| 风险与收益折衷的证券组合模型神经网络求解 |
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| 引用本文： | 田絮资.风险与收益折衷的证券组合模型神经网络求解[J].西北大学学报,2002,32(3):229-231. |
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| 作者姓名： | 田絮资 |
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| 作者单位： | 宝鸡文理学院计算机科学系，陕西宝鸡721007 |
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| 基金项目： | 陕西省自然科学研究计划资助项目 (2 0 0 1G11) |
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| 摘 要： | 通过分析证券的收益率和风险的关系，为个人或机构投资提供理论指导。根据风险与投资模型的特点，给出了不允许卖空情形下证券投资的风险与收益折衷模型的神经网络算法，找出了可行的证券组合最优决策的方法。
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| 关 键 词： | 证券组合模型 神经网络 收益率 投资组合 风险 折衷模型 最优解 |
| 文章编号： | 1000-274X(2002)03-0229-03 |
| 修稿时间： | 2001年10月26 |
Neural networks for solving the securities portfolio model of tradeoff between risk and return |
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| TIAN Xu-zi.Neural networks for solving the securities portfolio model of tradeoff between risk and return[J].Journal of Northwest University(Natural Science Edition),2002,32(3):229-231. |
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| Authors: | TIAN Xu-zi |
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| Abstract: | The relation between return and risk is analyzed and a theoretic guide is offered for investors. The neural networks for solving the securities portfolio model of tradeoff between risk and return are discussed and the method's steps of finding optimal solution of this model can be given based on the characteristic of this model. |
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| Keywords: | securities return portfolio risk |
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