Abstract
The need to reflect the effects of globalization in portfolio investment models is currently beyond doubt. The problem is that these effects are of both continuous and discrete nature. To reflect their joint influence on the investment decision, it is proposed to use an adaptive regression modeling device. The versatility of the adaptive adjustment of the coefficients of econometric models provides the ability to reflect in the portfolio investment model discrete-continuous effects. Computational experiments with a model that implements the proposed approach to the formation of investment decisions in the context of globalization have shown a significant preference for the resulting portfolio solutions compared to the classical ones.
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