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A novel ACO algorithm based on average entropy for real estate portfolio optimization.

Author(s)
Yancang Li Hebei Engineering Institute, Handan 056038, China
Beibei Heng Hebei Engineering Institute, Handan 056038, China
Shujing Zhou Hebei Engineering Institute, Handan 056038, China
Rong Chen Hebei Engineering Institute, Handan 056038, China
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.
Publication Details
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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