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Формирование инвестиционного портфеля на российском рынке акций при помощи непараметрического метода - искусственных нейронных сетей (Constructing of Optimal Portfolio on Russian Stock Market Using Nonparametric Method - Artificial Neural Network)
Buyanova, Elena - 2018
constructed optimal portfolio with average return on 8% higher than market portfolio with the same risk during period Jan. 2015 … nonparametric method (CART) by solving utility maximization problem of investors with different value of coefficient of risk …
Persistent link: https://www.econbiz.de/10012929414
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Формирование инвестиционного портфеля на российском рынке акций при помощи непараметрического метода - дерева решений (Constructing of Optimal Portfolio on Russian Stock Market Using Nonparametric Method - Classification and Regression Tree)
Buyanova, Elena - 2017
constructed optimal portfolio with average return on 7% higher than market portfolio with the same risk. It should be mentioned …, hence, have less risk. Therefore we use another definition of optimal portfolio: optimal portfolio is the portfolio with … certain risk which return is not less than the return of market portfolio with the same risk.Also in this research we …
Persistent link: https://www.econbiz.de/10012943296
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Российский рынок акций в 2021 г. и в начале 2022 г. (Russia’s Shares Market in 2021 and in Early 2022)
Abramov, A. E.; Kosyrev, Andrey; Radygin, Alexander; … - 2022
companies as one of the most profitable and volatile markets in the world. The involvement of millions of private investors in …
Persistent link: https://www.econbiz.de/10013293464
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"Černye dyry" bankovskoj sistemy: kak bankiry minirujut Rossiju
Katasonov, Valentin Jurʹevič - 2018
Persistent link: https://www.econbiz.de/10011789230
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"Cifrovizacija Evrazii" : novye perspektivy ėkonomičeskogo sotrudničestva i razvitija : meždunarodnaja naučnaja konferencija : Moskva, 28 nojabrja 2018 goda
Afoncev, Sergej Aleksandrovič (ed.); Belova, L. G. (ed.) - Meždunarodnaja naučnaja konferencija "Cifrovizacija …; … - 2019
Persistent link: https://www.econbiz.de/10012010298
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Rynki kapitala i kriptoaktivov: trendy i povedenie investorov : monografija
Michajlov, A. Ju. - Finansovyj Universitet - 2020
Persistent link: https://www.econbiz.de/10012155397
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Mirovoj finansovyj rynok i Rossija ; Tom 1
Zvonova, E. A. (ed.); Glebova, A. G. (ed.) - Finansovyj Universitet - 2021
Persistent link: https://www.econbiz.de/10012589221
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Meždunarodnye ėkonomičeskie otnošenija : realii, vyzovy i perspektivy : monografija
Revenko, Lilija Sergeevna (ed.) - Russland / Ministerstvo Inostrannych Del; Moskovskij … - 2019
Persistent link: https://www.econbiz.de/10012206115
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Osnovy rossijskogo rynka kriptovaljut : monografija
Galanov, V. A.; Perepelica, D. G.; Čeluchina, H. F.; … - Rossijskij ėkonomičeskij universitet imeni G. V. … - 2020
Persistent link: https://www.econbiz.de/10012176008