КОНСТРУИРАНЕ НА ОПТИМАЛЕН ИНВЕСТИЦИОНЕН ПОРТФЕЙЛ С ГЕНЕТИЧЕН АЛГОРИТЪМ
APPLICATION OF GENETIC ALGORITHMS IN THE PROCESS OF INVESTMENT

Author(s): Penka Georgieva
Subject(s): Information Architecture, Electronic information storage and retrieval
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.

• Details
• Contents