基于微粒群算法的投资决策研究

Particle Swarm Algorithm Based Portfolio Optimization

投资组合是现代金融领域的一个研究热点,本文将投资模型中控制投资风险过大的风险因子e引入的基本微粒群算法,用来解决投资决策问题,取得较好的效果。实验数据表明微粒群算法高效、可靠,具有很强的使用价值。

Portfolio is one of research focuses in modem finance field. This paper introduces a risk control based PSO （particles swarm optimization） algorithm to solve the problem of investment decision, and achieves better results. The experimental results indicate that PSO is an efficient and reliable algorithm with essential use value.