Efficient frontier optimization: simple customer system

Nan Chen

doi:10.1117/12.2648782

27 September 2022 Efficient frontier optimization: simple customer system

Nan Chen

Proceedings Volume 12345, International Conference on Applied Statistics, Computational Mathematics, and Software Engineering (ASCMSE 2022); 123450P (2022) https://doi.org/10.1117/12.2648782
Event: 2022 International Conference on Applied Statistics, Computational Mathematics, and Software Engineering (ASCMSE 2022), 2022, Qingdao, China

Abstract

Based on the current situation that more and more people start to be interested in stock markets and try to earn some money through deliberate investments, the article would focus on helping people to make decisions on how to allocate money through the chosen industries so that they could obtain the lowest risk by receiving a combination which satisfies their need for return. The central problem shall be how to properly organize all the used methods and provide a visible chart to the audience; Therefore, the article will use Python to create a brief interface that could ultimately generate a webpage that shows both the specific efficient frontier and best weights of each chosen stock. In the calculation of the optimum weights in the efficient frontier, the paper is going to use quadratic programming to achieve that goal. The final result would be a brief program that could help people make decisions when they would like to invest in certain stocks.

Citation Download Citation

Nan Chen "Efficient frontier optimization: simple customer system", Proc. SPIE 12345, International Conference on Applied Statistics, Computational Mathematics, and Software Engineering (ASCMSE 2022), 123450P (27 September 2022); https://doi.org/10.1117/12.2648782

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