Research on Portfolio Model Based on Multi-Objective Genetic Algorithm

被引：0
|
作者：
Lin, Haonan [1 ]
机构：
[1] South China Univ Technol, Guangzhou 510006, Guangdong, Peoples R China
来源：
PROCEEDINGS OF THE 2016 4TH INTERNATIONAL CONFERENCE ON ELECTRICAL & ELECTRONICS ENGINEERING AND COMPUTER SCIENCE (ICEEECS 2016) | 2016年 / 50卷
关键词：
Portfolio; High Performance Computing; Multi-Objective Evolutionary Algorithm; Multiple Attribute Decision Making;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Portfolio optimization problem is a multi-objective optimization problem, it is necessary to consider the benefits should also consider the risks and the optimal situation is to achieve the least risk and maximum return. Papers define portfolio optimization problems, analyze the shortcomings of the existing portfolio model and the corresponding solution ideas, introduce multi-objective genetic algorithm and demonstrate the feasibility of multi-objective genetic algorithm in the application portfolio. Algorithm design process, detailed process of constructing and building a portfolio investment in line with the actual situation, put forward five objective optimization model from all angles, through a reasonable, optimized simulation test, and then select the algorithm selected from a number of programs better overall performance of the program.
引用
收藏
页码：992 / 997
页数：6
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