Study on Optimal Combination of Model of Information Needs Based on Particle Swarm Optimization Algorithm
Jian Wang · 2013
To meet the requirements of the quantitative portfolio management in information needs,a model based on an improved Particle Swarm Optimization algorithm to solve the portfolio optimization problem of information was proposed.Firstly,discussing the application status of the PSO in the investment field.Second,defining the element model of information needs,setting two coefficients,then proposing a new PSO algorithm adding the Expected Utility Coefficient among the information needs and the Preferences Coefficient of decision-makers,and comparing it with traditional PSO algorithm.