Solving Portfolio Programming Problem Based on Cultural Algorithm
Ying Zhang · Jiangnan daxue xuebao. Ziran kexue ban · 2009
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.