Please use this identifier to cite or link to this item:
https://evnuir.vnu.edu.ua/handle/123456789/14348| Title: | Method of Genetic Algorithms for the Optimal Investment Portfolio |
| Authors: | Mekush, Oksana H. Kuzmych, Olena I. Solich, Kateryna Telmoudi, Achraf Мекуш, Оксана Григорівна Кузьмич, Олена Іванівна Соліч, Катерина Телмоуді, Ачраф |
| Bibliographic description (Ukraine): | Kuzmych O. Method of Genetic Algorithms for the Optimal Investment Portfolio / O. Kuzmych, O. Mekush, K. Solich and A. Telmoudi // 5th International Conference on Control, Decision and Information Technologies (CoDIT) . - 2018. - P. 683- 687 |
| Issue Date: | 2018 |
| Date of entry: | 17-Jul-2018 |
| Publisher: | IEEE |
| DOI: | https://doi.org/10.1109/CoDIT.2018.8394862 |
| Keywords: | Genetic Algorithms Optimal Investment Portfolio |
| Abstract: | This paper is devoted to the problem of optimal investment portfolio design on the base of mathematical modeling tools and method of genetic algorithms. The purpose relates to investing the funds into financial assets such that certain requirements regarding the expected profits and possible losses would be reached. The main result is developing a state-space dynamical model of portfolio management and applying a genetic algorithm in order to obtain the optimal solution. |
| URI: | http://evnuir.vnu.edu.ua/handle/123456789/14348 |
| Content type: | Article |
| Appears in Collections: | Наукові роботи (FITM) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 0175_FI.pdf | 336,88 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.