基于自适应均匀变异人工鱼群投资组合优化算法的研究

投资市场具有一定的风险,影响因素包括经济、政治、市场自身规律等,根据市场机制构建合适的投资组合模型,可以有效降低市场风险,提高投资回报率.人工鱼群算法是模仿自然界鱼类的一种人工智能优化算法,具有较好的优化能力,但有时会陷入局部最优解.首先将人工鱼群算法与均匀变异相结合,加入均匀变异随机数,使算法能够跳出局部最优解,得到全局最优,从而提高算法精度.然后采用改进人工鱼群算法对投资组合模型进行优化求解.实验表明,改进人工鱼群算法具有较好的收敛精度和收敛速度,对投资组合模型的求解效果更好,风险下降,收益增加、

Research on Portfolios Optimization Algorithm of Artificial Fish Swarm Based on Adaptive Uniform Mutation

Investment market has a certain risk,factors including economic,political,market rules and so on.According to the market mechanism to build an appropriate portfolio model,which effectively reduce the market risk,and improve the rate of return on investment.Artificial fish swarm algorithm is a kind of artificial intelligence optimization algorithm which imitates the natural fish,and has better optimization ability.but sometimes fall into the local optimal solution.Firstly in this paper,the artificial fish swarm algorithm is combined with the uniform mutation,which adding the random number of uniform variation.The improved algorithm can escape from the local optimal solution,and get the global optimum,which can improve the accuracy of the algorithm.Then,the improved artificial fish swarm algorithm is used to optimize the investment portfolio model.Experiments show that the improved artificial fish swarm algorithm has better convergent accuracy and speed.The solve of investment portfolio model is better,the risk is decreased,and the income is increased.