An intelligent method for multi-period investment decisions

In this paper, the problem of multi-period investment decision is investigated. The mathematical model which will minimize the tracking error of return rate is established. The Monte Carlo Simulation, Genetic Algorithms and artificial neural networks are integrated in the dynamic programming. In order to overcome the limitation of the traditional method of solution, an intelligent method for the problem of multi-period investment decision is devised. The optimal feedback strategies can be obtained by using this solving method. Some examples show that the intelligent solving method is feasible.