| 摘要 |
PROBLEM TO BE SOLVED: To provide an information processing system capable of generating a preferable portfolio and an information processing method.SOLUTION: An information processing system includes an input section 11 for inputting information on return related to a plurality of articles and an analysis section 17 for calculating the component proportion ratio of each article by applying information on return to an objective function whose value increases as a distance from a portfolio in proportion to market price evaluation of each article increases and whose value decreases as risk increases. |
