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基于差分进化算法的单阶段投资组合优化

Xueli Niu,Xiyu Liu

JOURNAL OF SHANDONG NORMAL UNIVERSITY(NATURAL SCIENCE)（2009）

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Abstract
在建立的单阶段资产投资组合数学模型的基础上,给出一种基于风险控制的差分进化算法的求解方法.实验结果表明,该算法在此类组合优化中是高效可靠的,且易于实现.
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