Frontiers of Data and Computing ›› 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

• Technology and Application • Previous Articles     Next Articles

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


[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