| 非负约束条件下组合证券投资决策的遗传算法 |
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| 引用本文： | 白先春. 非负约束条件下组合证券投资决策的遗传算法[J]. 运筹与管理, 2001, 10(2): 110-113 |
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| 作者姓名： | 白先春 |
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| 作者单位： | 南京经济学院,统计系,江苏,南京,210003 |
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| 摘 要： | 本讨论了在非负约束条件下实现预期投资收益率的组合证券投资遗传算法，并将该算法应用于一个六元证券组合的投资问题。
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| 关 键 词： | 非负约束 组合证券 风险 投资决策 遗传算法 |
| 文章编号： | 1007-3221(2001)02-0110-04 |
| 修稿时间： | 2000-10-11 |
A Study on Portfolio Investment Decision under Nonnegative Constraints by Genetic Algorithms |
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| BAI Xian chun. A Study on Portfolio Investment Decision under Nonnegative Constraints by Genetic Algorithms[J]. Operations Research and Management Science, 2001, 10(2): 110-113 |
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| Authors: | BAI Xian chun |
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| Abstract: | In this paper, we use genetic algorithms to solve the problem of portfolio invesment with expected rate of return under the condition of nonnegative constraints, and apply this algorithm to a six portfolio investment problem. |
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| Keywords: | portfolio risk investment decision genetic algorithms |
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