文章基本信息

标题：Optimization of Security Investment Portfolio Based on Improved Simulated Annealing Algorithm
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作者：Lin Xiao ; Zhongyuan Wu
期刊名称：International Journal of Business and Management
印刷版ISSN：1833-3850
电子版ISSN：1833-8119
出版年度：2008
卷号：3
期号：11
页码：75
DOI：10.5539/ijbm.v3n11P75
出版社：Canadian Center of Science and Education
摘要：Considered of multi-local optimal solution in investment portfolio, the paper proposed an improved Simulated Annealing Algorithm. This algorithm applied multiplicator function which transform security investment model into nonrestraint optimization problem, optimized key process and parameter of basal Simulated Annealing Algorithm. It also solved initial temperature and how to get the result, balanced speed and precision, then improved efficiency of algorithm. At last, this paper used date to validate the feasibility of algorithm.