Hidden Markov models and neural networks in formation of investment portfolio
Common mathematical models are used by investors for prediction of the future state of the financial market lose if the macroeconomic situation gets worse. In this regard, it is desired to build models that minimize losses in the formation of an investment portfolio under the conditions of economic...
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Main Authors: | P.A. Novikov, R.R. Valiev |
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Format: | Article |
Language: | English |
Published: |
Kazan Federal University
2018-06-01
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Series: | Учёные записки Казанского университета: Серия Физико-математические науки |
Subjects: | |
Online Access: | https://kpfu.ru/hidden-markov-models-and-neural-networks-in-403656.html |
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