首页>
外国专利>
Portfolio creation support device, portfolio creation support method, and portfolio creation support system
Portfolio creation support device, portfolio creation support method, and portfolio creation support system
展开▼
机译：投资组合创建支持设备，投资组合创建支持方法和投资组合创建支持系统
展开▼
页面导航
摘要
著录项
相似文献
摘要
Problem to be solved: to secure profitability by applying a portfolio that increases profitability while considering the amount of the number of goods, the holding ratio and the number of scenarios to be considered, even if there are many variations of the number of the financial instruments held in the financial institution, and the number of scenarios to be considered.In the portfolio creation support device 100Attribute information of each financial instrumentBased on the information of the expected loss in each financial instrument associated with the scenario of event generationWith regard to a portfolio in which each financial instrument is combined with a predetermined holding ratioIf a given scenario group is adopted,An arithmetic unit 104 for calculating expected and expected losses associated with the event generation corresponding to the predetermined scenario group is described as an Ising model.This operation unit 104 isAs a result of the above operationIt is assumed that the retained ratio information having a large profitability obtained by the expected profit and the expected loss is output to a predetermined apparatus.Diagram
展开▼
