Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《JOURNAL OF NORTHEASTERN UNIVERSITY》 2006-01
Add to Favorite Get Latest Update

A Hybrid Algorithm Based on Genetic Algorithm and Tabu Search to Solve Portfolio Problem

WANG Zhu-fang,PAN De-hui(School of Business Administration,Northeastern University,Shenyang 110004,China.)  
A hybrid algorithm is proposed on the basis of genetic algorithm and tabu search,where the main frame of the algorithm is provided by genetic algorithm and the tabu search is taken as the mutation operator.Here the tabu search is used for the solution space in the process of mutation.The hybrid algorithm is devised to solve the portfolio investment model in terms of probability criterion.An example shows that the hybrid algorithm is superior to the early genetic algorithm in mountain-climbing ability and computing efficiency.So,the hybrid algorithm will provide an effective way in making decision to investors.
【Fund】: 辽宁省自然科学基金资助项目(002012)
【CateGory Index】: F224
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
【References】
Chinese Journal Full-text Database 2 Hits
1 Xu Zhenming;Particle Swarm Optimization for Portfolio Investment Problem[J];Computer Study;2009-06
2 ZHANG Ping,YAN Hong-sen,YU Xiao-guang (Ministry of Education Key Lab.of Measurement and Control of CSE,Southeast University,Nanjing 210096,China;School of Automation,Southeast University,Nanjing 210096,China);Optimization of Knowledge Mesh Operation Expression Based on Hybrid Algorithm[J];Computer Technology and Development;2009-03
【Citations】
Chinese Journal Full-text Database 2 Hits
1 WANG Yan_qing,TANG Wan_sheng,HAN Qi_hengInstitute of Systems Engineering, School of Management, Tianjin University, Tianjin 300072, China;Stochastic simulation based genetic algorithm for solving portfolio problem with probability criterion[J];Journal of Manegement Sciences In China;2002-06
2 Li Dawei(Anshan Institute of Iron and Steel Technology,Anshan 114002)Wang Li(Anshan Normal College,Anshan 114005)Wang Mengguang(Northeastern University,Shenyang 110006);GENETIC ALGORITHM AND TABU SEARCH:A HYBRID STRATEGY[J];JOURNAL OF SYSTEMS ENGINEERING;1998-03
【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 DING Zhu1,2,MA Da-wei1,YU Cun-gui1,ZHANG Xue-feng3 (1.School of Mechanical Engineering,Nanjing University of Science and Technology,Nanjing 210094,Jiangsu,China;2.Unit 93704 of PLA,Beijing 101149,China;3.School of Computer Science,Anhui University of Techonology,Maanshan 243002,Anhui,China);Application of Hybrid Optimization Strategy Algorithm Based on Tabu Search and Particle Swarm Optimization Algorithms for Weapon-target Assignment Problems[J];Acta Armamentarii;2007-09
2 GUO Zhi-gang~1, ZHANG Jing~2, ZHU Xiao-mei~3, PAN Yu~2(1.Southwest University of Economic, Chengdu 614202,China;2. Southwest Jiaotong University, Chengdu 610031,China;3.Southwest Petroleum Institute METC SI, Chengdu 610500, China);An Optimum-simulation-based Genetic Algorithm for Solving VaR-aimed Portfolio Investment Problem With Probability Criterion[J];Journal of Beijing Union University;2005-03
3 Ding Ligong(Shanxi Coal and Chemical Industry Company) Qian Yaohui(Changzhi Branch of Power Supply Company) Zhai Zhongniu(Hepe Power Plant);Application of Genetic Algorithm/Tabu Search Combination Algorithm in Generating Unit Commitment[J];Journal of Electric Power;2000-04
4 Yang Yi Gu Xingsheng (Research Institute of Automation, East China University of Science and Technology, Shanghai 200237, China);A survey of logistics delivery vehicle scheduling[J];Journal of Southeast University (Natural Science Edition);2003-S1
5 Zhou Ling Wang Xingnian Ding Xiaoqun Yan Zijian Hohai University Nanjing, 210098 China Li Shunzong Taizhou Electric Power Bureau Taizhou Taizhou, 225300 China;APPLICATION OF GENETIC ALGORITHM/TABU SEARCH COMBINATION ALGORITHM IN DISTRIBUTION NETWORK STRUCTURE PLANNING[J];POWER SYSTEM TECHNOLOGY;1999-09
6 TAN Tao-liang;ZHANG Yao Electric Power Institute, South China University of Technology, Guangzhou 510640 Guangdong Province, China;REACTIVE POWER OPTIMIZATION BASED ON GENETIC/TABU SEARCH HYBRID ALGORITHM[J];Power System Technology;2004-11
7 SONG Jun, TANG Wan sheng, ZHANG Li (School of Management,Tianjin University,Tianjin 300072,China);An Intelligent Solving Method for Multi-Period Investment Decision[J];Systems Engineering;2003-02
8 DAI Hui,SUN Lin-yan,ZHANG Tao (School of Management,Xi'an Jiaotong University,Xi'an 710049,China);An Application of Simulation-based Optimization Technique in Modeling of a Kind of CAS Uncertainty[J];Systems Engineering;2004-07
9 WANG Qing-fei,HE Xing-shi (School of Science,Xi'an Polytechnic University,Xi'an 710048,China);An Improved Adaptive Genetic Algorithm[J];Journal of Gansu Lianhe University(Natural Science Edition);2008-05
10 WANG Yi1,SUN Lin-yan12,LI Gang1(1.School of Management,Xi'an Jiaotong University,Xi'an 710049,China;2.State Key Laboratory for Mechanical Manufacturing Systems Engineering,Xi'an 710049,China);A Variable Neighborhood Tabu Search for Container Vehicle Routing Problem[J];Industrial Engineering and Management;2008-05
China Proceedings of conference Full-text Database 1 Hits
1 Huang Wenhua Wang Renming (College of Electrical Engineering & Information Science, China Three Gorges Univ. , Yichang 443002, China);A Genetic Algorithm for Portfolio Investment Model with All Fuzzy-Coefficient[A];[C];2006
【Co-references】
Chinese Journal Full-text Database 10 Hits
1 SUN Yan feng 1, ZHENG Jia qi 1, WANG De xing 2, WU Hua 2 (1.College of Traffic and Transport, Northern Jiaotong University, Beijing 100044, China; 2.Daqing Electric Power Bureau, Daqing 163454,China);A Survey of Constraint Optimization Method Based on Genetic Algorithm[J];Journal of Northern Jiaotong University;2000-06
2 Kang Fengqi (ZTE Corporation R&D Center, Shanghai 201203, China);Study of Wide Beamforming in the Smart Antenna System[J];;2006-09
3 XING Gao-xiang,CAI Zhi-ming(Dept.of Electronics Engineering,Electronics Engineering College,Naval University of Engineering,Wuhan,Hubei 430033,China);Research on the Technology of Arbitrary Shape Sidelobe Beamforming[J];Acta Electronica Sinica;2005-12
4 Li Jinwen Mao Junjie Chai Shunlian Yao Demiao (National University of Defence Technology, Changsha 410073);APPLYING GENETIC ALGORITHM TO ADAPTIVE ARRAY[J];;2000-02
5 Zhang Jing Gong Yaohuan Li Haitao (Dept. of Electron. Eng.,UEST of China, Chengdu 610054, China) (State Key Lab on Microwave & Digital Comm., Tsinghua Univ., Beijing 100084, China);RESEARCH ON RADIATION ADAPTIVE BEAM-FORMING TECHNIQUES[J];Journal of Electronics and Information Technology;2003-04
6 LIANG Jian feng,TANG Wan sheng (School of Management,Tianjin University,Tianjin 300072,China);Probability Criterion in Portfolio Investment Model with Commissions[J];Systems Engineering;2001-02
7 WANG Yi1,SUN Lin-yan12,LI Gang1(1.School of Management,Xi'an Jiaotong University,Xi'an 710049,China;2.State Key Laboratory for Mechanical Manufacturing Systems Engineering,Xi'an 710049,China);A Variable Neighborhood Tabu Search for Container Vehicle Routing Problem[J];Industrial Engineering and Management;2008-05
8 SONG Xin(Computer and Information EngineeringCollege,Harbin Commercial University,Harbin 150028,China);A method of time-delay and phase-shift beamforming technology[J];Information Technology;2005-09
9 WANG Yan_qing,TANG Wan_sheng,HAN Qi_hengInstitute of Systems Engineering, School of Management, Tianjin University, Tianjin 300072, China;Stochastic simulation based genetic algorithm for solving portfolio problem with probability criterion[J];Journal of Manegement Sciences In China;2002-06
10 KANG Yan 1 and HUANG Wen Qi 2 1 (School of Software, Yunnan University, Kunming 650091) 2 (School of Computer Science & Technology, Huazhong University of Science and Technology, Wuhan 430074);A Heuristic Algorithm Based on Tabu Search for the Disks Packing Problem[J];Journal of Computer Research and Development;2004-09
【Secondary References】
Chinese Journal Full-text Database 3 Hits
1 YU Xiao-guang,YAN Hong-sen,YIN Qian-kun (Ministry of Education Key Lab.of Measurement and Control of CSE,Southeast Univ.,Nanjing 210096,China;School of Automation,Southeast Univ.,Nanjing 210096,China);Workshops Scheduling Optimization Based on Flexsim Simulation[J];Computer Technology and Development;2010-03
2 YU Xiao-guang,YAN Hong-sen(Ministry of Education Key Laboratory of Measurement and Control of CSE,Southeast University,Nanjing 210096,China;School of Automation,Southeast University,Nanjing 210096,China);Assembly Line Balancing Based on Tabu Search and Genetic Hybrid Algorithm[J];Computer Technology and Development;2010-05
3 LI Jin-jian,YAN Hong-sen,HU Jian-yue(Ministry of Education Key Laboratory of Measurement and Control of CSE,Southeast University,Nanjing 210096,China;School of Automation,Southeast University,Nanjing 210096,China);Component-Based Software Development System Based on Briefest Construction of Knowledge Meshes[J];Computer Technology and Development;2011-01
【Secondary Citations】
Chinese Journal Full-text Database 6 Hits
1 Wang zhu, Tang xiaowo, Cao changxiu;Iterative Methods for Portfolio Investment Risk Minimization with the Index of Weighted Sum of Line Elements[J];Systems Engineering;1994-05
2 Tang Xiaowo, Fu Geng, Cao Changxiu;A Study on Decision Method of Portfolios Investment Under the Condition of Non - Negative Constrains[J];Systems Engineering;1994-06
3 LIANG Jian feng,TANG Wan sheng (School of Management,Tianjin University,Tianjin 300072,China);Probability Criterion in Portfolio Investment Model with Commissions[J];Systems Engineering;2001-02
4 HUANG Deng-shi The School of Economics and Management, Southwest Jiaotong University,Chengdu 610031, China;Scaling and scale invariance in financial markets[J];JOURNAL OF MANEGEMENT SCIENCES IN CHINA;2000-02
5 Rong Ximin (Department of Mathematics,Tianjin University,Tianjin 300072) Zhang Xibin Zhang Shiying (School of Management,Tianjin University,Tianjin 300072);RESEARCH ON PORTFOLIO INVESTMENT MODELS[J];JOURNAL OF SYSTEMS ENGINEERING;1998-01
6 MA Yong\|kai\+1,\ TANG Xiao\|wo\+2(1.Anhui Institute of Finance and Trade, Bengbu, 233041;2.University of Electronic Science and Technology of China,Chengdu 610054);Multi-factor Model for Portfolio Investment Decision under the Condition of No Short Sale[J];SYSTEMS ENGINEERING-THEORY & PRACTICE;2000-02
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved