DocumentCode
3327520
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
fYear
2009
fDate
6-7 June 2009
Firstpage
238
Lastpage
240
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Future Computer and Communication, 2009. FCC '09. International Conference on
Conference_Location
Wuhan
Print_ISBN
978-0-7695-3676-7
Type
conf
DOI
10.1109/FCC.2009.71
Filename
5235661
Link To Document