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- W2808048652 abstract "多目标投资组合优化就是决定每个具有特定风险、回报、交易费用等特征的资产在总投资价值中的投资比例,即选择那些资产投资以及寻找每个投资资产的最佳投资比例,使得总投资的风险最小、交易费用最小、回报最大等等.该问题是典型的NP难解问题,通常方法很难达到全局最优.研究如何把基于量子行为的微粒群优化算法(QPSO算法)和模拟退火算法(SA算法)结合起来解决多目标投资组合优化问题.利用美国标准普尔指数100的股票历史数据进行验证,纯QPSO算法与QPSO-sA混合算法的运行结果比较表明在解决多目标投资组优化问题中,QPSO-sA混合算法是一种高效的、可靠的优化算法,具有一定的实用价值." @default.
- W2808048652 created "2018-06-21" @default.
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- W2808048652 date "2008-01-01" @default.
- W2808048652 modified "2023-09-28" @default.
- W2808048652 title "Multi-objective portfolio optimization utilizing hybrid QPSO-SA algorithm" @default.
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