In order to better link the stochastic diffusion stochastic differential equation with securities investment, this paper proposes a securities portfolio optimization method of the stochastic diffusion stochastic differential equation. In this paper, the stock Shanghai composite index is taken as the research object, and a new differential equation is obtained using dynamic programming method, and the optimal feedback control and optimal index of the system are obtained. By automatically adjusting the values of various types of parameters, the optimal portfolio of securities can be obtained, thereby providing more reasonable research and prediction for stock prices.

中文翻译：

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基于跳扩散随机微分方程的投资组合优化

为了更好地将随机扩散随机微分方程与证券投资联系起来，提出了一种随机扩散随机微分方程的证券组合优化方法。本文以股票上证综合指数为研究对象，采用动态规划方法得到了一个新的微分方程，得到了系统的最优反馈控制和最优指标。通过自动调整各种参数的值，可以获得最佳的证券投资组合，从而为股票价格提供更合理的研究和预测。