摘要
针对多阶段组合投资问题,提出了一个基于多Agent系统的自调节及协同工作的组合投资策略模型。该模型系统中的各个Agent通过通讯共享知识,在求解问题的搜索空间中进行协同搜索,在更短的搜索步长内得到问题的解,极大地提高了系统性能。该模型具有不基于任何股票模型、时间复杂度低以及逼近最优投资策略速度较快等优点,实验证明具有一定的实际意义。
The combination investment model of auto-adjustment and cooperation based on multi-agent system are proposed according to multi-phases combination investment problem. In the model, every agent carry through cooperation search by the search space of the solution problems by communication sharing knowledge. The solution of the problems is gained by the shorter search step, and the system performance is maximum increased. The model has these excellences of the any stock model no relation, the low of time complexity and the speed fast of the approach optimal investment. It is signification from the experimentation show.
出处
《计算机工程与设计》
CSCD
北大核心
2007年第14期3466-3468,3472,共4页
Computer Engineering and Design
基金
湖南省科技厅基金项目(05JT1013)
关键词
在线多阶段组合投资
多AGENT系统
在线学习
自调节
协同搜索
online multi-phase combination investment
multi-agent system
online learning
auto-adjustment
cooperation search
