Research on modelling of portfolio investment and decision-making based on niche genetic algorithm

被引：0
|
作者：
Liu, X
Chu, HX [1 ]
Wang, KJ
机构：
[1] Harbin Engn Univ, Dept Automat, Heilongjiang 150001, Peoples R China
[2] Harbin Univ Sci & Technol, Grad Dept, Heilongjiang 150001, Peoples R China
来源：
SYSTEM SIMULATION AND SCIENTIFIC COMPUTING, VOLS 1 AND 2, PROCEEDINGS | 2005年
关键词：
stock portfolio; genetic algorithm; fuzzy decision-making;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
We carry on a research on modelling of stock portfolio investment and decision-making by applying genetic algorithms, which has the characteristic of global optimization search. The concept and structure of stock portfolio model are described in front of paper. Then we invert the model into one with fuzzy solutions by utilizing optimum seeking method based on multi-purpose fuzzy decision and attempt to seek solutions to portfolio investment and decision-making modelling by means of niche genetic algorithm. We carry out the optimal Solution on stock portfolio model by simulating As indicated in the experiment that it is effective by this method.
引用
收藏
页码：168 / 172
页数：5
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