期刊名称:Journal of Theoretical and Applied Information Technology
印刷版ISSN:1992-8645
电子版ISSN:1817-3195
出版年度:2012
卷号:45
期号:2
页码:502-507
出版社:Journal of Theoretical and Applied
摘要:Portfolio is an import measure of risk distribution in real estate development. In order to provide a more effective algorithm and overcome the shortcomings of the common portfolio optimization algorithms, an improved ant colony optimization algorithm based on average entropy was proposed. The average entropy can adjust the parameters of the algorithm adaptively. After the establishment of the portfolio optimization model, the improved algorithm is introduced into the real estate portfolio optimization. Application results show its efficiency and robustness in solving the real estate portfolio optimization problems.
关键词:Real Estate; Portfolio; ACO; Ant Colony Algorithm; Average Entropy