Optimization of Investment Portfolio of Chinese Enterprises Driven by Financial Market Phase Change Prediction: Coupling Application of TOPSIS and Markowitz Model

Abstract

The current financial market is affected by interest rate adjustments, policy changes, and other factors, resulting in frequent phase transitions. Chinese funded enterprise investment portfolios are facing problems such as income fluctuations and difficulty in risk management. Traditional optimization models are difficult to adapt to dynamic market environments. This article focuses on the phase transition characteristics of financial markets and the investment allocation needs of Chinese enterprises. It proposes an optimization scheme that couples TOPSIS and Markowitz models. Firstly, TOPSIS multi index screening is used to adapt assets, and risk parameters are adjusted based on phase transition prediction. Then, relying on the Markowitz model, weight optimization is completed to form a closed-loop system of "screening adjustment configuration". By sorting out the laws of market transformation, analyzing the limitations of a single model, clarifying the coupling logic and verifying the adaptability in combination with industry historical data, it provides an operational path for Chinese enterprises to achieve controllable portfolio risk and stable returns in volatile markets. Research has shown that coupled models can compensate for the shortcomings of traditional methods in considering multiple objectives and ignoring market fluctuations. They are in line with the investment preferences of Chinese enterprises for low risk and stable returns, and have strong practical application value.