房地产开发项目投资组合优化的改进蚁群算法

Abstract

Abstract: Portfolio is an import measure of risk distribution in real estate development.The theory and the algo-rithm of real estate have their shortcoming.We used information entropy to measure the risk.According to the deficiency of the basic Ant Colony Algorithm,specially it is easy to fall into the local extremum and its calculation is complicated.We proposed an improved Ant Colony Algorithm based on the information entropy.The informa-tion entropy is used to control the path selection and evolutional strategy by self-adjusting.Then the improved algorithm is introduced into the real estate portfolio.Application results have shown its efficiency and robustness in solving the real estate portfolio optimization problems.

Key words: real estate, portfolio, Ant Colony Algorithm, information entropy, improved

CLC Number:

F830

ZHOU Shu-jing, LI Yan-cang. Adaptive Ant Colony Algorithm Based on Information Entropy for Real Estate Portfolio Optimization[J]. Chinese Journal of Management Science, 2004, (5): 74-79.

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Adaptive Ant Colony Algorithm Based on Information Entropy for Real Estate Portfolio Optimization

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