Please use this identifier to cite or link to this item: https://evnuir.vnu.edu.ua/handle/123456789/14348
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dc.contributor.authorMekush, Oksana H.-
dc.contributor.authorKuzmych, Olena I.-
dc.contributor.authorSolich, Kateryna-
dc.contributor.authorTelmoudi, Achraf-
dc.contributor.authorМекуш, Оксана Григорівна-
dc.contributor.authorКузьмич, Олена Іванівна-
dc.contributor.authorСоліч, Катерина-
dc.contributor.authorТелмоуді, Ачраф-
dc.date.accessioned2018-07-17T13:03:23Z-
dc.date.available2018-07-17T13:03:23Z-
dc.date.issued2018-
dc.identifier.citationKuzmych 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-
dc.identifier.urihttp://evnuir.vnu.edu.ua/handle/123456789/14348-
dc.description.abstractThis 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.uk_UK
dc.language.isoenuk_UK
dc.publisherIEEEuk_UK
dc.subjectGenetic Algorithmsuk_UK
dc.subjectOptimal Investment Portfoliouk_UK
dc.titleMethod of Genetic Algorithms for the Optimal Investment Portfoliouk_UK
dc.typeArticleuk_UK
dc.identifier.doihttps://doi.org/10.1109/CoDIT.2018.8394862-
Appears in Collections:Наукові роботи (FITM)

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