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.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call