Self-adaptive Ant Colony Algorithm for Real Estate Portfolio Optimization based on Information Entropy

摘要：

To find out an effective way to solve the real estate portfolio optimization,an improved Ant Colony Algorithm based on information entropy was proposed.The information entropy was used to control the path selection and evolutional strategy by self-adjusting to overcome the premature convergence problem of the basic Ant Colony Algorithm.Simulation study on Traveling Salesman Problem and the application results in the real estate portfolio optimization showed its efficiency.The work has significance in theory and practice for solving the portfolio optimization and other combinatorial optimization problems.

关键词： real estate portfolio Ant Colony Algorithm information entropy optimization

作者: ZHOU Shujing LI Yancang

作者单位: College of Civil Engineering,Hebei University of Engineering,Handan 056038,China College of Civil Engineering,Tianjin University,Tianjin300072,China

会议类型: 国际会议

会议名称: 2007 International Conference on Management Science and Engineering(2007管理科学与工程国际学术会议)

会议地点: 河南焦作

会议语种:英文

页码: 2657-2661

在线出版日期: 2007-08-20（万方平台首次上网日期，不代表论文的发表时间）