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改进的差分演化算法及其在资金决策中的应用
The Improved Differential Evolution Algorithm and Its Application in the Decision-making of Investment
【摘要】 针对传统的基本差分演化算法存在对参数设置太过于敏感,算法容易陷入早熟收敛、稳定性不强等等缺陷,提出了改进措施,采取了对称算法来保持种群多样性,通过变异个体,对称个体,个体三者进行有效竞争,增强算法的全局搜索能力;同时采用了轮盘赌的选择策略和二次变异算子保证种群个体的有效性与多样性,增加算法的全局稳定性.文中的算法应用于求解资金决策分配问题上,通过模拟仿真,该算法在稳定性、收敛速度、求解的精度方面优于其他被比较的算法.
【Abstract】 In view of the shortcomings of the traditional basic differential evolution algorithm: the algorithm is too sensitive to parameter settings and the algorithm is easy to fall into precocious convergence and weak stability, this paper proposes improvement measures, and adopts a symmetry algorithm to maintain population diversity, and effectively compete with mutated individuals, symmetric individuals, and individuals, so as to enhance the global search ability of the algorithm. At the same time, the selection strategy of roulette and the quadratic mutation operator are used to ensure the effectiveness and diversity of individuals in the population, and to increase the global stability of the algorithm. The algorithm in this paper is applied to solve the problem of capital decision allocation, and through simulation, the algorithm is better than other compared algorithms in terms of stability, convergence speed and solution accuracy.
【Key words】 differential evolution algorithm; the problem of investment decision-making; the speed of convergence; stability;
- 【文献出处】 许昌学院学报 ,Journal of Xuchang University , 编辑部邮箱 ,2024年02期
- 【分类号】TP18;O225
- 【下载频次】4