АДАПТИВНОЕ ПРИМЕНЕНИЕ МОДЕЛЕЙ ПОРТФЕЛЬНОГО ИНВЕСТИРОВАНИЯ В ЗАДАЧАХ ТЕХНИЧЕСКОГО АНАЛИЗА НА ФРАКТАЛЬНОМ РЫНКЕ

Abstract

The article is devoted to the search for improved and new approaches to building an investment portfolio that brings maximum profitability. To this end, calculations were carried out and compared with each other to build the Markowitz investment portfolio, a portfolio based on a probabilistic binary choice model, and a portfolio using the adaptation mechanism under the conditions of the fractal market hypothesis. The results of experimental calculations also confirmed that these assumptions are valid for shares of various echelons and companies whose activities relate to various fields.