КОНСТРУИРАНЕ НА ОПТИМАЛЕН ИНВЕСТИЦИОНЕН ПОРТФЕЙЛ С ГЕНЕТИЧЕН АЛГОРИТЪМ

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dc.contributor.authorГеоргиева, Пенка
dc.date.accessioned2025-05-22T13:43:41Z
dc.date.issued2016
dc.description.abstractSuccessful management of investment portfolio containing financial assets is a process involving proper assessment of portfolio return and risk. Effective evaluation of these characteristics is an optimization problem with a high degree of difficulty due to the large number of variables, nonlinear target function and limitations. The aim in this work is to prove that genetic algorithms, being an optimization technique in the field of artificial intelligence, can be used as a tool for solving this problem with less computational resources.
dc.identifier.isbn978-619-7126-28-0
dc.identifier.urihttp://research.bfu.bg:4000/handle/123456789/2645
dc.language.isoother
dc.publisherБургаски Свободен Университет
dc.relation.ispartofseries2016
dc.subjectgenetic algorithm
dc.subjectportfolio problem
dc.subjectportfolio return
dc.subjectportfolio risk
dc.subjectoptimization
dc.titleКОНСТРУИРАНЕ НА ОПТИМАЛЕН ИНВЕСТИЦИОНЕН ПОРТФЕЙЛ С ГЕНЕТИЧЕН АЛГОРИТЪМ
dc.title.alternativeAPPLICATION OF GENETIC ALGORITHMS IN THE PROCESS OF INVESTMENT
dc.typeArticle

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