Self - adaptive Ant Colony Algorithm for Real Estate Portfolio Optimization based on Information
نویسندگان
چکیده
To find out an effective way to solve the real estate portfolio optimization, an improved Ant Colony Algorithm based on information entropy was proposed. The information entropy was used to control the path selection and evolutional strategy by self-adjusting to overcome the premature convergence problem of the basic Ant Colony Algorithm. Simulation study on Traveling Salesman Problem and the application results in the real estate portfolio optimization showed its efficiency. The work has significance in theory and practice for solving the portfolio optimization and other combinatorial optimization problems.
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