Li Y.,Hebei Engineering Institute |
Heng B.,Hebei Engineering Institute |
Zhou S.,Hebei Engineering Institute |
Chen R.,Hebei Engineering Institute |
Liu S.,Hebei Engineering Institute
Journal of Theoretical and Applied Information Technology | Year: 2012
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. © 2005 - 2012 JATIT & LLS. All rights reserved.