| 应用遗传算法研究期货市场创新决策 |
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| 引用本文： | 黄小原,肖橹.应用遗传算法研究期货市场创新决策[J].系统工程与电子技术,1997(5). |
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| 作者姓名： | 黄小原 肖橹 |
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| 作者单位： | 东北大学工商管理学院!沈阳110006(黄小原)，深圳华维公司!518031(肖橹) |
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| 摘 要： | 本文研究了用遗传算法解决期货市场创新的最优设计问题。在考虑期货市场的保值者和投资者数目和期货合约结构模型的基础上,针对该问题设计了相应的遗传编码和操作,并进行了仿真研究。
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| 关 键 词： | 市场分析 算法 最优方案 |
Futures Market Innovation Decision by Genetic Algorithm |
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| Huang Xiaoyuan Business Institute,Northeastern Univ.,Shenyang Xiao Lu Hua Wei Company,Shenzhen.Futures Market Innovation Decision by Genetic Algorithm[J].System Engineering and Electronics,1997(5). |
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| Authors: | Huang Xiaoyuan Business Institute Northeastern Univ Shenyang Xiao Lu Hua Wei Company Shenzhen |
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| Institution: | Huang Xiaoyuan Business Institute,Northeastern Univ.,Shenyang 110006Xiao Lu Hua Wei Company,Shenzhen 518031 |
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| Abstract: | The classic design of futures market innovation has been researched by genetic al-gorithms in this paper. On the basis of the model considering of the number of hedger and specu-lator , the construction of future contract, homologous genetic coding and operation are framed, a sample is performed. |
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| Keywords: | Futures market Innovation Genetic algorithm |
| 本文献已被 CNKI 等数据库收录！ |
