最优证券投资组合的蜂群算法

摘要

In order to solve the portfolio optimization problem, a bee colony algorithm was proposed, based on the law of foraging bees. The principle of optimization algorithm was discussed and the method was realized mumerically. The effectiveness of the proposed algorithm was verified by series of numerical simulation experiments.%为求解证券投资组合问题,基于蜂群觅食规律提出一种蜂群算法.分析了算法寻优原理,给出了算法的实现流程,并在计算机上予以实现.经大量仿真试验,验证了算法的可行性和有效性.