【摘 要】
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In order to solve the portfolio problem when security returns are birandom variables,firstly we propose a definition of risk on the basis of the average chance of birandom variable,then one type of po
【机 构】
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Department of MathematicsDezhou University,Dezhou,253023,China
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In order to solve the portfolio problem when security returns are birandom variables,firstly we propose a definition of risk on the basis of the average chance of birandom variable,then one type of portfolio selection based on expected value and risk is provided according to birandom theory.Furthermore,A hybrid intelligent algorithm integrating birandom simulation and genetic algorithm is designed.Finally,one numerical experiment is provided to illustrate the effectiveness of the hybrid intelligent algorithm.
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