• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文会议>International Scientific Conference on Modern Management Trends and the Digital Economy >Investment portfolio management and forecasting the return on assets based on artificial intelligence methods (neural analysis and genetic algorithm)
【24h】

Investment portfolio management and forecasting the return on assets based on artificial intelligence methods (neural analysis and genetic algorithm)

机译：基于人工智能方法的投资组合管理和预测资产回报（神经分析与遗传算法）

获取原文
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

The purpose of the study is the methodology of construction and management of the investment portfolio. Due to the fact that the transition to market economy in Russia has not been made until the end of the XX century, the Russian equity market is still emerging, distinguished by a high degree of volatility and a relatively short time horizon of historical information. Taking into account the crises that have happened in our country over the period from 1991 to 2019 (economic crisis of 1998, financial and economic crisis of 2008, and monetary crisis of 2014), the Russian equity market is characterized by instability and therefore requires a deeper analysis. In this regard, this study appears to be relevant, as it discusses the models for constructing an investment portfolio, as well as its practical realization and software implementation in MS Excel. The paper also reviews the methods of artificial intelligence (neural networks and genetic algorithm), on the basis of which the model of forecasting the return on assets is built.
机译：该研究的目的是投资组合的建设和管理方法。由于俄罗斯市场经济过渡到XX世纪结束，俄罗斯股市仍在出现，以高度的波动和历史信息的相对短的时间视野而闻名。考虑到我国于1991年至2019年（1998年的经济危机，2008年的经济危机以及2014年货币危机）的危机，俄罗斯股市的特点是不稳定，因此需要一个更深入的分析。在这方面，本研究似乎是相关的，因为它讨论了构建投资组合的模型，以及在MS Excel中的实际实现和软件实现。本文还介绍了人工智能（神经网络和遗传算法）的方法，基于预测资产回报的模型。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号