Constructing an optimal portfolio on the Bulgarian stock market using hybrid genetic algorithm for pre- and post-COVID-19 periods

DOI10.1142/S1793557122502461OpenAlexW4229067186WikidataQ114747524 ScholiaQ114747524MaRDI QIDQ5876830FDOQ5876830

Authors: Miroslava Ivanova, Lilko Dospatliev 

Publication date: 2 February 2023

Published in: Asian-European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s1793557122502461

zbMATH Keywords

COVID-19stocksportfolio optimizationhybrid genetic algorithmBulgaria

Mathematics Subject Classification ID

Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Portfolio theory (91G10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A new hybrid algorithm for continuous optimization problem
• Statistics and Data Analysis for Financial Engineering
• The networked evolutionary algorithm: a network science perspective

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