Self-adaptive Ant Algorithm for Solving Real Estate Portfolio Optimization

Author

Shu-jing, Zhou ; Cang, LI Yan ; Zhang Zhong-da

Author_Institution

Coll. of Civil Eng., Hebei Univ. of Eng., Handan

Volume

1

fYear

2008

fDate

17-18 Oct. 2008

Firstpage

241

Lastpage

244

Abstract

As efficient methods of reducing the investment risks, the real estate portfolio optimization methods and models have some defects. The information entropy was used as the risk measuring index, and a self-adaptive ant algorithm with a changing index was proposed to overcome the deficiency of the basic ant algorithm. Then the improved algorithm was introduced into the real estate portfolio. And the application results indicated that this method has better convergence, stability and robustness in solving the combinatorial optimization problems.

Keywords

entropy; investment; optimisation; real estate data processing; combinatorial optimization; information entropy; investment risks; real estate portfolio optimization; risk measuring index; self-adaptive ant algorithm; Algorithm design and analysis; Cities and towns; Clustering algorithms; Computational intelligence; Design optimization; Investments; Optimization methods; Portfolios; Robust stability; Switches; Ant Algorithm; Optimization; Real Estate Portfolio; Self-adaptive;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Intelligence and Design, 2008. ISCID '08. International Symposium on

Conference_Location

Wuhan

Print_ISBN

978-0-7695-3311-7

Type

conf

DOI

10.1109/ISCID.2008.55

Filename

4725600