PyData Sofia & DSS Meetup February 2025

Welcome to the February Data Science Society and PyData Sofia meetup!

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.

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