基于QPSO和MATLAB优化资金投资组合

Optimize Combination of Investment Based on QPSO Algorithm and Matlab

量子粒子群优化算法(QPSO)是一种基于粒子群优化算法(PSO)的进化算法,它收敛速度快、规则简单、易于编程实现;Matlab是国际控制界公认的标准计算软件。采用QPSO对资金组合投资的多目标问题进行优化,使用Matlab编程,解决了传统方法难以解决的问题,仿真实验表明采用本方法能对资金投资组合问题提出较好的优化决策。

Quantum particle swarm optimization （QPSO） is a evolutionary algorithm based on PSO. Compared with other evolutionary algorithm, its converges is more quickly and its rules are simpler, also the programming is easier. MATLAB is a high-level standard technical computing language, you can solve technical computing problems faster than with traditional programming languages. In this paper, using the MATLAB, QPSO is developed to optimize combination of investment. The experiments show that the method optimizes combination of investment effectively and can reach the best results quickly and improve the level of searching efficiency.