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Strategic Study of CAE >> 2002, Volume 4, Issue 9

Research on Decision Approach of Portfolios Investment Based on Accelerating Genetic Algorithm

1. Economic and Management School of Southeast University, Nanjing 210096, China

2. Management School of University of Electronic Science and Technology of China , Chengdu 610054, China

Funding project:国家杰出青年科学基金资助项目(79725002);信息产业部软科学资助项目(信产信科[2000]8号) Received: 2002-01-15 Revised: 2002-05-15 Available online: 2002-09-20

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Abstract

It can win through traditional genetic algorithm's shortcomins by applying accelerating genetic algorithm in solving combination forecasting problems. These shortcomings include poor adapt ability in search space (i.e. optimizing variable space), large measure quantity, premature convergence, no definitude instruct rule for setting technique of control parameter, etc. The new approach does not need canonicity in forecasting error information matrix, the objective function scale may extend widely,and the forecasting precision is high.

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References

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[ 3 ] 金菊良, 丁 晶.遗传算法及其在水科学中的应用[M ].成都:四川大学出版社, 2000.42~57 link1

[ 4 ] 刘 勇, 康立山.非数值并行算法———遗传算法[M ].北京:科学出版社, 1997.75~121

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