Title :
Research on Real Estate Portfolio Optimization Model Based on Improved Niche Genetic Algorithm
Author :
Huang, Yuansheng ; Tian, Chengfang ; Fang, Wei
Author_Institution :
Dept. of Econ. & Manage., North China Electr. Power Univ., Baoding, China
Abstract :
The investment on real estate companies has a direct impact on the competitiveness of their future markets; therefore there is an urgent need for investment portfolio optimization. The paper analyzes the characteristics of various types of real estate investment in the next run, using niche genetic algorithm with improved the probability of crossover and mutation. In addition, adding the budget constraints in the classic portfolio model, so that the process of calculating is more to meet realistic requirements. Finally, an example is used to prove the method is effective.
Keywords :
genetic algorithms; investment; improved niche genetic algorithm; investment portfolio optimization; real estate companies; real estate portfolio optimization model; Biological cells; Evolution (biology); Fuzzy control; Genetic algorithms; Genetic engineering; Genetic mutations; Investments; Portfolios; Power engineering and energy; Power generation economics; multiple-object optimization; niche genetic algorithm (NGA); portfolio;
Conference_Titel :
Information Engineering and Electronic Commerce, 2009. IEEC '09. International Symposium on
Conference_Location :
Ternopil
Print_ISBN :
978-0-7695-3686-6
DOI :
10.1109/IEEC.2009.84