CN113592563A - Fund combination optimization intelligent decision method based on AI algorithm - Google Patents
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Abstract
The invention discloses a fund combination optimization intelligent decision method based on an AI algorithm, which comprises the following steps of firstly, collecting market characteristic parameters; step two, searching a market rule by using an artificial intelligence model to classify the strategy; step three, generating a multi-dimensional, linear and nonlinear relation and calculating ranking; step four, screening the rule driving factors by using a DNC algorithm model; establishing a model, and judging and predicting the market environment; step six, collecting net value data of the fund and calculating investment weight of the fund; the method is based on deep learning and artificial intelligence, short-term expected income of each strategy in the market environment is calculated by combining market characteristic data, relative strength and risk of investment strategies are measured by using an algorithm, the strategy accuracy is greatly improved, a constrained optimization problem is solved through the output of the previous layer, corresponding weight of each strategy can be calculated, and calculated amount is greatly reduced based on a DNC model.
Description
Technical Field
The invention relates to the technical field of fund combination optimization, in particular to a fund combination optimization intelligent decision method based on an AI algorithm.
Background
At present, the stock market of the financial market in China is in a shock state for a long time, stable income is difficult to obtain along with indexes, the organization degree and the quantitative trading ratio of the market are lower at present, the quantitative trading is a reliable means for obtaining the long-term stable income of the capital market in China, and the quantitative trading has the advantages of large market capacity, scattered risk, stable income and the like;
the method is characterized in that a mean variance method is adopted for processing the optimization problem of investment strategy weight, a trend following strategy is adopted, the predicted income is used for estimating the actual income, the accuracy is poor, the calculated amount is large, and time is consumed, so that the method for optimizing the fund combination based on the AI algorithm is provided for solving the problems in the prior art, the market condition is observed in real time, the strategy configuration weight is dynamically adjusted, and the fund is actively managed.
Disclosure of Invention
Aiming at the problems, the invention aims to provide an AI algorithm-based fund combination optimization intelligent decision method, which is based on deep learning and artificial intelligence, calculates the short-term expected income of each strategy in the market environment by combining market characteristic data, measures the relative strength and risk of investment strategies by using an algorithm, greatly improves the strategy accuracy, solves the constrained optimization problem through the output of the previous layer, can calculate the corresponding weight of each strategy, greatly improves the accuracy of the traditional model based on a DNC model, and solves the problem that a large amount of calculation power is needed when LSTM processing path dependent data.
In order to realize the purpose of the invention, the invention is realized by the following technical scheme: a fund combination optimization intelligent decision method based on an AI algorithm comprises the following steps:
step one, collecting market characteristic parameters, reading market characteristic parameter data and inputting the market characteristic parameter data into a strategy combination module based on an AI algorithm;
step two, observing market conditions in real time, dynamically adjusting strategy configuration weights, searching for market rules, and classifying trading strategies;
step three, generating a multi-dimensional, linear and nonlinear relation, and calculating the ranking;
screening market characteristic parameters and strategy net worth data rule driving factors by using a DNC algorithm model comprising an input layer, a hidden layer and an output layer;
step five, establishing a model, judging and predicting the market environment, adopting a DNC algorithm model, simulating the performance of strategies in different market environments, and generating a strategy combination which can realize the investment target to the maximum extent, specifically
First step of
Inputting the volume price time sequence, the macroscopic economic index time sequence and a group of historical expression time sequence of investment strategies of a stock market, a bond market and a future market, predicting and outputting the expression of each strategy in the next time period, and calculating the mean square error of the predicted expression and the historical actual expression by a discount function;
second step of
Inputting the volume price time sequence and the macroscopic economic index time sequence of a stock market, a bond market and a future market, outputting the optimal strategy combination under the current market environment, giving a maximum withdrawal threshold value of an objective function and solving the investment combination with the maximum profit by a discount function, and giving a minimum profit threshold value of the objective function and solving the investment combination with the minimum withdrawal;
and step six, collecting fund net value data, reading the fund net value data, inputting the fund net value data into a fund analysis module, performing alpha ranking, calculating effective transaction interval area and calculating wind control quality three-dimensional grading ranking on each fund in the same group, and calculating fund investment weight by combining the strategy combination obtained in the step one to the step five.
The further improvement lies in that: the fund trading strategy in the second step comprises 23 strategy items such as stock market neutral basic surface multi-factor strategy, statistical arbitrage strategy and commodity future term structure trading.
The further improvement lies in that: in the step one, the strategy combination module firstly learns and quantifies the performance of the strategies in the strategy big database in the historical market environment, and then calculates by combining with the current market characteristic parameters; the strategy combination module is used for processing investment strategy weight optimization problems, short-term expected income of each strategy under the market environment is calculated through a differentiable computer (DNC) algorithm model and by combining with market characteristic data, constrained optimization problems are solved through the output of the previous layer, and corresponding weights of each strategy are calculated.
The further improvement lies in that: and in the sixth step, when the alpha ranking is executed, strategy grouping is firstly carried out on the sub-funds, then the alpha +0.4 multiplied by the Charpy ratio is executed according to 0.6 multiplied by the year, the income difference of the net value relative to the basic strategy of the group is calculated, and then the obtained data is subjected to in-group ranking.
The further improvement lies in that: when the effective trading interval area is calculated in the sixth step, the daily gain of the fund is firstly calculated to the daily fluctuation rate open-close/high-low of the market index where the fund is located, and then the third-order polynomial regression is calculated on the value: in the curve chart of the cubic polynomial, the curve y is more than 0, and the area of an interval formed by the x axis is the effective transaction interval area, and then the obtained data is subjected to intra-group ranking.
The further improvement lies in that: when the wind control quality is calculated in the sixth step, the daily gain of the fund is calculated for the daily fluctuation rate open-close/high-low of the market index, and then the third-order polynomial regression is calculated for the value: and y is ax ^3+ bx ^2+ cx + d, in the curve chart of the cubic polynomial, the area of an interval formed by the curve y < 0 and the x axis is the potential loss of the wind control quality, and then the obtained data are subjected to intra-group ranking.
The invention has the beneficial effects that: the method is based on deep learning and artificial intelligence algorithms, short-term expected income of each strategy in the market environment is calculated by combining market characteristic data, relative strength and risk of investment strategies are measured by using the algorithms, the strategy accuracy is greatly improved, the constrained optimization problem is solved through the output of the previous layer, corresponding weight of each strategy can be calculated, the problem of simulating actual data environment characteristics is solved based on a DNC model, the algorithms are separated from storage, and the operation speed is greatly increased.
Drawings
FIG. 1 is a diagram of a decision framework of the present invention.
FIG. 2 is a flow chart of a policy combining module according to the present invention.
Detailed Description
In order to further understand the present invention, the following detailed description will be made with reference to the following examples, which are only used for explaining the present invention and are not to be construed as limiting the scope of the present invention.
Example 1
According to fig. 1 and 2, the embodiment provides an intelligent decision method for fund combination optimization based on an AI algorithm, which includes the following steps:
the method comprises the steps of firstly, collecting market volume price characteristics, market macroscopic characteristics and market characteristic parameters of a market microstructure, reading market characteristic parameter data, inputting the market characteristic parameter data into a strategy combination module based on an AI algorithm, wherein the strategy combination module firstly learns and quantifies the performance of strategies in a strategy big database in a historical market environment, and then calculates by combining with the current market characteristic parameters;
the strategy combination module is used for processing the investment strategy weight optimization problem, calculating the short-term expected income of each strategy in the market environment by a differentiable computer in combination with market characteristic data, solving the constrained optimization problem by the output of the previous layer, and calculating to obtain the corresponding weight of each strategy;
step two, observing market conditions in real time, dynamically adjusting strategy configuration weight, searching market rules, and classifying fund trading strategies;
step three, generating a multi-dimensional, linear and nonlinear relation, and calculating the ranking;
screening market characteristic parameters and strategy net value data rule driving factors by using a DNC (differentiable computer) algorithm model comprising an input layer, a hidden layer and an output layer;
step five, establishing a model, judging and predicting the market environment, adopting DNC differentiable computer technology, simulating the performance of strategies in different market environments, and generating a strategy combination which can realize the investment target to the maximum extent, specifically
First step of
Inputting the volume price time sequence, the macroscopic economic index time sequence and a group of historical expression time sequence of investment strategies of a stock market, a bond market and a future market, predicting and outputting the expression of each strategy in the next time period, and calculating the mean square error of the predicted expression and the historical actual expression by a discount function;
second step of
Inputting the volume price time sequence and the macroscopic economic index time sequence of a stock market, a bond market and a future market, outputting the optimal strategy combination under the current market environment, giving a maximum withdrawal threshold value of an objective function and solving the investment combination with the maximum profit by a discount function, and giving a minimum profit threshold value of the objective function and solving the investment combination with the minimum withdrawal;
step six, collecting fund net value data, reading the fund net value data, inputting the fund net value data into a fund analysis module, and carrying out three-dimensional scoring ranking on each fund in the same group:
1) performing alpha ranking, namely performing strategy grouping on the sub-funds, then performing alpha +0.4 (adjustable weight) x sharp ratio according to 0.6 (adjustable weight) x annual execution, calculating the profit difference of the net value relative to the basic strategy of the group, and then performing intra-group ranking on the obtained data;
2) calculating the effective trading interval area, firstly calculating the daily gain of the fund to the daily fluctuation rate open-close/high-low of the market index, and then calculating the value to obtain a cubic polynomial regression: y ^ ax ^3+ bx ^2+ cx + d, in the curve chart of the cubic polynomial, the area of an interval formed by a curve y > 0 and an x axis is the area of an effective transaction interval, and then the obtained data is subjected to intra-group ranking;
3) calculating the wind control quality, namely firstly calculating the daily income of the fund to the daily fluctuation rate open-close/high-low of the market index, and then calculating a cubic polynomial regression for the value: in the curve graph of the cubic polynomial, the area of an interval formed by a curve y < 0 and an x axis is the potential loss of the wind control quality, and then the obtained data is subjected to intra-group ranking;
and calculating fund investment weight by combining the strategy combinations obtained in the first step to the fifth step, wherein the fund analysis module analyzes the strategy structure of each fund by comparing the hedge fund net value with the strategy net value in the quantitative strategy big database.
Example 2
According to fig. 1 and 2, the embodiment provides an intelligent decision method for fund combination optimization based on an AI algorithm, which includes the following steps:
the method comprises the steps of firstly, collecting market volume price characteristics, market macroscopic characteristics and market characteristic parameters of a market microstructure, reading market characteristic parameter data, inputting the market characteristic parameter data into a strategy combination module based on an AI algorithm, wherein the strategy combination module firstly learns and quantifies the performance of strategies in a strategy big database in a historical market environment, and then calculates by combining with the current market characteristic parameters;
the strategy combination module is used for processing the investment strategy weight optimization problem, calculating the short-term expected income of each strategy in the market environment by a differentiable computer in combination with market characteristic data, solving the constrained optimization problem by the output of the previous layer, and calculating to obtain the corresponding weight of each strategy;
step two, observing market conditions in real time, dynamically adjusting strategy configuration weight, searching market rules, and classifying fund trading strategies;
step three, generating a multi-dimensional, linear and nonlinear relation, and calculating the ranking;
screening market characteristic parameters and strategy net value data rule driving factors by using a DNC (differentiable computer) algorithm model comprising an input layer, a hidden layer and an output layer;
step five, establishing a model, judging and predicting the market environment, adopting DNC differentiable computer technology, simulating the performance of strategies in different market environments, and generating a strategy combination which can realize the investment target to the maximum extent, specifically
First step of
Inputting the volume price time sequence, the macroscopic economic index time sequence and a group of historical expression time sequence of investment strategies of a stock market, a bond market and a future market, predicting and outputting the expression of each strategy in the next time period, and calculating the mean square error of the predicted expression and the historical actual expression by a discount function;
second step of
Inputting the volume price time sequence and the macroscopic economic index time sequence of a stock market, a bond market and a future market, outputting the optimal strategy combination under the current market environment, giving a maximum withdrawal threshold value of an objective function and solving the investment combination with the maximum profit by a discount function, and giving a minimum profit threshold value of the objective function and solving the investment combination with the minimum withdrawal;
generating a combination of strategies that best achieves the investment objective, comprising the steps of:
firstly, setting an investment target;
secondly, reading market volume price characteristics, market macroscopic characteristics and market characteristics of a market microstructure, wherein the market volume price characteristics comprise index income, index income kurtosis, skewness, a kiney coefficient of the income rate of each stock, daily fluctuation rate of the volume of each stock, daily sharp of each stock and the daily activity degree of plates; market macro features include currency policy incentives; the market microstructure comprises total passive list quantity, total passive list removing/total passive list hanging and total active list quantity;
and thirdly, generating a strategy combination, and refining the strategy for three times.
Step six, collecting fund net value data, reading the fund net value data, inputting the fund net value data into a fund analysis module, and carrying out three-dimensional scoring ranking on each fund in the same group:
1) performing alpha ranking, namely performing strategy grouping on the sub-funds, then performing alpha +0.4 (adjustable weight) x sharp ratio according to 0.6 (adjustable weight) x annual execution, calculating the profit difference of the net value relative to the basic strategy of the group, and then performing intra-group ranking on the obtained data;
2) calculating the effective trading interval area, firstly calculating the daily gain of the fund to the daily fluctuation rate open-close/high-low of the market index, and then calculating the value to obtain a cubic polynomial regression: y ^ ax ^3+ bx ^2+ cx + d, in the curve chart of the cubic polynomial, the area of an interval formed by a curve y > 0 and an x axis is the area of an effective transaction interval, and then the obtained data is subjected to intra-group ranking;
3) calculating the wind control quality, namely firstly calculating the daily income of the fund to the daily fluctuation rate open-close/high-low of the market index, and then calculating a cubic polynomial regression for the value: in the curve graph of the cubic polynomial, the area of an interval formed by a curve y < 0 and an x axis is the potential loss of the wind control quality, and then the obtained data is subjected to intra-group ranking;
and calculating fund investment weight by combining the strategy combinations obtained in the first step to the fifth step, wherein the fund analysis module analyzes the strategy structure of each fund by comparing the hedge fund net value with the strategy net value in the quantitative strategy big database.
The foregoing illustrates and describes the principles, general features, and advantages of the present invention. It will be understood by those skilled in the art that the present invention is not limited to the embodiments described above, which are described in the specification and illustrated only to illustrate the principle of the present invention, but that various changes and modifications may be made therein without departing from the spirit and scope of the present invention, which fall within the scope of the invention as claimed. The scope of the invention is defined by the appended claims and equivalents thereof.
Claims (6)
1. An AI algorithm-based fund combination optimization intelligent decision method is characterized by comprising the following steps:
step one, collecting a market characteristic parameter time sequence, reading market characteristic parameter data and inputting the market characteristic parameter data into a strategy combination module based on an AI algorithm;
step two, observing market conditions in real time, dynamically adjusting strategy configuration weights, searching for market rules, and classifying trading strategies;
step three, generating a multi-dimensional, linear and nonlinear relation, and calculating the ranking;
screening market characteristic parameters and strategy net worth data rule driving factors by using a DNC algorithm model comprising an input layer, a hidden layer and an output layer;
step five, establishing a model, judging and predicting the market environment, adopting the technology, simulating the performance of the strategy in different market environments, and generating a strategy combination which can realize the investment target to the maximum extent, specifically
First step of
Inputting the volume price time sequence, the macroscopic economic index time sequence and a group of historical expression time sequence of investment strategies of a stock market, a bond market and a future market, predicting and outputting the expression of each strategy in the next time period, and calculating the mean square error of the predicted expression and the historical actual expression by a discount function;
second step of
Inputting the volume price time sequence and the macroscopic economic index time sequence of a stock market, a bond market and a future market, outputting the optimal strategy combination under the current market environment, giving a maximum withdrawal threshold value of an objective function and solving the investment combination with the maximum profit by a discount function, and giving a minimum profit threshold value of the objective function and solving the investment combination with the minimum withdrawal;
and step six, collecting fund net value data, reading the fund net value data, inputting the fund net value data into a fund analysis module, performing alpha ranking, calculating effective transaction interval area and calculating wind control quality three-dimensional grading ranking on each fund in the same group, and calculating fund investment weight by combining the strategy combination obtained in the step one to the step five.
2. The AI algorithm based fund combination optimization intelligent decision method of claim 1, wherein: the market characteristic parameters in the first step comprise a stock market, a bond market, a future market volume price time series, a market macroscopic economic index time series and an investment strategy historical expression time series.
3. The AI algorithm based fund combination optimization intelligent decision method of claim 1, wherein: in the step one, the strategy combination module firstly learns and quantifies the performance of the strategies in the strategy big database in the historical market environment, and then calculates by combining with the current market characteristic parameters; the strategy combination module is used for processing investment strategy weight optimization problems, calculating short-term expected income of each strategy in a market environment by combining DNC and market characteristic data, solving constrained optimization problems by the output of the previous layer, and calculating to obtain the corresponding weight of each strategy.
4. The AI algorithm based fund combination optimization intelligent decision method of claim 1, wherein: and in the sixth step, when the alpha ranking is executed, strategy grouping is firstly carried out on the sub-funds, then the alpha +0.4 multiplied by the Charpy ratio is executed according to 0.6 multiplied by the year, the income difference of the net value relative to the basic strategy of the group is calculated, and then the obtained data is subjected to in-group ranking.
5. The AI algorithm based fund combination optimization intelligent decision method of claim 1, wherein: when the effective trading interval area is calculated in the sixth step, the daily gain of the fund is firstly calculated to the daily fluctuation rate open-close/high-low of the market index where the fund is located, and then the third-order polynomial regression is calculated on the value: in the curve chart of the cubic polynomial, the curve y is more than 0, and the area of an interval formed by the x axis is the effective transaction interval area, and then the obtained data is subjected to intra-group ranking.
6. The AI algorithm based fund combination optimization intelligent decision method of claim 1, wherein: when the wind control quality is calculated in the sixth step, the daily gain of the fund is calculated for the daily fluctuation rate open-close/high-low of the market index, and then the third-order polynomial regression is calculated for the value: and y is ax ^3+ bx ^2+ cx + d, in the curve chart of the cubic polynomial, the area of an interval formed by the curve y < 0 and the x axis is the potential loss of the wind control quality, and then the obtained data are subjected to intra-group ranking.
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