Proceedings of the 2020 9th International Conference on Applied Science, Engineering and Technology (ICASET 2020)

Research on Optimal Decision of Open-Ended Fund Investment Based on Mathematical Model

Authors
Luling Duan, Zhiheng Lin
Corresponding Author
Zhiheng Lin
Available Online 3 December 2020.
DOI
https://doi.org/10.2991/aer.k.201203.002How to use a DOI?
Keywords
0—1 programming, Enumeration method, Double objective optimization, Open end fund, Total profit
Abstract
Adopting the idea of mathematical modelling, this paper studies four problems of open-end fund investment. For problem one and problem two, (0-1) programming model was used to find the maximum profit under certain investment fund conditions. For problem three, after increasing the factors of investment risk, considering the conditions of problem one and problem two, two-objective optimization model was set up, and hierarchical method was used to solve it. Through Lingo software programming, the maximum profit and the optimal investment scheme were obtained. For problem four, considering the need to keep a proper amount of cash to reduce the risk of customers who are unable to cash in, taking into account the four situations obtained after consulting experts, using the total profit difference between simultaneous investment and non- simultaneous investment, a model is established and the optimal solution is obtained.
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This is an open access article distributed under the CC BY-NC license.

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Volume Title
Proceedings of the 2020 9th International Conference on Applied Science, Engineering and Technology (ICASET 2020)
Series
Advances in Engineering Research
Publication Date
3 December 2020
ISBN
978-94-6239-287-8
ISSN
2352-5401
DOI
https://doi.org/10.2991/aer.k.201203.002How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Luling Duan
AU  - Zhiheng Lin
PY  - 2020
DA  - 2020/12/03
TI  - Research on Optimal Decision of Open-Ended Fund Investment Based on Mathematical Model
BT  - Proceedings of the 2020 9th International Conference on Applied Science, Engineering and Technology (ICASET 2020)
PB  - Atlantis Press
SP  - 5
EP  - 9
SN  - 2352-5401
UR  - https://doi.org/10.2991/aer.k.201203.002
DO  - https://doi.org/10.2991/aer.k.201203.002
ID  - Duan2020
ER  -