用微粒群算法求解含交易费用的组合投资模型

针对国内证券交易的具体情况，提出了含交易费用的投资组合优化模型。利用微粒群算法对问题进行了求解，并结合实际数据进行仿真。结果表明，利用微粒群算法可以较高的效率求解该模型，且从结果上表明模型的合理性。

Solution of portfolio investment model including transaction fee with particle swarm algorithm

Considering the real situation in securities' transaction in China,a portfolio investment model including transaction fee was proposed,and a solution was obtained with particle swarm optimization.The results of real data simulations show that the model can be solved reasonably and effectively by use of particle swarm algorithm.