Abstract：The paper analyse a lot of problems which using genetic algoeithm to study markowitz model of portfolio investment, puts forward a method which adopts optimal conversation genetic algorithm to solve William Sharpe model. Moreover it optimizes the portfolio investment on the basis of discretionary kinds of security, better result is obtained than two programming.
收稿日期: 2004-04-25
引用本文:
金汉均 王洪峰. 基于遗传算法的证券组合投资优化问题的模拟分析[J]. , 2004, 43(4): 0-0.
金汉均 王洪峰. Simulation analysis on the problem of portfolio investment based on genetic algorithm. , 2004, 43(4): 0-0.
