Тип публикации: доклад, тезисы доклада, статья из сборника материалов конференций
Конференция: International Conference on Finance, Economics, Management and IT Business (FEMIB 2024); Ekaterinburg; Ekaterinburg
Год издания: 2025
Идентификатор DOI: 10.63550/ICEIP.2025.79.63.001
Ключевые слова: Markowitz model, artificial intelligence, machine learning, portfolio optimization, automation, investments, risk management
Аннотация: Modern financial markets immerse analysts in a whirlwind of vast data volumes, rapid changes, and high uncertainty. These conditions necessitate more flexible approaches than traditional methods. This paper explores the application of artificial intelligence (AI) systems for automating processes related to the Markowitz model in thПоказать полностьюe context of big data analysis. Central to the study is the LSTM machine learning algorithm, which can more accurately predict asset returns and optimize portfolios. The presented results demonstrate that integrating AI significantly enhances adaptability and efficiency in risk management in turbulent market environments.
Журнал: International Conference on Finance, Economics, Management and IT Business (FEMIB 2024)
Номера страниц: 562-566
Место издания: Ekaterinburg