有关组合投资优化的数学模型
Portfolio optimization of mathematical models
本文根据某公司投资情况进行数学模型建立。模型建立过程中对处理的数据分别采用三次样条插值、神经网络算法建立预测模型,在模型的改进的讨论中,又运用GM(1,1)灰色预测法进行预测求解.
Portfolio investment is in economics, one common form of investment, there is now an important socio-economic relevance. In this paper, according to a company investment in the establishment of a mathematical model. Models were used to establish the course of a cubic spline interpolation, neural network algorithms to establish prediction model in two ways, and then the improvement in the model discussion, and the use of GM (1,1) to predict the gray prediction method to solve. For enterprises to provide the best returns on investment decision-making based on。
田立坤
数学财政、金融
神经网络灰色预测法三次样条插值
neural networkforecasting method of gray cubicspline interpolation
田立坤.有关组合投资优化的数学模型[EB/OL].(2009-04-22)[2025-08-02].http://www.paper.edu.cn/releasepaper/content/200904-682.点此复制
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