OPTIMIZATION MODELS AND FORECASTS FOR EFFECTIVE MANAGEMENT OF INVESTMENT PORTFOLIOS

dc.contributor.author	Khaydarov Khumoyun Begmurod o‘g‘li
dc.date.accessioned	2026-01-07T10:45:47Z
dc.date.issued	2026-01-07
dc.description.abstract	Today, one of the most important concerns of investment and financial managers is making prompt and optimal decisions in the presence of large volumes of data and information related to stock and capital markets. In particular, as the level of diversification within investment portfolios increases, it becomes critically important to make sound decisions while taking into account constraints related to expected returns, asset risk levels, liquidity, and other variables.
dc.format	application/pdf
dc.identifier.uri	https://innovateconferences.org/index.php/ic/article/view/570
dc.identifier.uri	https://asianeducationindex.com/handle/123456789/109727
dc.language.iso	eng
dc.publisher	Innovate Conferences
dc.relation	https://innovateconferences.org/index.php/ic/article/view/570/575
dc.rights	https://creativecommons.org/licenses/by/4.0
dc.source	Innovate Conferences; 2026: ICDE -CANADA -JAN; 1-2
dc.subject	Particle swarm optimization, genetic algorithm, artificial neural networks, simulated annealing, Markowitz model, Value at Risk (VaR), Conditional Value at Risk (CVaR), Fuzzy (uncertain) approach
dc.title	OPTIMIZATION MODELS AND FORECASTS FOR EFFECTIVE MANAGEMENT OF INVESTMENT PORTFOLIOS
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/publishedVersion
dc.type	Peer-reviewed Article

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