Solving Portfolio Investment Model Based on Trade Data Stream in the Stock Market

Abstract:

Stock trading is a kind of modern economic movement in order to obtain high returns under risky investment activities. Stock value index only provides a tool for people with a measure of historical change of stock price. The paper presents a hybrid SAGA combined with dynamic penalty function algorithm is used to solve the model founded before. And also a more actual portfolio investment model, which is based on all requirements of the actual finical market such as no dividing stocks and all kinds of fees .The experiment results indicate that our algorithm has better searching ability and can avoid the occurring of earliness effectively.

• Periodical: Applied Mechanics and Materials (Volumes 687-691)
• Pages: 5149-5152
• DOI: https://doi.org/10.4028/www.scientific.net/AMM.687-691.5149
• Online since: November 2014
• Authors: Sheng Yang Yan*
• Keywords: Economic Movement, Hybrid SAGA, Investment Model

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