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吴喆珺 《武汉职业技术学院学报》2014,(1):36-41,69
粒子群优化算法(PSO)作为一种进化计算技术,已经广泛运用到了各个行业领域中。基于不同应用领域的具体要求,人们也针对不同的技术特点对PSO进行了改进。针对PSO算法在证券组合投资中的应用要求,提出一种改进的PSO算法,并通过上海证券交易所的实际数据进行计算机模拟,证实该算法在实际证券组合投资中的实用性。 相似文献
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证券投资组合的收益与风险 总被引：2，自引：0，他引：2
李德连 《新疆职业大学学报》2005,13(3):92-93
本文利用概率统计原理讨论证券投资组合的收益与风险。得到两个结果：1．证券投资组合的收益介于最大收益与最小收益之间；2．给出平均组合证券风险最小的充分条件(n个证券相互独立或不相关)。 相似文献
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马克维茨均值-方差模型及应用 总被引：1，自引：0，他引：1
美国经济学哈里.马克维茨是现代证券组合管理理论的开创者.马克维茨对风险和收益进行了量化,建立的是均值–方差模型,提出了确定最佳资产组合的基本模型。 相似文献
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1.设a、b是满足a>b>0的常数,对于以递推式x_1=b,x_n-ax_(n-1)=b~n(n=2,3,…) 给出的数列{x_n},解答下列问题: (1)若y_n=x_n/b~n,求{y_n}的通项; (2)试求 相似文献
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董晓芳 《宁夏师范学院学报》2005,26(6):80-84
研究了不允许卖空条件下有交易成本的证券组合选择问题，给出了一个多目标证券组合选择模型，又通过引进风险偏好因子转化为单目标优化模型．再次利用曩优化理论转化为线性规划问题借助SAS软件求解，最后给出了一个算例说明该投资模型的可行性． 相似文献
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张卫国 《宁夏师范学院学报》1997,18(6):6-10
本文建立了二次效用极大的证券组合优化模型，研究了各种优化模型的算法，得到了最好证券组合的期望收益率，风险，期望效用及投资比例计算公式。 相似文献
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魏波 《闽西职业大学学报》2013,(3):38-40,65
在多因素证券投资组合模型基础上,引入应用广泛的风险价值约束,建立了基于VaR约束的多因素投资组合模型．并给出改进的遗传算法对该模型进行仿真。 相似文献
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This paper concerns with modeling and design of an algorithm for the portfolio selection problems with fixed transaction costs and minimum transaction lots. A mean-variance model for the portfolio selection problem is proposed, and the model is formulated as a non-smooth and nonlinear integer programming problem with multiple objective functions. As it has been proven that finding a feasible solution to the problem only is already NP-hard, based on NSGA-II and genetic algorithm for numerical optimization of constrained problems (Genocop), a multi-objective genetic algorithm (MOGA) is designed to solve the model. Its features comprise integer encoding and corresponding operators, and special treatment of constraints conditions. It is illustrated via a numerical example that the genetic algorithm can efficiently solve portfolio selection models proposed in this paper.This approach offers promise for the portfolio problems in practice. 相似文献
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基于模糊集及模糊区间的概念,提出一种动态环境模糊投资组合模型。设计的重点为:(1)投资资产的收益率设计为区间模糊数;(2)风险率设计为三角模糊数。将建立的模糊投资组合模型转化为清晰数学规划问题,并将免疫优化算法对模型求解,数值实验中选取历史数据,将Lindo软件求解结果与免疫算法求解结果比较,充分表明免疫算法对模糊投资组合模型求解的有效性。 相似文献
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Traditional portfolio theory assumes that the return rate of portfolio follows normality ,However,this assumption is not true when derivative assets are incorporated,In this paper a portfolio selection model is devel-oped based on utility function which can captue asymmetries in random variable distributions.Other realistic conditions are also considered ,such as liabilities and integer decision variables,Since the resulting model is a complex mixed-integer nonlinear programming problem ,simulated annealing algorithm is applied for its solution.A numerical example is given and sensitivity analysis is conducted for the model. 相似文献
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《学校用计算机》2013,30(1-2):139-147
Abstract Educators are faced with developing performance indicators for reporting to state and national agencies on pre-service teacher candidates' ability to teach using innovative pedagogy as well as content-specific standards. Portfolio assessment has gained momentum as a standard in assessing student-learning outcomes. This paper is a discussion of digital portfolio development as a stimulus to the intellectual involvement of the learner (a Type II application). Digital portfolio development is an activity that naturally involves intellectual involvement as the learner identifies the problem (developing the digital portfolio) and then problem solves as he or she creates the digital portfolio. Each student is in control of portfolio development and manipulates the Web-based software to create the professional portfolio. 相似文献
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Miriam Hamilton 《Studying Teacher Education》2018,14(1):88-102
This article explores the role of a teaching portfolio in supporting the transition from teacher to teacher educator. It uses aspects of self-study to catalogue the challenges and successes during this transition. Despite well-documented acknowledgement of the differing demands of teaching when compared to teaching how to teach, little is written about potential supports during transition to teacher education. This article cites benefits associated with developing a teaching portfolio during this period of transition. The process of reflecting on a teaching philosophy, interrogating pedagogy and developing a personal and professional development plan facilitate the formation of an adapted teacher identity. In addition, the scholarly, evidence-based process of portfolio writing acts as a bridge into the research and writing world of an academic. The portfolio writing process this researcher engaged in was based on iterative feedback from more experienced colleagues internal to the institution and from external panels. This led to a supportive and collaborative induction to the role of teacher educator from a number of perspectives. The researching of my self enabled deep reflection on my teaching philosophy, supported early academic writing and facilitated relationships with staff who acted as critical friends and mentors. This promoted the implementation of an effective teacher education pedagogy through structured, reflective, and evidence-led modifications to practice. This article creates awareness of the broader role of a teaching portfolio for teachers and teacher educators, in creating rich learning experiences for the pre-service teachers we teach. 相似文献
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对多目标证券组合投资模型进行了研究，模型以风险损失率作为风险。该模型是一多目标线性优化问题．我们采用模糊折衷算法对模型进行了求解，算例给出了该模型的一个实例的最优解。 相似文献
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Chaoyun Liang Kuen-Ming Shu Ju-Shih Tseng Chun-Yu Lin 《Interactive Learning Environments》2016,24(7):1647-1664
The purpose of the present study was to design reflective writing mechanisms in a web-based portfolio assessment system and evaluate its effects on self-regulated learning. Participants were two classes of juniors majoring in data processing and taking a course called “Website design” at a vocational high school in Taiwan. One class was randomly selected and assigned as an experimental group (41 students) reflecting on learning processes through a web-based portfolio assessment system, whereas the other class was assigned as a control group (41 students) reflecting on learning processes through a paper-based portfolio. The result revealed that students who were highly satisfied with online reflective writing mechanisms significantly outperformed students who were less satisfied with online reflective writing mechanisms in self-regulated students reflecting on learning processes through a web-based portfolio assessment system significantly outperformed students reflecting on learning processes through a paper-based portfolio in self-regulated learning. 相似文献
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赵新顺 《廊坊师范学院学报》2002,18(4):110-112,119
马科维茨提出的投资组合模型是单目标二次规划模型，具有重要的理论意义。参考文献[3]给出一种多目标词不达意投资组合决策模型。文章依据不同的投资者的个人偏好，给出了几种具有可操作性的多目标规划模型，并对它们的性质进行了简单比较，提出了一种模糊目标函数模型。 相似文献
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张丽 《商丘师范学院学报》2007,23(6):43-45
在均值-方差证券选择理论的基础上,引入扰动因子对增加证券数目后原有证券组合间相关性的改变进行了描述,运用代数运算简化模型推导,分析了在市场存在无风险证券且允许卖空条件下受扰动的M-V有效前沿,并且得出了有效前沿发生漂移的结论.为投资者及其投资决策提供了基本的方法和有意义的思路. 相似文献