Study of the Optimal Models for Portfolio Investment Based on Genetic Algorithm
Ke Chen · Nanjing Qixiang Xueyuan xuebao · 2003
For the study of the bestassembled investment with the maximum earning and least risk,a model of multiobjective project is built and then is transformed into a simple target programming problem by fuzzy evaluation,which is solved by using the genetic algorithm.The coding rule and steps of the algorithm are also given,and at last,an example shows the reasonableness of the model and the effectiveness of the algorithm.