基于改进微粒群算法的信息化需求组合优选模型研究

计算机科学 ›› 2013, Vol. 40 ›› Issue (6): 238-241.

基于改进微粒群算法的信息化需求组合优选模型研究

郭树行,丁娴,王坚

中央财经大学信息学院北京100081;美国华盛顿大学信息学院西雅图98105;中央财经大学信息学院北京100081

出版日期:2018-11-16 发布日期:2018-11-16
基金资助:
本文受中央财经大学211工程三期建设(211-cure-3th)资助

Study on Optimal Combination of Model of Information Needs Based on Particle Swarm Optimization Algorithm

GUO Shu-hang,DING Xian and WANG Jian

Online:2018-11-16 Published:2018-11-16

摘要/Abstract

摘要： 为了适应信息化需求投资组合量化管理的要求,提出了一种基于改进微粒群算法的信息化需求投资组合模型。首先论述了微粒群在投资领域中的应用现状；其次定义了信息化需求元模型,设定了相关两系数；提出了一种引入信息化需求间效用期望系数、决策者偏好系数的新微粒群机制的IPSO算法,并与传统PSO算法进行了对比验证。

关键词: 信息化需求,组合优化,微粒群算法,偏好系数,效用期望

Abstract: To meet the requirements of the quantitative portfolio management in information needs,a model based on an improved Particle Swarm Optimization algorithm to solve the portfolio optimization problem of information was proposed．Firstly,discussing the application status of the PSO in the investment field．Second,defining the element model of information needs,setting two coefficients,then proposing a new PSO algorithm adding the Expected Utility Coefficient among the information needs and the Preferences Coefficient of decision-makers,and comparing it with traditional PSO algorithm．

Key words: Information needs,Portfolio optimization,Particle swarm optimization algorithm,Preferences coefficient,Expected utility coefficient

郭树行,丁娴,王坚. 基于改进微粒群算法的信息化需求组合优选模型研究[J]. 计算机科学, 2013, 40(6): 238-241. https://doi.org/

GUO Shu-hang,DING Xian and WANG Jian. Study on Optimal Combination of Model of Information Needs Based on Particle Swarm Optimization Algorithm[J]. Computer Science, 2013, 40(6): 238-241. https://doi.org/

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