In this paper, we use genetic algorithms to solve the problem of portfolio invesment with expected rate of return under the condition of nonnegative constraints, and apply this algorithm to a six portfolio investment problem.
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- 本文討論了在非負約束條件下實(shí)現預期投資收益率的組合證券投資遺傳算法 ,并將該算法應用于一個(gè)六元證券組合的投資問(wèn)題。
