摘要
为了适应信息化需求投资组合量化管理的要求,提出了一种基于改进微粒群算法的信息化需求投资组合模型。首先论述了微粒群在投资领域中的应用现状;其次定义了信息化需求元模型,设定了相关两系数;提出了一种引入信息化需求间效用期望系数、决策者偏好系数的新微粒群机制的IPSO算法,并与传统PSO算法进行了对比验证。
Abstract To meet the requirements of the quantitative portfolio management in information needs,a model based on an improved Particle Swarm Optimization algorithm to solve the portfolio optimization problem of information was pro- posed. Firstly, discussing the application status of the PSO in the investment field. ~cond, defining the element model of in/or- marion needs, setting two coefficients, then proposing a new PSO algorithm adding the Expected Utility Coefficient among the infomaation needs and the Preferences Coefficient of decision-makers,and comparing it with traditional PF~） algorithm.
出处
《计算机科学》
CSCD
北大核心
2013年第6期238-241,共4页
Computer Science
基金
中央财经大学211工程三期建设(211-cure-3th)资助
关键词
信息化需求
组合优化
微粒群算法
偏好系数
效用期望
Information needs, Portfolio optimization, Particle swarm optimization algorithm, Preferences coefficient,Expected utility coefficient
