摘要
针对证券投资理论在实际应用中的局限性问题,根据证券组合的分散原理和系统方法,分析了证券投资的系统条件,提出了证券市场投资决策和对策模型,设计了具有实际应用价值的证券组合投资决策和对策模拟退火方法算法。
The limitation of the theory of portfolio investment in practice was studied so as to make a systematic analysis of the conditions under which the portfolio is available, based on the principle of the diversification of a portfolio combination. A model of making decisions and games for the investment on portfolio market was proposed. with a practical annealing simulation algorithm desingned for the decison and game to be made to portfolio combination investment.
基金
中国科学院管理信息与决策开放实验室基金
中国科学院复杂系统开放实验室基金
关键词
证券投资组合
决策
portfolio,portfolio combination,decision,game,simulated annealing.
