Research on Portfolio Model Based on Multi-Objective Genetic Algorithm

DOI

10.2991/iceeecs-16.2016.190How to use a DOI?

Keywords

Portfolio, High Performance Computing, Multi-Objective Evolutionary Algorithm, Multiple Attribute Decision Making

Abstract

Portfolio optimization problem is a multi-objective optimization problem, it is necessary to consider the benefits should also consider the risks and the optimal situation is to achieve the least risk and maximum return. Papers define portfolio optimization problems, analyze the shortcomings of the existing portfolio model and the corresponding solution ideas, introduce multi-objective genetic algorithm and demonstrate the feasibility of multi-objective genetic algorithm in the application portfolio. Algorithm design process, detailed process of constructing and building a portfolio investment in line with the actual situation, put forward five objective optimization model from all angles, through a reasonable, optimized simulation test, and then select the algorithm selected from a number of programs better overall performance of the program.

Copyright

© 2016, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Haonan Lin
PY  - 2016/12
DA  - 2016/12
TI  - Research on Portfolio Model Based on Multi-Objective Genetic Algorithm
BT  - Proceedings of the 2016 4th International Conference on Electrical & Electronics Engineering and Computer Science (ICEEECS 2016)
PB  - Atlantis Press
SP  - 992
EP  - 997
SN  - 2352-538X
UR  - https://doi.org/10.2991/iceeecs-16.2016.190
DO  - 10.2991/iceeecs-16.2016.190
ID  - Lin2016/12
ER  -