Application of Improved Genetic Algorithms in Solving the Portfolio Based on Constraining the Ratio

被引:0
|
作者
Cai, Fei [1 ]
Liu, Tie-Ying [1 ]
机构
[1] Inner Mongolia Univ, Coll Comp Sci, Hohhot, Peoples R China
关键词
Genetic Algorithms; combinatorial investment; profit; constraining investment;
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
Genetic Algorithms can be applied to different portfolio areas. In order to better the decision-making of different models of investment, different Genetic Algorithms are required. In view of venture investment model for constraining investment, improving Genetic Algorithms is used to solve the global optimal solution of the model. The principles which are concerned with coding, selection, crossover and mutation of the Genetic Algorithms are studied in-depth and a new model is designed by combining with the areas of application. The process of genetic Algorithms is simulated in the new model and ultimately the optimal solution is given. The model works by using matlab tools and a large number of experimental data.
引用
收藏
页码:169 / 173
页数:5
相关论文
共 50 条
  • [1] Stochastic portfolio model and its application for genetic algorithms
    Chen, W
    Zhang, RT
    Zhang, WG
    [J]. Proceedings of 2005 International Conference on Machine Learning and Cybernetics, Vols 1-9, 2005, : 3486 - 3489
  • [2] 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
  • [3] Portfolio investment optimization based on genetic algorithms
    Zhou Dan
    Man Jia
    [J]. Sixth Wuhan International Conference on E-Business, Vols 1-4: MANAGEMENT CHALLENGES IN A GLOBAL WORLD, 2007, : 2072 - 2078
  • [4] Application of genetic algorithms for solving transport problems
    Polkovnikova, Natalia A.
    Polkovnikov, Anatoly K.
    [J]. MARINE INTELLECTUAL TECHNOLOGIES, 2022, (03): : 265 - 273
  • [5] Improved Genetic Algorithms to Solving Constrained Optimization Problems
    Zhu Can
    Liang Xi-ming
    Zhou Shu-ren
    [J]. PROCEEDINGS OF THE 2009 INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND NATURAL COMPUTING, VOL I, 2009, : 486 - 489
  • [6] Research on portfolio selection model based on genetic algorithms
    Zhou, HT
    Fei, Q
    Liu, XK
    [J]. PROCEEDINGS OF 2002 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS I AND II, 2002, : 1661 - 1665
  • [7] Multi-objective genetic algorithms for solving portfolio optimization problems in the electricity market
    Suksonghong, Karoon
    Boonlong, Kittipong
    Goh, Kim-Leng
    [J]. INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS, 2014, 58 : 150 - 159
  • [8] An Improved Quantum Genetic Algorithm and The Application in Solving TSP
    Li XiaoBo
    [J]. 2010 THE 3RD INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND INDUSTRIAL APPLICATION (PACIIA2010), VOL VI, 2010, : 96 - 100
  • [9] An Improved Quantum Genetic Algorithm and The Application in Solving TSP
    Li XiaoBo
    [J]. 2011 INTERNATIONAL CONFERENCE ON INTELLIGENT COMPUTATION AND INDUSTRIAL APPLICATION (ICIA2011), VOL I, 2011, : 94 - 98
  • [10] Research on intelligent algorithms for solving portfolio problems
    Wang, Hongwei
    Huo, Lin
    Feng, Jinhao
    [J]. 2020 2ND INTERNATIONAL CONFERENCE ON COMPUTER SCIENCE COMMUNICATION AND NETWORK SECURITY (CSCNS2020), 2021, 336