In this paper, we use genetic algorithms to solve the problem of portfolio invesment with expected rate of return under the condition of nonnegative constraints, and apply this algorithm to a six portfolio investment problem.

• 本文讨论了在非负约束条件下实现预期投资收益率的组合证券投资遗传算法 ,并将该算法应用于一个六元证券组合的投资问题。