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Portfolio Optimization Based on Rolling Window Using 5 Stocks

This paper aims to explore a method of constructing dynamically adjusted investment portfolios through the combination of rolling windows and mean-variance models. The construction of investment portfolios plays a crucial role in financial markets by effectively diversifying risks and achieving stable investment returns. This study analyzed adjusted closing price data from five stocks (AAPL, JPM, JNJ, XOM, and PG), sourced from Yahoo Finance. The rolling window method was employed to predict future stock prices and construct investment portfolios based on these predictions. This study calculated annualized average return and covariance matrix for each window. The mean-variance model and optimization algorithms were then used to determine the optimal weights for daily portfolio composition. The results demonstrate the high accuracy of the rolling window method in predicting short-term stock prices. Notably, Procter & Gamble (PG) and Johnson & Johnson (JNJ) exhibited the lowest prediction errors. Investment portfolios based on rolling window predictions performed well over a certain period. Nevertheless, the S&P 500 index did not show a substantial disadvantage compared to their long-term performance. This research provides dynamic portfolio optimization methods of practical value for investors in financial markets.

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Analysis of Risk Factors for Hypertension

With the increasing incidence of hypertension, it is particularly important to understand and prevent hypertension. To prevent hypertension, we need to know what factors may lead to its occurrence. This article aims to explore the influence of smoking, diabetes, BMI and other factors on hypertension. Through the analysis of the data provided by Kaggle website, the single factor and multi factor logistic regression analysis methods were used to study the impact of eight variables on hypertension, including gender, age, BMI, recent smoking status, daily smoking volume, diabetes, cholesterol level and heart rate. The results showed that in the univariate analysis, except for gender, all other factors were significantly correlated with hypertension. In this study, smoking was negatively correlated with hypertension, while other factors were positively correlated. However, in the multivariate analysis, smoking status, daily smoking and diabetes decreased significantly. In conclusion, diabetes and smoking still have an impact on hypertension, but this effect may not be so important. People should pay more attention to weight control, but smoking and diabetes also affect hypertension, and we should also pay attention to the impact of smoking and diabetes. For example, smoking will affect cardiovascular disease, and diabetes is still positively related to hypertension in this study.

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