Journals
Books
Articles by keyword portfolio
Data mining on the quality of loan programs with the use of neuro-fuzzy network
L.R. Chernyakhovskaya, K.S. Gendel, E.R. Gareeva
Portfolio optimization Factoring Company, including consolidated risk
E.V. Semina - Post-graduate Student, Department of Applied Mathematics, Moscow State University of Eco-nomics, Statistics and Informatics. E-mail: semina_elisaveta@mail.ru
Portfolio optimization with machine learning

M.V. Khramtsov1, R.A. Kochkarov2, A.A. Rylov3

1−3 Financial University under the Government of the Russian Federation (Moscow, Russia)

1 maks_future@mail.ru, 2 rkochkarov@fa.ru, 3arylov@fa.ru

Modeling of multidimensional asset structure in the portfolio optimization based on copulas

U.A. Bachaev1, N.V. Grineva2

1 National Research University Higher School of Economics (HSE) (Moscow, Russia)

2 Financial University under the Government of the Russian Federation (Moscow, Russia)

1 uabachaev@edu.hse.ru, 2 ngrineva@fa.ru

Securities portfolio management: finding an effective boundary

M.V. Dobrina1

1 Financial University under the Government of the Russian Federation (Moscow, Russia)

1 MVDobrina@fa.ru;dobrina_mv@mail.ru