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Overview: In this talk, we address the challenge of portfolio optimization by modeling asset allocation as a knapsack problem to achieve cost efficiency. We demonstrate how evolutionary algorithms, including Genetic Algorithms, Memetic Algorithms, and Evolution Strategies, can effectively navigate large search spaces and deliver competitive solutions. Comparisons with a Dynamic Programming baseline highlight key trade-offs in scalability, execution time, and solution quality. Attendees will gain insights into selecting and tuning optimization methods to balance risk and return, even under tight computational constraints.
Who is presenting?
Nikolay is a Senior Software Engineer at iBusinessFunding US, bringing over a decade of experience in the IT field. His expertise spans distributed systems, REST APIs, and back-end development. A member of Mensa and a champion arm wrestler, he is also an avid Machine Learning enthusiast.
Currently, Nikolay is pursuing a PhD under the supervision of Dr. Angel Marchev Jr. In addition to his professional expertise, he has co-authored several research papers, including:
19th International Conference, AIMSA 2024
Title: Testing the NEAT Algorithm on a PSPACE-Complete Problem
Authors: Angel Marchev Jr., Dimitar Lyubchev, Nikolay Penchev
2024 IEEE 12th International Conference on Computer Science and Network Technology (ICCSNT)
Title: On the Application of Neural Networks in Credit Scoring: A Case-Study Analysis
Authors: Angel Marchev Jr., Nikolay Penchev
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Event Venue & Nearby Stays
SofiaLab, Улица Сердика 1, 1000 София, България,Sofia, Bulgaria
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