Title :
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
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;
Conference_Titel :
Computational Intelligence and Design, 2008. ISCID '08. International Symposium on
Conference_Location :
Wuhan
Print_ISBN :
978-0-7695-3311-7
DOI :
10.1109/ISCID.2008.55