Investment portfolio optimization method based on multi-objective evolutionary algorithm

The invention discloses an investment portfolio optimization method based on a multi-objective evolutionary algorithm, a medium and equipment. The method comprises the following steps: S1, generating neighbors; S2, initializing a calculation target of the population; S3, initializing two extreme points of the Pareto plane; S4, traversing the population; S5, generating a random number, and judging whether the random number is greater than a preset threshold, if so, executing S6, and if not, executing S7; S6, taking the population as a parent alternative pool; S7, taking the neighbors as a parent alternative pool; S8, determining a filial generation individual corresponding to the current individual to obtain a filial generation target; S9, updating the two extreme points according to the filial generation target; S10, calculating a corresponding Chebyshev value, and updating individuals and targets in the parent alternative pool; S11, determining a final target after iteration is finished; in the process of in