INVESTMENT ALLOCATION DEVICE AND INVESTMENT ALLOCATION PROGRAM

摘要

PROBLEM TO BE SOLVED: To provide an investment allocation device properly and efficiently distributing stocks contracted at a plurality of sale prices to investment products, and quickly performing the allocation without depending on the number of pieces of data on trading information to the utmost.;SOLUTION: This investment allocation device 23 acquires the trading information 31 showing a trading volume in each of the plurality of sale prices for a predetermined stock name concluded, and acquires order information 51 showing the number of ordered stocks in each fund. The investment allocation device 23 associates the sale price with the number of allocated stocks for each fund, and sets a pattern. A pattern improvement means 42 randomly exchanges the sale prices by the same number of the stocks (e.g. by the unit number of the stocks) between the funds different in the pattern to create a candidate pattern (a swap means 43), calculates an evaluation value of the pattern (an evaluation value calculation means 45), repeatedly updates the pattern to a proper pattern based on the evaluation value (a pattern update means 47), and improves the pattern to create an optimum pattern. The investment allocation device 23 creates allocation information 33 based on the optimum pattern.;COPYRIGHT: (C)2009,JPO&INPIT