| 改进的PSO算法及其在证券组合投资中的应用 |
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| 引用本文： | 吴喆珺.改进的PSO算法及其在证券组合投资中的应用[J].武汉职业技术学院学报,2014(1):36-41,69. |
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| 作者姓名： | 吴喆珺 |
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| 作者单位： | 湖北中医药大学网络与教育技术中心,湖北武汉430065 |
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| 摘 要： | 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。
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| 关 键 词： | PSO优化算法 证券组合投资 改进的PSO算法 |
The Application of Improved PSO Algorithm in Portfolio Investment |
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| Institution: | WU Zhe-jun (Hubei University of Chinese Medicine, Internet and Education Technology Center, Wuhan430065, China) |
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| Abstract: | Particle swarm optimization algorithm （PSO）, as a kind of evolutionary computation technology, has been widely used in many industry fields. Based on the specific requirements of different application fields, PSO is improved according to different technical characteristics. This article focuses on PSO algorithm in the application of portfolio re- quirements, an improved PSO algorithm, and through the computer simulation of the actual data of Shanghai stock ex- change, confirm that the practicality of this algorithm in actual portfolio. |
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| Keywords: | PSO optimization algorithm Portfolio investment improved PSO ＇algorithm |
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