Research article

RESEARCH ON PORTFOLIO INVESTMENT DECISION MODEL BASED ON PARTICLE SWARM HYBRID OPTIMIZATION ALGORITHM

Shanshan Feng

Online First: December 07, 2022


Aiming at the problem that the current portfolio investment decision-making model does not consider the impact of market, investors and other factors on investment decision-making, resulting in low investment return and decision accuracy, a portfolio investment decision-making model based on hybrid particle swarm optimization algorithm is proposed. On the basis of studying the realistic constraints of portfolio investment, the risk and return of portfolio are calculated quantitatively. After selecting the operation strategy of portfolio investment assets, the portfolio investment decision-making model is established, and the hybrid optimization algorithm of particle swarm optimization is used to solve the model. Simulation results show that the proposed method can improve the decision accuracy by at least 12.51%, and can effectively improve the return on investment.

Keywords

particle swarm optimization algorithm; Portfolio investment; Investment decision model;