Genetic algorithm for the problem of minimization of the risk of financial portfolio

Author: Bidzina Midodashvili
Co-authors: P. Dvalishvili
Keywords: portfolio of financial assets; risk of portfolio; genetic algorithm; computer program
Annotation:

We consider the problem of minimization of the risk of financial portfolio. We offer a solution to this problem using genetic algorithm. The program compiled in C++ successfully solves the above mentioned problem for the given input data

Lecture files:

B.Midodashvili_En [en]
B.Midodashvili_Geo [ka]