A novel ACO algorithm based on average entropy for real estate portfolio optimization. | [Journal of Theoretical and Applied Information Technology • 2012]

Author(s):

1. Yancang Li: Hebei Engineering Institute, Handan 056038, China

2. Beibei Heng: Hebei Engineering Institute, Handan 056038, China

3. Shujing Zhou: Hebei Engineering Institute, Handan 056038, China

4. Rong Chen: Hebei Engineering Institute, Handan 056038, China

5. Sufang Liu: Hebei Engineering Institute, Handan 056038, China

Abstract:

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.

Page(s): 502-507

DOI: DOI not available

Published: Journal: Journal of Theoretical and Applied Information Technology, Volume: 45, Issue: 2, Year: 2012

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