中文说明:用MATLAB实现基于变邻域的混合遗传算法,研究的问题为行为金融学中的损失厌恶投资组合优化问题。文件中包括变邻域和遗传算法的主程序、适应值函数和调用主程序的文件三部分。
English Description:
Problems with MATLAB hybrid genetic algorithm based on variable neighborhood, the study of behavioral finance in the loss aversion portfolio optimization problems. File contains variable neighborhood and genetic algorithms main program, the fitness function and call the main program file in three parts.