Development of Decision Support System for Integrating Financial Planning and Asset Allocations

• Main Authors: Tsung-Yi Chang, 張崇毅
• Other Authors: Chieh-Yow ChiangLin
• Format: Others
• Language: zh-TW
• Published: 2008
• Online Access: http://ndltd.ncl.edu.tw/handle/29195867212486187425

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === This research develop a decision support system by Visual Studio .NET for personal financial planning which considering cash flow management and individual plans of insurance, education, housing, retirement, etc. In addition, for optimizing the asset allocation to meet goals of the financial planning, genetic algorithm method is applied to determining the invested weights among various funds. The developed system can be divided into three parts. The first part is designed for individual financial planning. Goal seeking algorithm is used to find the optimal cash-flow preparation. The second part of the system integrates the individual plans to balancing the cash-flow distribution. The third part of the system applies genetic algorithm to solve the mean-variance model initialized by Markowitz for finding the optimized asset allocations to achieve the financial planning goals.