The Study of Model for Portfolio Investment Based on Ant Colony Algorithm

Authors:
Wang Ting;Yang Xia
Affiliations:
-;-
Venue:
FCC '09 Proceedings of the 2009 ETP International Conference on Future Computer and Communication
Year:
2009

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IDEAL'12 Proceedings of the 13th international conference on Intelligent Data Engineering and Automated Learning

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Abstract

The risk and benefits are consider synthesizely in portfolio investment based on the Markowitz portfolio theory. A multi-objective programming model of portfolio investment is established and studied the model solution with the ant group algorithm, then obtained a better result compared to using the Lingo model. Unified the ant group algorithm and the modern computer’s formidable operational capability, making the investor to be more convenient in the actual operation.