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基于文化算法的证券组合投资模型的研究

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摘要 本文根据证券组合投资模型的特点,给出证券组合多目标决策模型。并用线性加权法将证券组合多目标优化转化为单目标优化。同时侧重描述了文化算法,并采用带外文化的文化算法对证券组合投资模型进行求解,最后编程实现证券组合投资模型的最优解,实验结果表明此方法取得了较好效果。
作者 谢倩倩
机构地区 武汉理工大学
出处 《武汉金融》 北大核心 2008年第11期41-43,共3页 Wuhan Finance
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参考文献4

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