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

DOI10.1142/S1793557122502461MaRDI QIDQ5876830zbMATH OpenOpenAlexWikidataFDO

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

• scientific article; zbMATH DE number 3497315 (Why is no real title available?)
• scientific article; zbMATH DE number 1250597 (Why is no real title available?)
• 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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