Proposed Model of a Dynamic Investment Portfolio with an Adaptive Strategy
نویسندگان
چکیده
This article covers a set of models and methods portfolio investment which help adapt modern economic mathematical instruments to the current financial market situation. The main hypotheses serve as basis for adaptive dynamic portfolio. experimental analysis shows that strategy is more beneficial than classical approaches. advantage it based on forecast data, whereas strategies focus only historical data.
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ژورنال
عنوان ژورنال: Mathematics
سال: 2022
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math10234394