摘要
本文基文献 [1]的思路 ,详细论述了利用遗传算法解决有风险控制的最优资产组合问题的具体实现过程 .
In this paper,it is discussed that the problem about optimal portfolio whith risk control solved by genetic algorithm (GA) based on Ref..Finally,the optimal containment GA convergence of the overall situation is certified.
出处
《数学理论与应用》
2002年第1期46-50,共5页
Mathematical Theory and Applications