CONCEPTUAL MODEL OF THE INVESTMENT PORTFOLIO BASED ON THE REGULARIZING BAYESIAN APPROACH

UDC 51.77
DOI: 10.36871/2618-9976.2021.04.004

Authors

Sergeev Alexey Viacheslavovich
Graduate Student, Financial university, Moscow, Russia

Abstract

The article discusses approaches to modeling the profitability of an investment portfolio. The aspects that complicate the practical application of classical models are noted. The use of Bayesian intelligent technologies based on the regularizing Bayesian approach is proposed and substantiated. A conceptual model of investment portfolio profitability is proposed, which consists of three compact solutions. The composite nature of the selected compact sets is substantiated. Compact sets of solutions of the second level are proposed. Compiled tree of compacts.

Keywords

Portfolio return
Investment portfolio model
Regularizing Bayesian approach