The Securities Investment Research and Analysis Based on Genetic Algorithm

Abstract:

With the constant development of the securities market, securities investment is the core topic, and how to choose from a wide range of securities, is always a difficult problem in front of investors. This paper introduces the basic concept of genetic algorithm, to all parts of the genetic algorithm and genetic algorithm based model has made the detailed introduction. Combining genetic algorithm and portfolio, this paper puts forward the model based on genetic algorithm, the securities investment, through carried on the thorough research of securities investment model, and considering the modern portfolio theory in our country is practical, which is based on short-selling restrictions, transaction cost limit and the smallest unit of trading limit proposed portfolio selection model with investment restrictions.

• Periodical: Applied Mechanics and Materials (Volumes 644-650)
• Pages: 2370-2373
• DOI: https://doi.org/10.4028/www.scientific.net/AMM.644-650.2370
• Online since: September 2014
• Authors: Ke Qing Zhu, Jing Huang*
• Keywords: Genetic Algorithm (GA), Risk Management (RM), Securities Investment

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