Zobrazeno 1 - 10
of 116
pro vyhledávání: '"Stoilov Todor"'
Autor:
Stoilova, Krasimira, Stoilov, Todor
Publikováno v:
In Expert Systems With Applications 15 December 2023 233
Publikováno v:
In Heliyon October 2022 8(10)
Publikováno v:
Cybernetics and Information Technologies, Vol 21, Iss 4, Pp 28-44 (2021)
An investment policy is suggested about assets on real estate markets. Such analysis recommends investments in non-financial assets and optimization of the results from such decisions. The formalization of the investment policy is based on the portfo
Externí odkaz:
https://doaj.org/article/3e965f31a9154565bfc8779f54f6e1d0
Publikováno v:
In Expert Systems With Applications 30 December 2021 186
Publikováno v:
Cybernetics and Information Technologies, Vol 21, Iss 3, Pp 108-126 (2021)
The urban traffic control optimization is a complex problem because of the interconnections among the junctions and the dynamical behavior of the traffic flows. Optimization with one control variable in the literature is presented. In this research o
Externí odkaz:
https://doaj.org/article/863448975d7947eb9fc3aa6313bcd5e0
Publikováno v:
Cybernetics and Information Technologies, Vol 21, Iss 1, Pp 19-31 (2021)
The paper realizes inclusion of probabilistic measure for risk, VaR (Value at Risk), into a portfolio optimization problem. The formal analysis of the portfolio problem illustrates the evolution of the portfolio theory in sequentially inclusion of di
Externí odkaz:
https://doaj.org/article/78c5f11050eb4deeba529be484e62533
Autor:
Stoilov, Todor, Stoilova, Krasimira
Publikováno v:
AIP Conference Proceedings; 2024, Vol. 3078 Issue 1, p1-7, 7p
Publikováno v:
Cybernetics and Information Technologies, Vol 20, Iss 2, Pp 30-49 (2020)
The paper makes analytical overviews of the Markowitz portfolio and the Capital Asset Pricing models and motivates the advances of the Black-Litterman (BL) one. This overview implies that for a small set of assets the BL model needs the characteristi
Externí odkaz:
https://doaj.org/article/6f901c8108e04c08bd773b886719c107
Autor:
Stoilova, Krasimira1 (AUTHOR) krasimira.stoilova@iict.bas.bg, Stoilov, Todor1 (AUTHOR)
Publikováno v:
Mathematics (2227-7390). Feb2023, Vol. 11 Issue 3, p496. 25p.
Autor:
Stoilov, Todor1 (AUTHOR) todor.stoilov@iict.bas.bg, Stoilova, Krasimira1 (AUTHOR)
Publikováno v:
Mathematics (2227-7390). Nov2022, Vol. 10 Issue 22, p4262. 19p.