Research On Application Of Intelligent Optimization Algorithm In Portfolio Investment

The optimization calculation of portfolio selection is a hot and difficult problem.At present,the research mainly focuses on genetic algorithm,quadratic programming,ant colony algorithm and so on,and the results are more.However,these algorithms still have some shortcomings,and the data randomness and volatility in their portfolios have not been well solved.This paper mainly focuses on data processing and algorithms.Firstly,data accumulation and data subtraction technologies are used to smooth deal with data which is selected from the portfolio selection problem,and the problems of randomness and volatility in the original data are well solved.Secondly,differential evolution algorithm and genetic algorithm are used to solve the portfolio selection problem.After the original data are accumulated and subtracted,the optimal calculation is carried out while the portfolio income remains unchanged.The results of this paper show that,on the one hand,genetic algorithm and differential evolution algorithm are compared,and the latter is more suitable for the investment model discussed in this paper.On the other hand,by comparing the risk coefficients calculated in this paper with those obtained in reference [1],it is found that the results in this paper are more accurate.Therefore,for the problem of portfolio selection,the combination of data accumulation and subtraction technology and differential evolution algorithm is more advantageous.