Tổng quan ngắn gọn về các kỹ thuật tối ưu hóa danh mục đầu tư

Artificial Intelligence Review - Tập 56 - Trang 3847-3886 - 2022
Abhishek Gunjan1, Siddhartha Bhattacharyya2
1Christ Deemed to be University, Bangalore, India
2Rajnagar Mahavidyalaya, Birbhum, India

Tóm tắt

Tối ưu hóa danh mục đầu tư luôn là một thách thức trong lĩnh vực tài chính và quản lý. Tối ưu hóa danh mục đầu tư hỗ trợ trong việc lựa chọn các danh mục đầu tư trong tình huống thị trường biến động. Trong bài báo này, chúng tôi xem xét các phương pháp cổ điển, thống kê và thông minh khác nhau được sử dụng trong tối ưu hóa và quản lý danh mục đầu tư. Một nghiên cứu ngắn gọn được thực hiện để hiểu tại sao danh mục đầu tư lại quan trọng đối với bất kỳ tổ chức nào và cách các tiến bộ gần đây trong học máy và trí tuệ nhân tạo có thể hỗ trợ các nhà quản lý danh mục đầu tư đưa ra quyết định đúng đắn liên quan đến việc phân bổ danh mục đầu tư. Một nghiên cứu so sánh về các kỹ thuật khác nhau, lần đầu tiên được thực hiện, được trình bày trong bài báo này. Chúng tôi cũng cố gắng tổng hợp các kỹ thuật cổ điển, thông minh và lấy cảm hứng từ lượng tử có thể được áp dụng trong tối ưu hóa danh mục đầu tư.

Từ khóa

#tối ưu hóa danh mục đầu tư #học máy #trí tuệ nhân tạo #quản lý tài chính #kỹ thuật tối ưu hóa

Tài liệu tham khảo

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