Portfolio investment optimization based on genetic algorithms

被引：0
|
作者：
Zhou Dan [1 ]
Man Jia [1 ]
机构：
[1] Shenyang Inst Technol, Informat Sci & Engn Sch, Shenyang, Peoples R China
来源：
Sixth Wuhan International Conference on E-Business, Vols 1-4: MANAGEMENT CHALLENGES IN A GLOBAL WORLD | 2007年
关键词：
genetic algorithm; optimization; investment decision;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The genetic algorithm is a calculation model of;simulating the course of biological evolution of nature of simulation. This paper discusses the application of the genetic algorithm in the investment decision of enterprises. An practical example of computer simulation using the genetic algorithm for solving investment decision is given.
引用
收藏
页码：2072 / 2078
页数：7
相关论文
共 50 条
  • [1] Investment Portfolio Optimization of Power Grid Projects Based on Niche Genetic Algorithms
    Peng, Wen
    Zhang, Jing
    [J]. 2015 11TH INTERNATIONAL CONFERENCE ON NATURAL COMPUTATION (ICNC), 2015, : 1170 - 1175
  • [2] Method of Genetic Algorithms for the Optimal Investment Portfolio
    Kuzmych, O.
    Mekush, O.
    Solich, K.
    Telmoudi, A.
    [J]. 2018 5TH INTERNATIONAL CONFERENCE ON CONTROL, DECISION AND INFORMATION TECHNOLOGIES (CODIT), 2018, : 683 - 687
  • [3] Integration of Genetic Algorithm and Particle Swarm Optimization for Investment Portfolio Optimization
    Kuo, R. J.
    Hong, C. W.
    [J]. APPLIED MATHEMATICS & INFORMATION SCIENCES, 2013, 7 (06): : 2397 - 2408
  • [4] Genetic Algorithms for Portfolio Optimization with Weighted Sum Approach
    Faia, Ricardo
    Pinto, Tiago
    Vale, Zita
    Corchado, Juan Manuel
    Soares, Joao
    Lezama, Fernando
    [J]. 2018 IEEE SYMPOSIUM SERIES ON COMPUTATIONAL INTELLIGENCE (IEEE SSCI), 2018, : 1823 - 1829
  • [5] Application and Comparative Study of Optimization Algorithms in Financial Investment Portfolio Problems
    Liu, Shuai
    Xiao, Chenglin
    [J]. MOBILE INFORMATION SYSTEMS, 2021, 2021
  • [6] Generating investment policies for nonlinear portfolio optimization with genetic programming
    Svangård, N
    Nordin, P
    [J]. PROCEEDINGS OF THE 7TH JOINT CONFERENCE ON INFORMATION SCIENCES, 2003, : 1161 - 1164
  • [7] Research on the Optimal Portfolio Based on Genetic Algorithms
    Han, Jun
    [J]. PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON ELECTRIC AND ELECTRONICS, 2013, : 90 - 94
  • [8] A review on genetic algorithms and mean-variance portfolio optimization
    Wang, Pengfei
    Wang, Hongyong
    [J]. BASIC & CLINICAL PHARMACOLOGY & TOXICOLOGY, 2020, 126 : 147 - 148
  • [9] Portfolio optimization using multi-objective genetic algorithms
    Skolpadungket, Prisadarng
    Dahal, Keshav
    Harnpornchai, Napat
    [J]. 2007 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION, VOLS 1-10, PROCEEDINGS, 2007, : 516 - +
  • [10] Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms
    Yu, Lean
    Wang, Shouyang
    Lai, Kin Keung
    [J]. INFOR, 2009, 47 (01) : 23 - 30
12345