The Research Of Some Key Question In "ASSet All Global Activate Operation"

"ASSet All Global Activate Operation" (English name is "ASSAGAO", It is made up by some first letters of " ASSet All Global Activate Operation")is that I had the honor to participate in the research and development project of some Japanese company during the advanced study and training in Japan. The thesis has involved several central algorithms, Including: When according to the simulation script data of characteristic value, the Monte Carlo method to use; According to the personal view input, that is to say the assets earning ratio expected, combines the market balance model, Black-Litterman algorithms used and to produce the expectation income of the assets optimized as much as possible in group of assets. While doing the assets and melting, using based on two times planning original-antithesis algorithm "mean-variance model", that is "MV Model". Because I am a project master, should pay attention to the practical application, so a thesis has a big chunk that has expounded the fact that develops the problem and solution met in the real system.