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CN-122022805-A - Asset management system and method based on blockchain

CN122022805ACN 122022805 ACN122022805 ACN 122022805ACN-122022805-A

Abstract

The invention discloses an asset management system and method based on a blockchain, which relate to the technical field of blockchain and financial information processing, and the invention forms a repeatable integrity check path by encrypting and storing a data record and writing a data hash, a time stamp, a data source identifier and an index address on the chain, so that the same data has a consistent check anchor point when the same data flows across a main body, and the risk of tampering, replacement or post denial of the data is reduced; in addition, by solidifying the structured field, the standardization rule, the hash algorithm identification and the on-chain configuration item version number of the data record, the key rule integrating the feature extraction and the early warning has version traceability, any early warning result can be traced back to the corresponding data version, rule version and trigger condition version, and interpretable and auditable properties of the result are enhanced.

Inventors

  • CAI CHAO
  • ZHANG LIZHI

Assignees

  • 杭州轻松住信息科技有限公司

Dates

Publication Date
20260512
Application Date
20260119

Claims (10)

  1. 1. A blockchain-based asset management system, comprising: The data acquisition module is used for acquiring ESG related source data of a target enterprise from at least one data source and generating a data record containing a time stamp, a data source identifier and a digital signature; the under-chain storage module is used for encrypting and storing the data records and generating index addresses; The blockchain certification module is used for calculating data hash on the data record and writing the data hash, the timestamp, the data source identifier and the index address into a blockchain account book; The intelligent analysis module is used for extracting characteristics according to time sequence based on the history data record subjected to hash verification, inputting an ESG score change prediction model and outputting a probability value of up-regulation or down-regulation of the ESG score of the target rating mechanism in a preset rating window; the trade monitoring module is used for acquiring order and deal data of the target enterprise related securities in a preset monitoring window when the probability value exceeds a first threshold value; And the early warning generation module is used for calculating the order anomaly score, fusing the order anomaly score with the probability value to generate risk early warning, and writing the early warning abstract hash into the blockchain ledger.
  2. 2. The blockchain-based asset management system of claim 1, wherein the data source comprises at least an internet of things sensing device deployed at an enterprise operation site, the digital signature is a signature computed from raw sensed data by a device private key of the internet of things sensing device, and the data acquisition module verifies the signature when generating the data record.
  3. 3. The blockchain-based asset management system of claim 1, further comprising a cluster of predictor nodes for pulling the source data from an off-chain data source, formatting and consistency checking the source data, and submitting the data record to the blockchain certification module when a preset consensus condition is met.
  4. 4. The blockchain-based asset management system of claim 1, wherein the blockchain certification module is configured to implement data uplink rights control and version number management through an intelligent contract, and the version number is stored in association with the data hash and is used for identifying data record versions of different timestamps under the same data source identifier.
  5. 5. The blockchain-based asset management system of claim 1, wherein the preset rating window is a first time interval before a next scheduled release day of a target rating facility, and the preset monitoring window is a second time interval within the first time interval that is no more than a preset advance from the scheduled release day.
  6. 6. The blockchain-based asset management system of claim 1, wherein the order anomaly score is calculated based on an order flow feature vector comprising at least account dispersion, net active buy and sell volume change rate per unit time, and order time aggregation for orders in the same direction; The order time aggregation degree comprises a first aggregation index obtained based on the adjacent arrival interval discrete degree of the same-direction order, and a self-excitation intensity index obtained based on the self-excitation point fitting process of the same-direction order arrival sequence, wherein the self-excitation intensity index is used as a part of the order flow characteristic vector and participates in standardized processing and fusion mapping together with the account dispersity and the net active trading volume change rate in unit time.
  7. 7. The blockchain-based asset management system of claim 6, wherein the alert generation module is further configured to calculate an abnormal direction match, the abnormal direction match characterizing a degree of agreement between a net purchase direction corresponding to the order stream feature vector and an expected direction of the ESG score up or down, and output the risk alert when the abnormal direction match exceeds a second threshold.
  8. 8. The blockchain-based asset management system of claim 1, wherein the ESG score change prediction model is supervised trained with a feature and a target rating facility historical ESG score change label generated when a difference between two adjacent release scores exceeds a preset change threshold.
  9. 9. A blockchain-based asset management method, based on the blockchain-based asset management system of any of claims 1-8, comprising: step S1, acquiring ESG related source data and generating a data record with a time stamp, a data source identifier and a digital signature; S2, encrypting and storing the data record and generating an index address; Step S3, calculating the data hash of the data record and writing the data hash and the index address into a block chain account book; S4, extracting features after completing the integrity verification under the chain and inputting an ESG scoring change prediction model to obtain a probability value; s5, acquiring order and deal data in a monitoring window and calculating an order abnormality degree score when the probability value exceeds a first threshold value; and S6, generating risk early warning by fusing the probability value and the order abnormality score, and writing an early warning abstract hash into a blockchain ledger.
  10. 10. The blockchain-based asset management method of claim 9, wherein auditable evidence chain records are generated simultaneously when the risk early warning is generated, wherein the auditable evidence chain records at least comprise a target enterprise identifier, the probability value, the monitoring window identifier, an index identifier of key orders and transaction data and a corresponding abstract hash.

Description

Asset management system and method based on blockchain Technical Field The invention relates to the technical field of blockchain and financial information processing, in particular to an asset management system and method based on a blockchain. Background Along with the development of ESG investment and supervision disclosure requirements, an asset management mechanism often introduces third-party ESG ratings or ESG data as a reference basis in the asset configuration, security selection and risk control processes, related ratings/data are generally collected and processed based on enterprise disclosure, supervision files, media information and third-party data sources, and the formation and release of the related ratings/data are influenced by enterprise disclosure periods, data verification flows and model update rhythms, so that a certain lag may exist in time points, and meanwhile, different ratings mechanisms have differences in the aspects of index range, measurement caliber and weight setting, so that the ESG ratings/grades of the same subject may be inconsistent. In order to shorten the information time lag, partial systems try to integrate unstructured information such as news, public opinion and the like, combine technologies such as natural language processing and the like to monitor ESG disputed events at higher frequency, introduce data such as remote sensing, satellite and the like to supplement the description of environmental risks, however, the alternative data has various sources and high noise, and in the absence of a unified source proving, version management and audit mechanism, the repeated verification of the acquisition time point, processing process, model parameters and output results of the data is difficult, so that the credibility of the ESG disputed events serving as a warehouse-adjusting basis is limited. The existing asset management system mainly stores ESG data, signal results and transaction decision records in a centralized manner, under the multi-subject cooperation scene of data suppliers, asset management persons, hosting institutions, auditors, supervisors and the like, the problems that data versions are inconsistent, processing links are not traceable, it is difficult to prove when the ESG data/scoring versions are used and form what transaction instructions according to the ESG data/scoring versions are difficult to prove after the processing links are inconsistent, when scoring changes caused by ESG dispute events or model adjustment occur, evidence chains which can be commonly accepted by multiple parties and cannot be tampered are difficult to form, and therefore, a system and a method capable of realizing traceable sharing of ESG related data and trusted storage certificates and versions of the decision processes and supporting auditable execution of asset management processes are needed. Disclosure of Invention The present invention has been made in view of the above-described problems occurring in the prior art. The invention provides an asset management system and method based on a blockchain, which solve the problems of lag rating of a third-party ESG, high noise of alternative data and difficult audit and acquisition. In order to solve the technical problems, the invention provides the following technical scheme: In a first aspect, embodiments of the present invention provide a blockchain-based asset management system, comprising: The data acquisition module is used for acquiring ESG related source data of a target enterprise from at least one data source and generating a data record containing a time stamp, a data source identifier and a digital signature; the under-chain storage module is used for encrypting and storing the data records and generating index addresses; The blockchain certification module is used for calculating data hash on the data record and writing the data hash, the timestamp, the data source identifier and the index address into a blockchain account book; The intelligent analysis module is used for extracting characteristics according to time sequence based on the history data record subjected to hash verification, inputting an ESG score change prediction model and outputting a probability value of up-regulation or down-regulation of the ESG score of the target rating mechanism in a preset rating window; the trade monitoring module is used for acquiring order and deal data of the target enterprise related securities in a preset monitoring window when the probability value exceeds a first threshold value; And the early warning generation module is used for calculating the order anomaly score, fusing the order anomaly score with the probability value to generate risk early warning, and writing the early warning abstract hash into the blockchain ledger. As a preferable scheme of the asset management system based on the blockchain, the data source at least comprises an Internet of things sensing device deployed at an enterprise operatio