Abstract
This article covers a set of models and methods of portfolio investment which help adapt modern economic and mathematical instruments of portfolio investment to the current financial market situation. The main hypotheses serve as a basis for the adaptive dynamic investment portfolio. The experimental analysis shows that the adaptive dynamic investment strategy is more beneficial than classical approaches. The advantage of the adaptive strategy is that it is based on forecast data, whereas classical strategies focus only on historical data.
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
Cited by
2 articles.
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1. Overview of Modern Forecasting Methods and Models;2023 16th International Conference Management of large-scale system development (MLSD);2023-09-26
2. Development of Modern Forecasting Models;2023 16th International Conference Management of large-scale system development (MLSD);2023-09-26