摘要
对于综合考虑贷款收益和风险的贷款组合配给决策模型 ,算法上是一类背包问题 ,但它有其特殊性 .采用二重结构编码的遗传算法 ,结合贪心算法和局部搜索算法 ,可以提高这类问题求解的效率 ,并在运算时间和解的精度上取得较好的平衡 .
The decision model of loans combination and allocation, which considers both the profits and risks of the loans, classified by algorithms, is a type of particular Knapsack Problem .We can improve the efficiency of figuring out this type of problem and attain better equilibrium between calculating time and precision of solution by making use of genetic algorithms with dual structure codes, greedy algorithms and local search algorithms.
出处
《小型微型计算机系统》
CSCD
北大核心
2004年第7期1378-1381,共4页
Journal of Chinese Computer Systems
关键词
遗传算法
二重结构编码
贷款组合优化决策
背包问题
genetic algorithms
dual-structure codes
decision of loans combinatorial optimization
knapsack problem
