Portfolio Investment with Nonnegative Constraints on Genetic Algorithms
Ying Liu · Journal of Tianjin Agricultural University · 2006
The genetic algorithms is used to solve the problem of the portfolio investment with expected rate of return under the condition of nonnegative constraints,and it is also applied to a six kind of stock investment problem.In the portfolio,there are some assumptions which are not in accordance with the reality.So the model should be modified.The hereditary way is the best way to find the key to the problem and it has been applied to many domains.By bringing the hereditary way to the domain of the portfolio,the model is proved to be reasonable,and the algorithm is efficient.