The Study of Model for Portfolio Investment Based on Ant Colony Algorithm

被引：0

作者：

Ting, Wang ^{[1
]}

Xia, Yang ^{[1
]}

机构：

[1] N China Elect Power Univ, Dept Econ Management, Baoding, Peoples R China

来源：

2009 ETP INTERNATIONAL CONFERENCE ON FUTURE COMPUTER AND COMMUNICATION (FCC 2009) | 2009年

关键词：

multi-objective programming; portfolio investment; ant colony algorithm; Lingo1;

D O I：

10.1109/FCC.2009.71

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

The risk and benefits are consider synthesizely in portforio investment based on the Markowitz portfolio theory. A multi-objective programming model of portforio investment is established and studied the model solution with the ant group algorithm, then obtained a better result compared to using the Lingo model. Unified the ant group algorithm and the modern computer's formidable operational capability, making the investor to be more convenient in the actual operation

引用

页码：238 / 240

页数：3