Improved Ant Colony Algorithm for real estate portfolio optimization

被引:0
作者
Li, Yancang [1 ]
Suo, Juanjuan [1 ]
机构
[1] Hebei Univ Engn, Coll Civil Engn, Handan 056038, Peoples R China
来源
ADVANCES IN BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING | 2008年 / 5卷
关键词
Real estate portfolio; optimization algorithm; ant colony algorithm; information entropy;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
To find an effective algorithm to optimize the real estate portfolio, an improved Ant Colony Algorithm based on information entropy was proposed. The information entropy was used to control the path selection and evolution strategy adaptively to overcome the premature convergence problem of the basic Ant Colony Algorithm. Simulation and the application results in the real estate portfolio optimization showed its efficiency for solving the portfolio optimization. The algorithm here can be employed to solve other combinatorial optimization problems.
引用
收藏
页码:435 / 438
页数:4
相关论文
共 5 条
  • [1] Modern portfolio theory: Part 1
    Northern Arizona University, P.O. Box 15600, Flagstaff, AZ 86011, United States
    [J]. IEEE Microwave Mag., 2006, 5 (22-27): : 22 - 27
  • [2] DORIGO M, 1991, TECHNICAL REPORT, P91
  • [3] JOSEPH LP, 1995, HDB REAL ESTATE PORT
  • [4] Li YC, 2007, FUND INFORM, V77, P229
  • [5] Mak S. W., 2007, International Journal of Management and Decision Making, V8, P176, DOI 10.1504/IJMDM.2007.012719