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《Optimization of Capital Construction》 2006-01
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Real Estate Portfolio Optimization Based on Self-adaptive Ant Algorithm

LI Hui-min,ZHOU Shu-jing(Hebei Engineering Institute,Handan 056038,China.)  
Real estate portfolio optimization is one of the efficient methods to reduce investment risks.There are some defects of theory and algorithm of real estate portfolio optimization.In this paper,information entropy is risk measuring index,and Ant Colony Algorithm is introduced to real estate investment.Ant Colony Algorithm has much deficiency,especially it is easy to fall into the local best and its calculation is complicated.According to this,a changing index self-adaptive Ant Algorithm is proposed in the paper.Then the improved algorithm is introduced into the real estate portfolio.Application results have shown its efficiency and robustness in solving the combinatorial optimization problems.
【CateGory Index】: F293.3
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