Issue |
MATEC Web Conf.
Volume 336, 2021
2020 2nd International Conference on Computer Science Communication and Network Security (CSCNS2020)
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Article Number | 09017 | |
Number of page(s) | 5 | |
Section | Computer-Aided Advanced System and Management | |
DOI | https://doi.org/10.1051/matecconf/202133609017 | |
Published online | 15 February 2021 |
Research on intelligent algorithms for solving portfolio problems
School of Computer, Electronics and Information, Guangxi University, Nanning, 530004, China
* Corresponding author: duoduo9692@163.com
Investment is a behavior of coexistence of the benefits and risks. In the context of rich asset types, an effective investment portfolio can help investors obtain stable returns and diversify risks. In reality, portfolio problems often contain multiple constraints and objectives that cannot be effectively solved by traditional mathematical optimization methods. This paper proposes a hybrid beetle antennae search sine cosine algorithm based on non-linear inertia weight. Experiments are performed on five portfolio problem datasets in the real stock market. The results show that the proposed algorithm is effective and has some performance advantages in solving portfolio problems.
© The Authors, published by EDP Sciences, 2021
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