Abstract

An improved SPEA2 algorithm is proposed to optimize the multi-objective decision-making of investment. In the improved method, an external archive set is set up separately for local search after genetic operation, which guarantees the global search ability and also has strong local search ability. At the same time, the new crossover operator and individual update strategy are used to further improve the convergence ability of the algorithm while maintaining a strong diversity of the population. The experimental results show that the improved method can converge to the Pareto optimal boundary and improve the convergence speed, which can effectively realize the multi-objective decision making of investment.

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