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本文介绍了免疫组合策略的基本原理,讨论了免疫组合策略的一般模型,分析了传统免疫组合策略的不足之处。在此基础上,应用资产组合选择理论的思想,提出了复合免疫组合策略这一概念及其模型,并将复合免疫组合模型转化成能用旋转算法有效求解的一般形式,从而能将复合免疫组合策略有效地应用于指导金融实务。
This paper introduces the basic principle of immune combination strategy, discusses the general model of immune combination strategy and analyzes the shortcomings of traditional immune combination strategy. On this basis, the concept and model of composite immune combination strategy is proposed by applying the theory of portfolio selection theory, and the composite immune combination model is transformed into the general form that can be effectively solved by the rotation algorithm, so that the composite immune combination Strategy is effectively applied to guide financial practice.