数据与计算发展前沿 ›› 2023, Vol. 5 ›› Issue (1): 85-96.

CSTR: 32002.14.jfdc.CN10-1649/TP.2023.01.008

doi: 10.11871/jfdc.issn.2096-742X.2023.01.008

• 技术与应用 • 上一篇    下一篇

基于数值方法的养老目标基金的模型与算法综述

杨雪莹1,2(),李晨1,陈逸东1,2,陆忠华1,*()   

  1. 1.中国科学院计算机网络信息中心，北京 100083
    2.中国科学院大学，北京 100049
  • 收稿日期:2021-12-17 出版日期:2023-02-20 发布日期:2023-02-20
  • 通讯作者: * 陆忠华（E-mail: zhlu@cnic.cn）
  • 作者简介:杨雪莹，中国科学院计算机网络信息中心，博士研究生，主要研究方向为高性能计算与计算金融相关算法与软件。
    本文中负责文献调研、文献分析与归纳。
    YANG Xueying is currently a Ph.D. can-didate at the Computer Network Information Center, Chinese Academy of Sciences, Beijing, China. Her current research interests include algorithms and software in high-performance computing and computational finance.
    In this paper, she is responsible for literature research, literature analysis, and summary.
    E-mail: yangxueying@cnic.cn|陆忠华，中国科学院计算机网络信息中心，研究员，主要研究方向为高性能计算技术和在计算金融中的应用。
    本文中负责把握文章总体方向与框架。
    LU Zhonghua is currently a Professor at the Computer Network Information Center, Chinese Academy of Sciences, China. Her current research interests include high-performance computing technology and its applications in computational finance.
    In this paper, she is responsible for the overall direction and framework of the paper.
    E-mail: zhlu@cnic.cn
  • 基金资助:
    国家自然科学基金项目(61873254);光合基金B类(20210702)

A Survey of Models and Algorithms of Numerical Methods Based on Pension Target Funds

YANG Xueying1,2(),LI Chen1,CHEN Yidong1,2,LU Zhonghua1,*()   

  1. 1. Computer Network Information Center, Chinese Academy of Sciences, Beijing 100083, China
    2. University of Chinese Academy of Sciences, Beijing 100049, China
  • Received:2021-12-17 Online:2023-02-20 Published:2023-02-20

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摘要：

【目的】养老目标基金在养老金体系中属于第三支柱，其相关研究是计算金融领域重要的研究课题。【文献范围】本文系统地收集了养老目标基金研究中模型与算法的相关文献。【方法】本文介绍分析了养老目标基金几个经典模型及其优缺点，讨论了高性能计算在模型与算法中的应用，对养老目标基金的未来研究趋势进行展望。【局限】自2018年我国首批养老目标基金获准发行以来，相关研究正蓬勃发展，但目前国内已有研究仍较少。【结论】随着模型复杂性与场景复杂性的提高，高性能计算在养老目标基金中的应用有广阔前景。

关键词: 养老目标基金, 下滑曲线, 高性能计算

Abstract:

[Objective] sion target funds belong to the third pillar of the pension system, and the related study has become an important research topic in the field of computational finance. [Coverage] This paper systematically collects relevant literature on models and algorithms in the researches of pension target funds. [Methods] This paper introduces and analyzes the advantages and disadvantages of several classic models of pension target funds, discusses the application of high-performance computing in implementing the models and algorithms, and points out the trend of research on pension target funds. [Limitations] Since the first group of pension target funds was approved in China in 2018, the related research has been booming. But there are still few domestic studies. [Conclusions] With the increasing complexity of models and scenarios, the application of high-performance computing in pension target funds has broad prospects.

Key words: pension target funds, glide path, high-performance computing