基于CPSO的基础设施模糊投资组合优化模型

针对基础设施效益模糊、难以度量的特点,结合模糊集理论,建立了模糊投资组合优化模型,改进粒子群算法,加入混沌思想,使用混沌粒子群算法(CPSO)求解基础设施的模糊投资组合优化模型。以4个城市投资公司的数据为样本,验证该方法的科学性与有效性。研究结果表明:模糊投资组合优化模型可较好地表征基础设施的模糊效益,提高基础设施投资决策的科学性;混沌寻优思想改进的粒子群算法可求得模糊投资组合优化模型的全局最优解,增强算法的鲁棒性。

Fuzzy optimized investment portfolio model on infrastructure based on chaos particle swarm optimization

Aiming at the vague benefit and hard measurement of infrastructures, combining with the fuzzy set theory, the paper formulates an optimized investment portfolio model, then improves the particle swarm optimization by involving fuzzy thinking, and uses the chaos particle swarm optimization (CPSO) to obtain the fuzzy optimized investment portfolio model of infrastructures. With data samples of the investment companies from four cities, it testifies the scientificity and effectiveness of chaos particle swarm optimization. The result shows that the fuzzy optimized investment portfolio model can better character the fuzzy benefit of infrastructures, improving the scientificity of decision-making in infrastructure investment, and the chaos optimization method used for improvement of particle swarm method can help obtain the globally optimal solution fuzzy optimized investment portfolio model, and enhance the robustness of the algorithm.