计算机技术与发展
計算機技術與髮展
계산궤기술여발전
COMPUTER TECHNOLOGY AND DEVELOPMENT
2013年
12期
168-170,174
,共4页
多目标规划模型%理想点法%证券组合投资
多目標規劃模型%理想點法%證券組閤投資
다목표규화모형%이상점법%증권조합투자
multi-objective planning model%ideal point%portfolio
证券投资组合问题广泛存在于金融、风险投资等多个领域。文中分别在全部投资和选择性投资两种场合下重点研究了证券投资组合方案选择问题。对于全部投资而言,文中建立起了多目标规划模型并在求解过程中采用理想点法将其转化为线性规划模型,利用LINGO软件求解出最佳投资比例。对于后者,文中通过引入一个服从0-1分布的参数,将其化为一般情况求解。通过一个实例以说明上述方法的应用,并对模型进行了改进与推广。
證券投資組閤問題廣汎存在于金融、風險投資等多箇領域。文中分彆在全部投資和選擇性投資兩種場閤下重點研究瞭證券投資組閤方案選擇問題。對于全部投資而言,文中建立起瞭多目標規劃模型併在求解過程中採用理想點法將其轉化為線性規劃模型,利用LINGO軟件求解齣最佳投資比例。對于後者,文中通過引入一箇服從0-1分佈的參數,將其化為一般情況求解。通過一箇實例以說明上述方法的應用,併對模型進行瞭改進與推廣。
증권투자조합문제엄범존재우금융、풍험투자등다개영역。문중분별재전부투자화선택성투자량충장합하중점연구료증권투자조합방안선택문제。대우전부투자이언,문중건립기료다목표규화모형병재구해과정중채용이상점법장기전화위선성규화모형,이용LINGO연건구해출최가투자비례。대우후자,문중통과인입일개복종0-1분포적삼수,장기화위일반정황구해。통과일개실례이설명상술방법적응용,병대모형진행료개진여추엄。
Portfolio problem widely exists in financial,risk investment and other fields. Respectively in the total investment and selective investment portfolio is mainly studied from two kinds of situation scheme selection problem. For total investment,a multi-objective pro-gramming model is established and used in the process of solving the ideal point is transformed into linear programming model,using the LINGO software to solve the optimal investment proportion. On the latter,in this paper,introduce a 0-1 distributed parameters,the gener-al situation to solve. Through a practical example to illustrate the use of the above methods,and the model is improved and promoted.