The Improved Differential Evolution Algorithm and Its Application in the Decision-making of Investment
In view of the shortcomings of the traditional basic differential evolution algorithm:the algorithm is too sensitive to parameter settings and the algorithm is easy to fall into precocious convergence and weak stabil-ity,this paper proposes improvement measures,and adopts a symmetry algorithm to maintain population diversity,and effectively compete with mutated individuals,symmetric individuals,and individuals,so as to enhance the global search ability of the algorithm.At the same time,the selection strategy of roulette and the quadratic muta-tion operator are used to ensure the effectiveness and diversity of individuals in the population,and to increase the global stability of the algorithm.The algorithm in this paper is applied to solve the problem of capital decision allocation,and through simulation,the algorithm is better than other compared algorithms in terms of stability,convergence speed and solution accuracy.
differential evolution algorithmthe problem of investment decision-makingthe speed of con-vergencestability