КОНСТРУИРАНЕ НА ОПТИМАЛЕН ИНВЕСТИЦИОНЕН ПОРТФЕЙЛ С ГЕНЕТИЧЕН АЛГОРИТЪМ
APPLICATION OF GENETIC ALGORITHMS IN THE PROCESS OF INVESTMENT
Author(s): Penka GeorgievaSubject(s): Social Sciences, Education, Communication studies, Theory of Communication, Adult Education, Higher Education
Published by: Бургаски свободен университет
Keywords: genetic algorithm; portfolio problem; portfolio return; portfolio risk; optimization
Summary/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.
Journal: Компютърни науки и комуникации
- Issue Year: 5/2016
- Issue No: 3
- Page Range: 14-20
- Page Count: 7
- Language: Bulgarian