Proceedings of the 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023)

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Analysis of vegetable planting portfolio based on risk-benefit optimization

Authors
Junwei Huang1, 2, *, Limin Wang2, 3
1College of Computer Engineering, College of Shangqiu, Shangqiu, 476000, China
2Department of Computer Science and Technology, College of Computer and Information Engineering, Henan Normal University, Xinxiang, 453007, China
3College of Information Engineering, Xuchang Vocational and Technical College, Xuchang, 461000, China
*Corresponding author. Email: huangjunwei2006@126.com
Corresponding Author
Junwei Huang
Available Online 29 October 2023.
DOI
10.2991/978-94-6463-270-5_5How to use a DOI?
Keywords
Vegetable planting; risk assessment; investment portfolio; maximum return
Abstract

The traditional mean variance combination strategy takes into account the volatility of vegetable prices and fails to fully consider the proportion of planting combinations. Based on the theoretical analysis of portfolio management, this paper uses risk parity portfolio strategies and asset allocation algorithms to calculate the risks and returns of portfolio investments, overcoming the shortcomings of traditional mean-variance model research, and proposes a multi-objective optimization method based on risk returns. This method takes the investment goal of farmers as the optimization goal to obtain the vegetable planting portfolio with the maximum income and minimum risk. The experimental results show that the maximum yield is 0.93, which proves the feasibility and effectiveness of our idea.

Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023)
Series
Atlantis Highlights in Economics, Business and Management
Publication Date
29 October 2023
ISBN
10.2991/978-94-6463-270-5_5
ISSN
2667-1271
DOI
10.2991/978-94-6463-270-5_5How to use a DOI?
Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Junwei Huang
AU  - Limin Wang
PY  - 2023
DA  - 2023/10/29
TI  - Analysis of vegetable planting portfolio based on risk-benefit optimization
BT  - Proceedings of the 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023)
PB  - Atlantis Press
SP  - 36
EP  - 43
SN  - 2667-1271
UR  - https://doi.org/10.2991/978-94-6463-270-5_5
DO  - 10.2991/978-94-6463-270-5_5
ID  - Huang2023
ER  -