Proposed Model of a Dynamic Investment Portfolio with an Adaptive Strategy

被引：0
|
作者：
Ivanyuk, Vera [1 ]
机构：
[1] Financial Univ, Govt Russian Federat, Dept Data Anal & Machine Learning, Moscow 125167, Russia
来源：
MATHEMATICS | 2022年 / 10卷 / 23期
关键词：
adaptive strategy; crisis management; innovation model; OPTIMIZATION; INSURANCE; VIX;
D O I：
10.3390/math10234394
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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.
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页数：19
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