Design of Optimum Portfolio Scheme Based on Improved NSGA-II Algorithm

In the financial industry, it is of great significance to study the multiobjective portfolio optimization for obtaining a reasonable investment strategy. This paper designs the financial portfolio scheme based on the multiobjective optimization algorithm that is based on the framework of the NSGA-II algorithm. In order to introduce convergence information, aiming at the actual problem of the portfolio, the mixed individual coding mechanism with asset information expands the application of the multiobjective evolutionary algorithm in portfolio optimization. The portfolio scheme obtained is effective, which is helpful to improve the decision-making efficiency of financial investors and enriches the application of modern financial theory.