Research on Decision Approach of Portfolios Investment Based on Accelerating Genetic Algorithm
Wang Shuo,Tang Xiaowo,Zeng Yong
Strategic Study of CAE ›› 2002, Vol. 4 ›› Issue (9) : 59 -62.
Research on Decision Approach of Portfolios Investment Based on Accelerating Genetic Algorithm
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.
accelerating genetic algorithm / portfolio / investment decision
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