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在投资过程中,投资者都是在发生亏损或预期发生亏损时才对投资头寸进行调整,即投资者调整投资组合的目的是保证组合能获得正收益.基于该思想,以组合的预期收益率与通过组合要实现的收益率之差作为控制量,通过PID控制器动态调整组合中各证券的投资权重,以实现组合下一期的预期收益率与人们在投资之初确定的收益率相等的目标.仿真结果表明,按该模型配置的投资组合的预期收益率能够达到目标收益率.
In the process of investing, investors adjust the investment position only when losses occur or the expected loss occurs, that is, investors adjust the portfolio to ensure that the portfolio can get positive returns.Based on the idea, the combination of the expected rate of return And the difference between the rate of return to be achieved through the combination as the control volume, the investment weight of each security in the portfolio is dynamically adjusted by the PID controller so as to realize that the expected future rate of return for the next period of combination is equal to the rate of return determined at the beginning of the investment Objectives The simulation results show that the expected rate of return for a portfolio configured with this model meets the target rate of return.