中文摘要：

带有存量的贷款组合优化决策模型是在模型中考虑存量贷款和增量贷款的关系,控制了银行全部贷款的组合风险。鉴于提出的模型是一个非线性的0-1分式整数规划问题,给出了一种混合改进贪婪变换的遗传算法,数值结果表明该算是有效的,可以求解中大规模问题,同时也说明所提出的模型是合理的。

英文摘要：

A decision portfolio optimization model with accumulate loan is to consider the relationship between the accumulate loans and incremental loans, which controls all risk for the commercial bank＇s loans portfolio. Since this model that is a non-linear 0 - 1 fractional integer programming question, a hybrid genetic algorithm combined with adaptive greedy transformation is presented for solving commercial bank＇s loans portfolio decision-making prob- lem. It is shown with the numerical result that this algorithm is effective. The algorithm can solve the middle or large-scale question and the given model is reasonable.