基于自适应元胞遗传算法的房地产信托投资基金价格研究  

Analysis of Prices of Real Estate Investment Trusts Based on Adaptive Cellular Genetic Algorithm

作　　者：周金革[1] 杨国清[1] 李雪岩[1] 叶珊珊[1] 

机构地区：[1]广东工业大学管理学院,广东广州510520

出　　处：《广东商学院学报》2011年第6期32-38,共7页Journal of Guangdong University of Business Studies

基　　金：国家自然科学基金(41001054);广东省哲学社科基金(090-23)

摘　　要：以房地产投资信托基金价格预测精度作为切入点,将遗传算法的思想引入元胞自动机价格模型的规则演化,建立起元胞自动机模型,然后将其应用到房地产投资信托基金的研究中,并进行数值仿真及实证研究,对房地产信托投资基金投资者个体的投资决策行为进行自适应遗传算法改进与优化,以提高自适应主体的智能化程度与自学习能力。研究认为:元胞遗传算法的引入,驱动房地产信托投资基金价格呈现基本价值收敛;其收益率分布更加具有"尖峰厚尾"特性,提高了房地产投资信托基金价格的预测精度。This paper introduces genetic algorithm into the cellular automata model and applies it to the research on the price of real estate investment trusts in order to enhance the precision of price prediction.It improves and optimizes the adaptive cellular genetic algorithm for decision behaviors of individual real estate fund investors to increase their intelligentizing level and self-study capacity.The study results show that the introduction of cellular genetic algorithm can driver the regress of fundamental price of real estate investment trusts,so as to strengthen the precision of price prediction for real estate investment trusts.

关 键 词：房地产投资信托基金 基本价值 元胞遗传算法 

分 类 号：F832.49[经济管理—金融学]