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在资金投资过程中经常涉及到多目标投资组合问题,但运用传统的算法求解这类问题比较复杂。本文提出利用群智能优化算法--人工鱼群算法进行优化求解,并进行编程实现,仿真实验结果表明了该算法求解此类问题的有效、可行性。
In the capital investment process often involves the multi-objective portfolio, but the use of traditional algorithms to solve such problems is more complicated. In this paper, the swarm intelligence optimization algorithm - Artificial Fish Swarm Algorithm is proposed to optimize and solve the problem. The simulation results show that this algorithm is effective and feasible to solve this kind of problem.