| 基于多Agent系统的组合投资模型 |
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| 引用本文： | 王雪松,彭佳文,熊浪.基于多Agent系统的组合投资模型[J].计算机工程与设计,2007,28(14):3466-3468,3472. |
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| 作者姓名： | 王雪松 彭佳文 熊浪 |
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| 作者单位： | 1. 湖南交通工程职业技术学院,计算机系,湖南,衡阳,421001
2. 广西工学院,信息网络中心,广西,柳州,545006 |
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| 摘 要： | 针对多阶段组合投资问题,提出了一个基于多Agent系统的自调节及协同工作的组合投资策略模型.该模型系统中的各个Agent通过通讯共享知识,在求解问题的搜索空间中进行协同搜索,在更短的搜索步长内得到问题的解,极大地提高了系统性能.该模型具有不基于任何股票模型、时间复杂度低以及逼近最优投资策略速度较快等优点,实验证明具有一定的实际意义.
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| 关 键 词： | 在线多阶段组合投资 多Agent系统 在线学习 自调节 协同搜索 Agent 系统 组合投资 投资模型 system based model investment 意义 验证 速度 最优投资策略 逼近 复杂度 时间 股票 性能 求解问题 搜索步长 协同搜索 |
| 文章编号： | 1000-7024（2007）14-3466-03 |
| 修稿时间： | 2006-11-09 |
Combination investment model of based on multi-agent system |
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| WANG Xue-song,PENG Jia-wen,XIONG Lang.Combination investment model of based on multi-agent system[J].Computer Engineering and Design,2007,28(14):3466-3468,3472. |
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| Authors: | WANG Xue-song PENG Jia-wen XIONG Lang |
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| Affiliation: | 1. Department of Computer, Hunan Technical College of Communications and Engineering, Hengyang 421001, China; 2. Net Information Center, Guangxi University of Technology, Liuzhou 545006, China |
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| Abstract: | The combination investment model of auto-adjustment and cooperation based on multi-agent system are proposed according to multi-phases combination investment problem.In the model,every agent carry through cooperation search by the search space of the solution problems by communication sharing knowledge.The solution of the problems is gained by the shorter search step,and the system performance is maximum increased.The model has these excellences of the any stock model no relation,the low of time com-plexity and the speed fast of the approach optimal investment.It is signification from the experimentation show. |
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| Keywords: | online multi-phase combination investment multi-agent system online learning auto-adjustment cooperation search |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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