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Research at Burgas Free University >
2. Издания на БСУ от международни конференции / Collection of Papers of BFU from International Conferences >
2016. Новата идея в образованието. Том 2 >
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http://research.bfu.bg:8080/jspui/handle/123456789/918
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| Title: | КОНСТРУИРАНЕ НА ОПТИМАЛЕН ИНВЕСТИЦИОНЕН ПОРТФЕЙЛ С ГЕНЕТИЧЕН АЛГОРИТЪМ |
| Other Titles: | APPLICATION OF GENETIC ALGORITHMS IN THE PROCESS OF INVESTMENT |
| Authors: | Георгиева, Пенка Вълкова |
| Keywords: | genetic algorithm
portfolio problem
portfolio return
optimization
portfolio risk |
| Issue Date: | 14-Sep-2017 |
| Abstract: | Successful 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 |
| URI: | http://research.bfu.bg:8080/jspui/handle/123456789/918 |
| ISBN: | 978-619-7126-28-0 |
| Appears in Collections: | 2016. Новата идея в образованието. Том 2
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