基于大数据的银行理财收益优化

论文总字数：22033字

摘 要

本文中的利用大数据的知识，制定整数线性规划模型来解决投资优化问题的方法，对于使用者来说是及其便利且能够给予投资者一种较为科学的投资方案的参考。利用网络爬虫获取银行理财产品信息，既便捷快速又能够实时更新银行理财产品信息。对用户的投资活动具有很好的指导和参考。

本文制定的模型是一个整数线性规划模型(Integer Linear Programming, ILP)。这个模型的关键是要解决一个投资优化的问题。需要获得起投标准、发行日期、投资期限、预期年化收益率等产品信息。此外，还要考虑到起投标准约束，发行时间约束，紧急资金约束和可投资资金总金额约束。

本文将以中国银行的理财产品为例进行收益优化。获取网页上银行理财产品信息的方法是利用网络爬虫。用户考虑投资理财产品的起始时间是2016-5-15。

为了方便用户规划投资理财方案，本研究将利用MATLAB设计一个面向用户的GUI界面。这样投资者只需要在操作界面输入自己的信息，就可以得到自己想要的理财投资方案，并以窗口的形式展示给用户。

改变投资者持有资金，投资者需要的紧急资金和投资者需要使用紧急资金的日期，能够得出投资方案以及对应的投资收益。其中投资资金。由结果可得出结论：投资者要提高最终收益，策略是减少紧急资金的金额，延长日期限制，此外，紧急资金的日期限制的影响要比金额的影响要大。

关键词：银行理财产品；整数线性规划；网络爬虫；GUI设计；大数据

Optimization of profits of Bank Financial Products Based on Big Data

04012005 Liu Han

Supervised by Wang Junbo

Abstract：The main purpose of our research is to formulate a module to determine an optimum investment scheme on bank financial products from investors’ viewpoint. The investment scheme must include types, figure and time of investment financial products and the final profits investors can acquire.

The way of making use of knowledge of big data and formulating an integer linear programming model to solve the problem of investment optimization in this paper is very friendly to users and can give investors a relatively scientific reference on investment programs. It is fast and convenience to get updated bank financial product information by using web crawler. The optimization of profits of Bank Financial Products based on big data has a guidance and reference to investment programs.

The formulated model is a linear integer-programming model. The emphasis is on how to formulate an investment optimization problem. Information of products on investment standard, issue date, investment deadline and expected annual investment yields is necessary. Besides, constraint on investment standard, issue date, emergency capital and the total amount of capital to invest must be considered.

The paper takes an example of financial products of Bank of China to optimize the investment. Web crawler is used to obtain information of bank financial products from web. The starting date of investment is 2016-5-15.

In order to facilitate users to invest, this research designs a GUI oriented to users based on MATLAB. The investors only need to input their information into the operation interface and they can acquire a finance investment plan that users want in the form of the windows.

The investor can find out the optimum investment scheme and the final investment profits by changing capital the investor possesses, the emergency capital investor needs and the date investor needs to use, of which . The results can be concluded that strategy that the investors want to improve profits is to reduce the amount of emergency funding and extend the date restrictions. Besides, the influence of the date of the emergency funding restrictions is larger than that of fund.

Keywords: bank financial products；integer linear programming；web crawler；GUI design; big data

目录

摘要 III

Abstract. IV

1. 引言 1

1.1 研究背景及意义 1

1.2 银行理财产品的定义 1

1.3 银行理财产品的分类 2

1.3.1 按收益类型分类 2

1.3.2 按产品币种分类 2

1.4 银行理财产品中的风险 2

1.5 网络爬虫 2

1.5.1 网络爬虫的基本结构及工作流程 3

1.5.2 网络爬虫的抓取策略 3

1.5.3 网络爬虫的更新策略 4

2. 初步知识 6

2.1 线性规划 6

2.1.1 定义 6

2.1.2 线性规划的标准MATLAB形式 6

2.1.3 线性规划特点 6

2.2 整数规划 7

2.2.1 定义 7

2.2.2 整数规划的分类 7

2.2.3 整数规划的特点 7

2.2.4 整数规划的求解方法 7

2.3 0-1整数规划 7

3. 理财产品投资问题的整数线性规划模型 9

3.1 研究方法 9

3.2 需要的数据 9

3.3 假设 10

3.4 目标函数 10

3.5 约束条件 11

3.5.1 起投标准约束 11

3.5.2 发行时间约束 11

3.5.3 紧急资金约束 12

3.5.4 可投资资金总金额约束 13

3.6 模型建立 13

3.6.1 目标函数 14

3.6.2 决策变量 14

3.6.3 约束条件 14

3.6.4 0-1整数规划下的约束条件 14

3.6.5 代码分析 15

4. 数据的获取 16

4.1 正则表达式 16

4.1.1 正则表达式的概念 16

4.1.2 正则表达式的特点 16

4.1.3 正则表达式的元字符含义 16

4.2 网络数据的获取 19

5. 基于MATLAB的GUI界面设计 22

5.1 可编辑文本的设计 22

5.2 按钮的设计 23

5.3 表的设计 23

5.4 警告窗的设计 23

5.5 消息窗的设计 24

6. 结果及分析 25

6.1 25

6.2 25

6.3 26

6.4 27

6.5 结果分析 28

7. 总结 29

7.1 不足与展望 29

7.2 总结 29

致 谢 31

参考文献： 32

附件： 33

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