一个最佳投资方案的模型研究

对于投资方案要同时追求收益最大和风险最小这样1个多目标规划问题,本文首先根据题目的条件和要求,建立了一般的多目标优化模型,然后在不考虑购买额限制的条件下建立起简易模型,并采用分布算法,求出近似最佳方案,在此基础上提出改进后的分步算法,即引入反馈机制,对近似最佳方案逐步求精。值得一提的是,论文中对实际数据的处理结果与实际经验完全符合,即“风险大时,投资集中,收益也高”。

STUDIES ON MODEL OF THE OPTIMAL INVESTMENT DECISION

With regard to the multi-target programming problem in the investment decisions pursuing the highest income and the lowest risk,a general perfecting multi-target model was built,according to the situations and requirements of the topic.Then without considering the limitation of the purchase,the simple model was built,and the nearly best decision was caudated step by step,on this basis,the improved step-by-step coalition was provided,and the feedback system was introduced to perfect the nearly best decision step by step.It is valuable to mention that in the thesis the results of the actual digits were completely consistent with the actual experience,that is "under the high risk,the indictment is concentrated and high income is achieved."