• DocumentCode
    2691212
  • Title

    Research on Real Estate Portfolio Optimization Model Based on Improved Niche Genetic Algorithm

  • Author

    Huang, Yuansheng ; Tian, Chengfang ; Fang, Wei

  • Author_Institution
    Dept. of Econ. & Manage., North China Electr. Power Univ., Baoding, China
  • fYear
    2009
  • fDate
    16-17 May 2009
  • Firstpage
    375
  • Lastpage
    378
  • Abstract
    The investment on real estate companies has a direct impact on the competitiveness of their future markets; therefore there is an urgent need for investment portfolio optimization. The paper analyzes the characteristics of various types of real estate investment in the next run, using niche genetic algorithm with improved the probability of crossover and mutation. In addition, adding the budget constraints in the classic portfolio model, so that the process of calculating is more to meet realistic requirements. Finally, an example is used to prove the method is effective.
  • Keywords
    genetic algorithms; investment; improved niche genetic algorithm; investment portfolio optimization; real estate companies; real estate portfolio optimization model; Biological cells; Evolution (biology); Fuzzy control; Genetic algorithms; Genetic engineering; Genetic mutations; Investments; Portfolios; Power engineering and energy; Power generation economics; multiple-object optimization; niche genetic algorithm (NGA); portfolio;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Engineering and Electronic Commerce, 2009. IEEC '09. International Symposium on
  • Conference_Location
    Ternopil
  • Print_ISBN
    978-0-7695-3686-6
  • Type

    conf

  • DOI
    10.1109/IEEC.2009.84
  • Filename
    5175141