A hybrid algorithm based on genetic algorithm and tabu search

被引:0
|
作者
Wang, Zhufang [1 ]
Zhong, Shengjun [1 ]
机构
[1] Shenyang Univ Technol, Shenyang 110023, Peoples R China
关键词
genetic algorithm; tabu search; hybrid algorithm; portfolio investment;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
A hybrid algorithm is proposed, based on genetic algorithm and tabu search for solving portfolio investment with probability criterion. The main frame is genetic algorithm, and tabu search is used to get the new chromosome in the mutation process of genetic algorithm. The procedure of hybrid algorithm is described in detail. A case investigation shows that the hybrid algorithm is superior to the early genetic algorithm in aspects of computing efficiency. The hybrid algorithm provides investors an effective method to make decision.
引用
收藏
页码:566 / 571
页数:6
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