| 论计算智能在证券投资组合中的作用 |
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| 引用本文： | 何锋,翟勇.论计算智能在证券投资组合中的作用[J].蒙自师范高等专科学校学报,2007,5(2):46-49. |
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| 作者姓名： | 何锋 翟勇 |
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| 作者单位： | 云南财经大学计算机科学系 云南昆明650021 |
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| 摘 要： | 首先介绍了Markowitz的证券组合理论,其次,介绍了计算智能的主要研究对象,包括人工神经网络、遗传算法、模糊逻辑的特点及在证券投资组合中的应用,提出来将三者结合起来,从而实现优势互补.
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| 关 键 词： | 计算智能 证券投资组合 人工神经网络 遗传算法 模糊逻辑 |
| 文章编号： | 1008-9128（2007）02-0046-04 |
| 修稿时间： | 2006-12-24 |
The Application of Computation Intelligence in Portfolio Investment Problems |
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| HE Feng,ZHAI Yong.The Application of Computation Intelligence in Portfolio Investment Problems[J].Journal of Mengzi Teachers' College,2007,5(2):46-49. |
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| Authors: | HE Feng ZHAI Yong |
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| Institution: | Department of Computer Science, Yunnan University of Finance and Economics, Kunming 650021, China |
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| Abstract: | This article introduces the theory of Markowitz.Furthermore introduces researchful areas of computation intelligence,include Artificial neural network,Genetic algorithm and Fuzzy logic.Combining the three in order to solve the problems of portfolio investment. |
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| Keywords: | computation intelligence portfolio investment problems artificial neural network genetic algorithm fuzzy logic |
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