Title :
On Portfolio Investment Model Using Ant Colony Optimization Algorithm
Author :
Jianguo, Zhou ; Hui, Zhang ; Jiming, Tian
Author_Institution :
North China Electr. Power Univ., Baoding
Abstract :
Based on Markowitz´ theory of asset portfolio, a multiple-goal optimization model of portfolio investment was set up considering both risk and return. Then applying ant colony optimization algorithm to solve the model, we got a better result than that of using Lingo.
Keywords :
investment; optimisation; Lingo; Markowitz theory; ant colony optimization; asset portfolio; multiple-goal optimization model; portfolio investment model; Ant colony optimization; Electronic mail; Investments; Portfolios; Ant colony algorithm; Lingo; Multi-objective programming; Portfolio investment;
Conference_Titel :
Control Conference, 2007. CCC 2007. Chinese
Conference_Location :
Hunan
Print_ISBN :
978-7-81124-055-9
Electronic_ISBN :
978-7-900719-22-5
DOI :
10.1109/CHICC.2006.4347390
