Интегриране на двуйерархична оптимизация

Списък на публикациите по проект ФНИ 12/10, ВТОРИ етап

1. Глава от книга: Stoilov, T., Stoilova, K., & Vladimirov, M. (2021). Decreasing the Computational Workload in Portfolio Optimization. In Advanced Aspects of Engineering Research Vol. 15, ed. Prof, Dr. Figen Balo, p.63–81. https://doi.org/10.9734/bpi/aaer/v15/9764D, ISBN 978-93-91215-90-3 (Print), ISBN 978-93-91215-95-8 (eBook), DOI: 10.9734/bpi/aaer/v15, https://stm.bookpi.org/AAER-V15/article/view/1744

2. Глава от книга: Todor Atanasov Stoilov, Krasimira Petrova Stoilova and Miroslav Dimitrov Vladimirov, Modeling and assessment of financial investments by portfolio optimization on stock exchange, Dimov, I., Fidanova, S. (Eds) Advances in High Performance Computing, Studies in Computational Intelligence, ISBN 978-3-030-55346-3, Vol. SCI 902, Springer, 2020, ISSN:1860-949x, E-ISSN:1860-9503, pp. 340-356, DOI: https://doi.org/10.1007/978-3-030-55347-0_29, SJR (Scopus 2020):0.19,Q4.
https://www.scimagojr.com/journalsearch.php?q=4900152708&tip=sid&clean=0
https://www.scopus.com/sourceid/4900152708

3. Глава от книга: Todor Atanasov Stoilov, Krasimira Petrova Stoilova and Miroslav Dimitrov Vladimirov (September 14th 2019). Saving Time in Portfolio Optimization on Financial Markets, in Book Application of Decision Science in Business and Management, ed. Fausto Pedro Garcia Marquez , IntechOpen, SJR 0.101/2020, Q4, DOI: 10.5772/intechopen.88985.
https://www.intechopen.com/books/application-of-decision-science-in-business-and-management/saving-time-in-portfolio-optimization-on-financial-markets
https://www.scimagojr.com/journalsearch.php?q=50147&tip=sid&clean=0
https://www.scopus.com/sourceid/50147?origin=resultslist

4. T. Stoilov , K. Stoilova, M. Vladimirov. Decision Making in Real Estate: Portfolio Approach. Journal Cybernetics and Information Technology (CIT), vol 21, No4, 2021, pp. 1NN6, Print ISSN: 1311-9702, Online ISSN: 1314-4081, DOI: 10.2478/cait- cait-2020-0033, SJR 0.27/2020; Q2. (in print)
https://www.scimagojr.com/journalsearch.php?q=21100199814&tip=sid

5. Todor Stoilov, Krasimira Stoilova, MiroslavVladimirov. Decision Support in Real Estate Investmernt by Portfolio Theory. Proceeding of International Conference Automatics and Informatics-ICAI, 1-3 October 2021, Proceeding of IEEE Int. conference “Automatics and Informatics”, Varna, ICAI 2021, indexed in SCOPUS, (in print)

6. Todor Stoilov, Krasimira Stoilova, MiroslavVladimirov. Decision Support for portfolio management by Information system with Black-Litterman model. International Journal of Information Technology and Decision Making, 2021, Q2 , SJR = 0.41, Imp.factor 2.22, DOI: 10.1142/S0219622021500589, Category Computer Science, Computer Science (miscellaneous) 14/69.
https://www.worldscientific.com/doi/epdf/10.1142/S0219622021500589
https://www.scimagojr.com/journalsearch.php?q=4700152646&tip=sid&clean=0
https://www.worldscientific.com/worldscinet/ijitdm

7. Todor Stoilov, Krasimira Stoilova, MiroslavVladimirov. Application of modified Black-Litterman model for active portfolio management. Journal Expert Systems with Applications, Volume 186, 30 December 2021, 115719. ISSN:0957-4174, Q1, SJR1.37, Impact Factor 6.954, https://doi.org/10.1016/j.eswa.2021.115719 , Category Engineering, General Engineering #5/297
https://www.sciencedirect.com/science/article/pii/S0957417421011015
https://www.scimagojr.com/journalsearch.php?q=24201&tip=sid&clean=0
https://www.journals.elsevier.com/expert-systems-with-applications

8. E. Trichkova-Kashamova. Portfolio approach for optimization the usage of e-resources. Proc. XXX International Scientific Conference Electronics - ET2021, September 15 - 17, 2021, Sozopol, Bulgaria, Scopus SJR 0.11, DOI: 10.1109/ET52713.2021.9580123.
https://ieeexplore.ieee.org/document/9580123
https://www.scimagojr.com/journalsearch.php?q=21100935210&tip=sid&exact=no

9. Y. Boneva. Intelligent Approach to Infrastructure Changes in Urban Environment. XXX International Scientific Conference Electronics - ET2021, September 15 - 17, 2021, Sozopol, Bulgaria, p.1-4, Scopus SJR 0.11, DOI: 10.1109/ET52713.2021.9579591.
https://ieeexplore.ieee.org/document/9579591
https://www.scimagojr.com/journalsearch.php?q=21100935210&tip=sid&exact=no

10. Stoilov, T., K. Stoilova and M. Vladimirov, Entrepreneurship and Management in Real Estate Trades, 2021 XXX International Scientific Conference Electronics (ET), Sozopol, Bulgaria, 2021, pp. 1-4, SJR 0.11/2020, DOI: 10.1109/ET52713.2021.9580100
https://ieeexplore.ieee.org/document/9580100
https://www.scimagojr.com/journalsearch.php?q=21100935210&tip=sid&exact=no

11. Stoilov, T., K. Stoilova and M. Vladimirov. Intelligent Real Estate assessment by Portfolio Theory. JOURNAL OF INFORMATICS AND INNOVATIVE TECHNOLOGIES (JIIT), № 1 (3), 2021 ISSN: 2683-0930 (Online), ISSN: 2682-9517 (Print), p.17-26
https://journal.iiit.bg/wp-content/uploads/2021/05/BR_1_2021_final.pdf

12. Stoilov, T., K. Stoilova and M. Vladimirov. Computer Support in Decision Making on Real Estate Market. 10th International Scientific Conference “TechSys 2021” – Engineering, Technologies and Systems, Technical University of Sofia, Plovdiv Branch, 27-29 May 2021, indexed in SCOPUS

13. E. Trichkova-Kashamova, "Applying the ISO/IEC 25010 Quality Models to an Assessment Approach for Information Systems," 12th National Conference with International Participation (ELECTRONICA), 27-28 May 2021, pp. 1-4, IEEE Xplore: 19 August 2021, Electronic ISBN:978-1-6654-4061-5, CD:978-1-6654-4060-8, PoD: ISBN:978-1-6654-1168-4 doi: 10.1109/ELECTRONICA52725.2021.9513662 , indexed in SCOPUS.
https://ieeexplore.ieee.org/document/9513662
https://supportcenter.ieee.org/app/answers/detail/a_id/510/~/is-ieee-xplore-digital-library-content-indexed-in-scopus%3F

14. Stoilov, T., K. Stoilova and M. Vladimirov, " Application of Information Technology in Real Estate Marketing," 2021 XII National Conference with International Participation (ELECTRONICA), Sofia, Bulgaria, 2021, pp. 1-4, DOI:10.1109/ELECTRONICA52725.2021.9513664 , indexed in SCOPUS
https://ieeexplore.ieee.org/document/9513664
https://supportcenter.ieee.org/app/answers/detail/a_id/510/~/is-ieee-xplore-digital-library-content-indexed-in-scopus%3F

15. Stoilov T, Stoilova K, Vladimirov M. Advances in Modern Portfolio Theory. Journal Strategies Account Manag. 2(4). SIAM. 000541. 2021.
https://crimsonpublishers.com/siam/pdf/SIAM.000541.pdf

16. T. Stoilov, K. Stoilova, M. Vladimirov.The probabilistic risk measure VaR as constraint in portfolio optimization problem . Journal Cybernetics and information technologies, vol 21, No1, 2021, pp. 19-31, Print ISSN: 1311-9702, Online ISSN: 1314-4081, DOI: 10.2478/cait-2020-0014, SJR 0.31/2019; Q2
https://cit.iict.bas.bg/CIT-2021/v-21-1/10341-Volume21_Issue_1-02_paper.pdf
https://www.scopus.com/authid/detail.uri?authorId=6602949088
https://www.scimagojr.com/journalsearch.php?q=21100199814&tip=sid

17. Stoilov Т., Stoilova К., Vladimirov М. Explicit Value at Risk Goal Function in Bi-Level Portfolio Problem for Financial Sustainability. J. Sustainability, 2021, vol.13, Issue 4, pp. 1 – 14, https://doi.org/10.3390/sul13042315, IF 2.576, SJR 0.58, Q2
https://www.mdpi.com/2071-1050/13/4/2315
https://www.mdpi.com/journal/sustainability

18. Стоилов Т, К.Стоилова, М.Владимиров. Аналитична оценка на портфейлен риск при финансова инвестиция. Proc. Int.Conf. Robotics, Automation and Mechatronics’20, RAM 2020, Sofia, Publ.house of Bulg.Acad.of Sciences, M..Drinov. p.64-68, ISSN 1314-4634.

19. Stoilov T., K. Stoilova and M. Vladimirov. Information Technology Support for Portfolio Optimization. Proceeding XI National Conference with International Participation "Electronica 2020", May 14 - 15, 2020, Sofia, Bulgaria, indexed in SCOPUS doi: 10.1109/ELECTRONICA50406.2020.9305109 , e-ISBN 978-1-7281-7531-7.
https://ieeexplore.ieee.org/document/9305109
https://supportcenter.ieee.org/app/answers/detail/a_id/510/~/is-ieee-xplore-digital-library-content-indexed-in-scopus%3F

20. Stoilov, T., K. Stoilova and M. Vladimirov. Decision Making by Bi-level Model of Portfolio Optimization. Proceeding of IEEE Int. conference “Automatics and Informatics”, Varna, ICAI 2020, pp. 1-6, ISBN 978-1-7281-9308-3, DOI: 10.1109/ICAI50593.2020.9311301, indexed in SCOPUS.
https://ieeexplore.ieee.org/document/9311301
http://www.tu-varna.bg/icai/
https://supportcenter.ieee.org/app/answers/detail/a_id/510/~/is-ieee-xplore-digital-library-content-indexed-in-scopus%3F

21. Stoilov, K. Stoilova and M. Vladimirov, "Quantitative Entrepreneurship Applying Portfolio Theory," 2020 XXIX International Scientific Conference Electronics (ET), Sozopol, Bulgaria, 2020, pp. 1-4, ISSN 15582256, 00189219 doi: 10.1109/ET50336.2020.9238314. indexed in SCOPUS, SJR=0.11/2020
https://ieeexplore.ieee.org/document/9238314
https://www.scimagojr.com/journalsearch.php?q=17915&tip=sid

22. Stoilov T., K. Stoilova, M. Vladimirov. Decrease of the portfolio computational workload following the Capital Asset Pricing theory. 9TH International Scientific Conference “TechSys 2020” – Engineering, Technologies and Systems, Technical University of Sofia, Plovdiv Branch, 14-16 May 2020, IOP Conference Series: Materials Science and Engineering, ISSN:1757-8981E-ISSN:1757-899X, Volume 878, Published online: 21 July 2020, Published under licence by IOP Publishing Ltd, ID: 012024, Paper OPEN ACCESS, SJR 2019: 0.2
https://doi.org/10.1088/1757-899X/878/1/012026
https://iopscience.iop.org/article/10.1088/1757-899X/878/1/012025
https://www.scopus.com/authid/detail.uri?authorId=6602949088
https://iopscience.iop.org/article/10.1088/1757-899X/878/1/0120255
https://www.scopus.com/sourceid/19700200831?origin=resultslist

23. T. Stoilov, K. Stoilova, M. Vladimirov – Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization, Journal CIT vol 20, No2, 2020, pp. 30-49, Print ISSN: 1311-9702, Online ISSN: 1314-4081, DOI: 10.2478/cait-2020-0014, SJR 0.27/2019; Q2
http://www.cit.iit.bas.bg/CIT-2020/v-20-2/10341-Volume20_Issue_2-03_paper.pdf
https://www.scopus.com/authid/detail.uri?authorId=6602949088
https://www.scimagojr.com/journalsearch.php?q=21100199814&tip=sid

24. Тричкова-Кашъмова Е. Подход за оптимизация на процеси в информационни системи. Proceedings of Int.Conf. Robotics, Automation and Mechatronics’20, RAM 2020, Sofia, Publ.house of Bulg.Acad.of Sciences, M..Drinov. p.5-7, ISSN 1314-4634.

25. Вачова Б. Софтуерни процеси за моделиране на информационни и управляваи системи. Proceedings of Int.Conf. Robotics, Automation and Mechatronics’20, RAM 2020, Sofia, Publ.house of Bulg.Acad.of Sciences, M..Drinov. p.13-15, ISSN 1314-4634.

26. Elena Paunova-Hubenova and Elisaveta Trichkova-Kashamova . Applying technologies in vocational education in Bulgaria. 2020 IOP Conf. Ser.: Mater. Sci. Eng. 878 012033, doi:10.1088/1757-899X/878/1/012033, 9TH International Scientific Conference “TechSys 2020” – Engineering, Technologies and Systems, Technical University of Sofia, Plovdiv Branch, 14-16 May 2020, IOP Conference Series: Materials Science and Engineering, ISSN:1757-8981E-ISSN:1757-899X, Volume 878, Published online: 21 July 2020, Published under licence by IOP Publishing Ltd, ID: 012024, pp. 1-6, Paper OPEN ACCESS, SJR 2019: 0.198, https://doi.org/10.1088/1757-899X/878/1/012033
https://iopscience.iop.org/article/10.1088/1757-899X/878/1/012025
https://www.scopus.com/sourceid/19700200831?origin=resultslist

27. Тричкова-Кашъмова Е. Оптимално разпределение на е-ресурси чрез подход базиран на теория на портфейла. Proceedings of Int.Conf. Robotics, Automation and Mechatronics’21, RAM 2021, Velingrad,in print.

28. Stoilov T., K.Stoilova. Information Management of Portfolio Resources. Proceedings of Int.Conf. Robotics, Automation and Mechatronics’21, RAM 2021, Velingrad, in print.

29. Dimitrov S. РАЗРАБОТВАНЕ НА ПАНЕЛ ЗА ВИЗУАЛИЗИРАНЕ НА КРИТЕРИИ ЗА ЕФЕКТИВНОСТ В СВИНЕФЕРМА, in print

Списък на публикациите по проект ФНИ 12/10, ПЪРВИ етап

30. Глава от книга: Vladimir Ivanov, Todor Stoilov. Design and Implementation of Moving Average Calculations with Hardware FPGA Device. In book: Advanced Computing in Industrial Mathematics Studies in Computational Intelligence Volume 793, 2019, Springer, pp. 189-197, DOI: 10.1007/978-3-319-97277-0_15., ISSN: 1860949X , indexed in SCOPUS
https://www.scopus.com/record/display.uri?eid=2-s2.0-85054192648&origin=resultslist&sort=plf-f&src=s&st1=Stoilov+T&st2=&sid=26fa68a6f40855ab817754e1608901e1&sot=b&sdt=b&sl=22&s=AUTHOR-NAME%28Stoilov+T%29&relpos=0&citeCnt=0&searchTerm=
https://www.scopus.com/record/display.uri?eid=2-s2.0-85054192648&origin=resultslist&sort=plf-f&src=s&sid=997bc05522dca1e0852363f27f017d59&sot=autdocs&sdt=autdocs&sl=17&s=AU-ID%286602997263%29&relpos=0&citeCnt=0&searchTerm=

31. Krasimira Stoilova, Todor Stoilov, Miroslav Vladimirov. Applied Computing for Portfolio Optimization in Bulgarian Stock Exchange. Proceeding BCI'19 Proceedings of the 9th Balkan Conference on Informatics. Article No. 15. Sofia, Bulgaria — September 26 - 28, 2019. ACM New York, , NY, USA ©2019, doi>10.1145/3351556.3351566, ISBN: 978-1-4503-7193-3, SJR 0.169,
https://dl.acm.org/citation.cfm?id=3351566
https://www.scopus.com/sourceid/11600154611?origin=resultslist
https://dl.acm.org/citation.cfm?doid=3351556.3351566

32. Todor Stoilov, Krasimira Stoilova, Miroslav Vladimirov. Financial investments by Portfolio Optimization, TECHSYS, Plovdiv, 2019, IOP Conference Series: Materials Science and Engineering, ISSN:1757-8981E-ISSN:1757-899X, doi:10.1088/1757-899X/618/1/012030 , SJR 0.201,
https://iopscience.iop.org/article/10.1088/1757-899X/618/1/012030/pdf
https://www.scopus.com/sourceid/19700200831?origin=resultslist

33. Todor Stoilov, Krasimira Stoilova, Miroslav Vladimirov. Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange , HPC, 2019, Q4, SJR 0.184.
https://doi.org/10.1007/978-3-030-55347-0_29
https://link.springer.com/chapter/10.1007%2F978-3-030-55347-0_29

34. Todor Stoilov . How to Integrate Complex Optimal Data Processing in Information Services in Internet . COMPSYSTECH’19, Ruse, 21-22 June 2019 (Invited speaker). ACM International Conference Proceeding Series. Pages: 19-30, DOI:10.1145/3345252.3345254, SJR 0.159,
https://www.scopus.com/sourceid/11600154611?origin=resultslist
https://dl.acm.org/citation.cfm?id=3345254&dl=ACM&coll=DL, SJR 0.169

35. Todor Stoilov, Krasimira Stoilova, Miroslav Vladimirov. Assessment of Black Litterman portfolio optimization on Bulgarian Stock Exchange. COMPSYSTECH, Ruse, 21-22 June 2019. ACM International Conference Proceeding Series. Pages: 255-260, doi:10.1145/3345252.3345263, SJR 0.159,
https://www.scopus.com/sourceid/11600154611?origin=resultslist
Awarded with Crystal Prize as the Best paper by CompSysTech2019, http://www.compsystech.org/

36. STOILOVA K., T. STOILOV, M. VLADIMIROV. RESOURCE ALLOCATION BY PORTFOLIO OPTIMIZATION. Journal of the Technical University - Sofia Plovdiv branch, Bulgaria, “Fundamental Sciences and Applications”,vol.24, 2018, p.19-24, ISSN 1310-8271.

37. Pavlova K. T, Vatchova B. E., Paunova E. N., Stoilova K. INTEGRATION OF DATA FOR THE DEFINITION OF BI-LEVEL OPTIMIZATION PROBLEM IN INFORMATION SERVICE. YEAR III ISSUE 1, PUBLISHED BY SCIENTIFIC TECHNICAL UNION OF MECHANICAL ENGINEERING “INDUSTRY 4.0”, BULGARIA, 2018, 15-17, ISSN(PRINT) 2543-8582, ISSN(PRINT) 2534-997X.

Vatchova B. E., Pavlova K. T., Paunova E. N., Stoilova K.P. DEEP LEARNING OF COMPLEX INTERCONNECTED PROCESSES FOR BI-LEVEL OPTIMIZATION PROBLEM UNDER UNCERTAINTY. International Scientific Journal INDUSTRY 4.0. YEAR III, ISSUE 1, PUBLISHED BY SCIENTIFIC TECHNICAL UNION OF MECHANICAL ENGINEERING “INDUSTRY 4.0”, BULGARIA, 2018, 18-19, ISSN(PRINT) 2543-8582, ISSN(PRINT) 2534-997X.

39. Stoilova, K. T. Stoilov, M. Vladimirov. Resource allocation by portfolio optimization. SEVENTH INTERNATIONAL SCIENTIFIC CONFERENCE “ENGINEERING, TECHNOLOGIES AND SYSTEMS” TECHSYS 2018 17-19 May, Plovdiv, p.II.13-19. ISSN Online: 2535-0048,
http://techsys.tu-plovdiv.bg/files/TECHSYS_2018_Proceedings.pdf

40. Стоилов Т. Анализ на алгоритмичната обработка на данни за реализиране портфейлна оптимизация. Сборник научни трудове от „XI международна научно-приложна конференция Цифрова икономика и блокчейн технологии”. Варна, 2018г., стр.70-83, ISBN 978-619-7026-28-3.

41. К.Стоилова. Модели на информационни услуги в глобални мрежи прилагани при оптимизиране на финансови инвестиции. XI международна научно-приложна конференция „Цифрова икономика и блокчейн технологии”, 28 юни - 1 юли 2018, Варна, ISBN 978-619-7026-28-3, стр. 58-69.

42. Владимиров М., Стоилов Т., Стоилова К.. Оценка на активите чрез класически и Black-Litterman модели за портфейлна оптимизация. Сп. Автоматика и информатика, №4, 2017, стр.47-51. ISSN 0861-7562.