under the same return expectation, the system can be used for long-term investment.
Keywords: Software Engineering Robo-Advisor Portfolio ETF
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