Title :
The Study of Model for Portfolio Investment Based on Ant Colony Algorithm
Author :
Ting, Wang ; Xia, Yang
Author_Institution :
Dept. of Economic Manage., North China Electr. Power Univ., Baoding, China
Abstract :
The risk and benefits are consider synthesizely in portfolio investment based on the Markowitz portfolio theory. A multi-objective programming model of portfolio investment is established and studied the model solution with the ant group algorithm, then obtained a better result compared to using the Lingo model. Unified the ant group algorithm and the modern computerpsilas formidable operational capability, making the investor to be more convenient in the actual operation.
Keywords :
group theory; investment; optimisation; Lingo model; Markowitz portfolio theory; ant colony algorithm; ant group algorithm; computer formidable operational capability; multiobjective programming model; portfolio investment; Artificial intelligence; Conference management; Covariance matrix; Decision making; Energy management; Investments; Optimization methods; Portfolios; Power generation economics; Risk management;
Conference_Titel :
Future Computer and Communication, 2009. FCC '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-0-7695-3676-7
DOI :
10.1109/FCC.2009.71
