基于矩阵值因子算法的企业年金投资组合建模与并行求解
Modeling and Parallel Computed Enterprise Annuity Portfolio Based on Matrix-Valued Factor Algorithm
基于矩阵值因子算法的企业年金投资组合建模与并行求解 |
| 杜首燕,陆忠华 |
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Modeling and Parallel Computed Enterprise Annuity Portfolio Based on Matrix-Valued Factor Algorithm |
| Du Shouyan,Lu Zhonghua |
| 图3 遗传算法和CVXOPT求解模型在108天周期中的夏普比率 |
| Fig.3 Sharpe ratio of genetic algorithm and CVXOPT solving model in 108 days |
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