贷款组合优化决策问题研究

计算机工程与应用 ›› 2011, Vol. 47 ›› Issue (14): 246-248.

• 工程与应用 • 上一篇

贷款组合优化决策问题研究

许圣良，马慧民

上海电机学院经济管理学院，上海 200245

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2011-05-11 发布日期:2011-05-11

Research of decision problem for loans combinatorial optimization

XU Shengliang，MA Huimin

Economic Management School，Shanghai Dianji University，Shanghai 200245，China

Received:1900-01-01 Revised:1900-01-01 Online:2011-05-11 Published:2011-05-11

摘要/Abstract

摘要： 针对贷款组合优化决策模型的求解问题，提出了用于求解该问题的知识进化算法，阐明了算法的具体实现过程，采用VB语言编写了相应的仿真实验程序。通过多次的仿真实验结果比较，表明了算法在计算时间、稳定性和寻优能力上的有效性。

关键词: 贷款组合优化, 知识进化算法, 单位风险, 贷款风险

Abstract: The decision problem of loans combinatorial optimization is studied.The Knowledge Evolution Algorithm（KEA） is adopted to solve the problem.The detail realization of the algorithm is illustrated，and the simulation procedure is coded by VB language.Finally，through series of simulation experiments’ results，it can be found that the Knowledge Evolution Algorithm（KEA） is good at computing time，stability and optimization capacity.

Key words: loans combinatorial optimization, Knowledge Evolution Algorithm（KEA）, per risk, loan risk

许圣良，马慧民. 贷款组合优化决策问题研究[J]. 计算机工程与应用, 2011, 47(14): 246-248.

XU Shengliang，MA Huimin. Research of decision problem for loans combinatorial optimization[J]. Computer Engineering and Applications, 2011, 47(14): 246-248.

贷款组合优化决策问题研究

Research of decision problem for loans combinatorial optimization

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