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

Wang Shuo1、 Tang Xiaowo2、 Zeng Yong2

Strategic Study of CAE ›› 2002, Vol. 4 ›› Issue (9) : 59-62.

PDF(2349 KB)
PDF(2349 KB)
Strategic Study of CAE ›› 2002, Vol. 4 ›› Issue (9) : 59-62.
Academic Papers

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

  • Wang Shuo1、 Tang Xiaowo2、 Zeng Yong2

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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.

Keywords

accelerating genetic algorithm / portfolio / investment decision

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Wang Shuo,Tang Xiaowo,Zeng Yong. Research on Decision Approach of Portfolios Investment Based on Accelerating Genetic Algorithm. Strategic Study of CAE, 2002, 4(9): 59‒62
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