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| 基于文化算法的投资组合规划问题求解 | |
| 引用本文： | 李磊,程晨,张颖.基于文化算法的投资组合规划问题求解[J].江南大学学报(自然科学版),2009,8(1). |
| 作者姓名： | 李磊 程晨 张颖 |
| 作者单位： | 1. 江南大学,商学院,江苏,无锡,214122;哈尔滨理工大学,经济管理学院,黑龙江,哈尔滨,150080 2. 江南大学,商学院,江苏,无锡,214122 3. 哈尔滨理工大学,经济管理学院,黑龙江,哈尔滨,150080 |
| 基金项目： | 国家自然科学基金，江苏省普通高校研究生科研创新计划项目 |
| 摘 要： | 运用两种版本的文化算法对投资组合的非线性规划模型进行求解,并与进化规划算法进行了比较.仿真实验表明,与进化规划相比,文化算法的两个版本均能以更快的速度稳定地收敛到全局最优解,因此采用文化算法求解此类非线性优化问题更为有效. |
| 关 键 词： | 投资组合 文化算法 全局最优解 |
Solving Portfolio Programming Problem Based on Cultural Algorithm |
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| LI Lei,CHENG Chen,ZHANG Ying.Solving Portfolio Programming Problem Based on Cultural Algorithm[J].Journal of Southern Yangtze University:Natural Science Edition,2009,8(1). | |
| Authors: | LI Lei CHENG Chen ZHANG Ying |
| Institution: | 1.School of Business;Jiangnan University;Wuxi 214122;China;2.School of Economic Management;Harbin University of Science and Technology;Harbin 150080;China |
| Abstract: | With two different versions of cultural algorithms,a nonlinear programming model of investment portfolio is solvd in the paper.By simulation experiment,and comparing with Evolutionary Programming(EP),it shows that both of versions of Cultural Algorithms can converge steadily and globally at higher speed.Therefore,it is more effective than Cultural Algorithms used to solve the investment portfolio problems,which are non-linear optimization problems. |
| Keywords: | portfolio cultural algorithm the global optimal solve |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |