Research on Modelling of Portfolio Investment and Decision-making Based on Niche Genetic Algorithm

机译：基于利基遗传算法的投资组合投资与决策建模研究

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We carry on a research on modelling of stock portfolio investment and decision-making by applying genetic algorithms, which has the characteristic of global optimization search. The concept and structure of stock portfolio model are described in front of paper. Then we invert the model into one with fuzzy solutions by utilizing optimum seeking method based on multi-purpose fuzzy decision and attempt to seek solutions to portfolio investment and decision-making modelling by means of niche genetic algorithm. We carry out the optimal solution on stock portfolio model by simulating. As indicated in the experiment that it is effective by this method.

机译：我们通过应用遗传算法进行遗传算法的股票投资和决策建模研究，具有全局优化搜索的特征。在纸前描述了库存组合模型的概念和结构。然后通过利用基于多功能模糊决策的最佳寻求方法将模型倒入模糊解决方案，并试图通过利基遗传算法寻求投资组合投资和决策建模的解决方案。我们通过模拟来对库存组合模型进行最佳解决方案。如实验所示，它通过该方法有效。

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《Asia Simulation Conference/International Conference on System Simulation and Scientific Computing》|2005年||共5页
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作者
LIU Xia; CHU Hongxia; WANG Kejun; Chinese Association for System Simulation(CASS); Korea Society for Simulation(KSS); Japanese Society for Simulation Technology(JSST);
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中图分类计算机仿真;
关键词
stock portfolio; genetic algorithm; fuzzy decision-making;

机译：库存组合;遗传算法;模糊决策;

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4. Research on Modelling of Portfolio Investment and Decision-making Based on Niche Genetic Algorithm [C] . LIU Xia, CHU Hongxia, WANG Kejun Asia Simulation Conference/International Conference on System Simulation and Scientific Computing vol.1; 20051024-27; Beijing(CN) . 2005

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Research on Modelling of Portfolio Investment and Decision-making Based on Niche Genetic Algorithm

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