蟻群優化演算法使投資組合最佳化 : 以指數型基金為例
DESCRIPTION
蟻群優化演算法使投資組合最佳化 : 以指數型基金為例. Prof. Hsieh Student: Hsu Yuan-Da. combine. Ant colony optimization (ACO). Index Fund. Sell Point. Few literature to use Ant colony optimization(ACO) to make the best portfolio . The paper use two variables that get high return and low risk in portfolio. - PowerPoint PPT PresentationTRANSCRIPT
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:Prof. HsiehStudent: Hsu Yuan-Da
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Sell Point
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INTRODUCTION
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Index Fund
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METHOD
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Ant Colony Optimization, ACODorigo 1992
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1.2.3.
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Ant System Model
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Update of Pheromone
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ContributionAlgorithm combine with financial.
Fund manager and investor find best portfolio.
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