The Portfolio Investment Based on Genetic Algorithm
Lei Li · Harbin Ligong Daxue xuebao · 2007
This paper is to solve the portfolio combination and the best portfolio combination with high returns and low risk.An improved criterion on equal amount of portfolio selection has been proposed,after analyzing the Markowitz's portfolio selection model.According to the serviceability and the characteristics of operation in binary -coded genetic algorithms,the obtained operational rule and evaluation function can select the best portfolio com- bination.The examples analysis indicates that the proposed method is simple and the results are more effective.