Proposed Model of a Dynamic Investment Portfolio with an Adaptive Strategy

Vera Ivanyuk ()
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Vera Ivanyuk: Department of Data Analysis and Machine Learning, Financial University under the Government of the Russian Federation, 125167 Moscow, Russia

Mathematics, 2022, vol. 10, issue 23, 1-19

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.

Keywords: adaptive strategy; crisis management; innovation model (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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