title: Ð Ð°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ° Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¾Ð³Ð¾ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Development of automated algorithm to optimize the investment portfolio
Creators: name: ÐÐµÑÑÐ¾Ð², ÐÐ°Ð½Ð¸Ð¸Ð»
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2021
Subjects: Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½ÑÐ¹ Ð¿Ð¾ÑÑÑÐµÐ»Ñ
Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ñ
python 3
Ð¼Ð¾Ð´ÐµÐ»Ñ ÐÐ°ÑÐºÐ¾Ð²Ð¸ÑÐ°
ÑÐ¾Ð½Ð´Ð¾Ð²ÑÐ¹ ÑÑÐ½Ð¾Ðº
Ð°ÐºÑÐ¸Ð¸
investment
portfolio
optimization
markowiz model
stock market
stocks

description: ÐÐ°Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ½Ð¾Ð¹ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐµ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ, ÐµÐ³Ð¾ Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð°ÑÐ¸Ð¸ Ð¿Ð¾ÑÑÐµÐ´ÑÑÐ²Ð°Ð¼ âPython 3â, Ð°Ð¿ÑÐ¾Ð±Ð°ÑÐ¸Ð¸ ÑÑÐ¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð½Ð¾Ð³Ð¾ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð¿ÑÐ¸Ð¼ÐµÐ½ÑÐµÐ¼Ð¾Ð¹ Ðº ÑÐ°Ð·Ð½ÑÐ¼ ÑÐ¸Ð¿Ð°Ð¼ Ð¸Ð½Ð²ÐµÑÑÐ¾ÑÐ¾Ð² Ð¸ Ð¾ÑÐµÐ½ÐºÐ¸ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸. ÐÐ°Ð´Ð°ÑÐ¸, ÐºÐ¾ÑÐ¾ÑÑÐµ ÑÐµÑÐ°Ð»Ð¸ÑÑ Ð² ÑÐ¾Ð´Ðµ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ: 1. ÐÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð¼ÐµÑÐ¾Ð´Ð¾Ð»Ð¾Ð³Ð¸Ð¸ Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ. 2. ÐÐ½Ð°Ð»Ð¸Ð· Ð¼ÐµÑÑÐ¸Ðº, Ð¾Ð¿Ð¸ÑÑÐ²Ð°ÑÑÐ¸Ñ ÑÐ¾ÑÑÐ¾ÑÐ½Ð¸Ðµ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ. 3. ÐÐ·ÑÑÐµÐ½Ð¸Ðµ Ð¼ÐµÑÐ¾Ð´Ð° Ð¸ ÑÐ¿Ð¾ÑÐ¾Ð±Ð° Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð°ÑÐ¸Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ Ð¿Ð¾ÑÑÐµÐ´ÑÑÐ²Ð°Ð¼ âPython 3â. 4. ÐÐ¾ÑÑÑÐ¾ÐµÐ½Ð¸Ðµ Ð¼Ð¾Ð´ÐµÐ»Ð¸ Ð´Ð»Ñ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð±ÐµÐ´ÑÑÑÐµÐ¹ ÑÐµÐ½Ñ Ð·Ð°ÐºÑÑÑÐ¸Ñ Ð°ÐºÑÐ¸Ð²Ð° Ñ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ ÑÐµÑÐ½Ð¾Ð»Ð¾Ð³Ð¸Ð¹ Ð¸ÑÐºÑÑÑÑÐ²ÐµÐ½Ð½Ð¾Ð³Ð¾ Ð¸Ð½ÑÐµÐ»Ð»ÐµÐºÑÐ°. 5. ÐÐ¾ÑÑÑÐ¾ÐµÐ½Ð¸Ðµ Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð½Ð¾Ð³Ð¾ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ. 6. ÐÑÐµÐ´Ð»Ð¾Ð¶ÐµÐ½Ð¸Ðµ Ð¿Ð¾ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÑÐ¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð½Ð¾Ð³Ð¾ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð² ÑÑÐµÑÐµ ÑÐ¸Ð½ÑÐµÑ, ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÑ ÑÑÐ½ÐºÐ¾Ð² Ð¸ Ð¿Ð¾ÑÑÑÐµÐ»ÑÐ½ÑÑ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¹. Ð Ð°Ð±Ð¾ÑÐ° Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð° Ð½Ð° Ð±Ð°Ð·Ðµ Ð¡ÐÐ±ÐÐ£, Ð³Ð´Ðµ ÑÐ¾Ð±Ð¸ÑÐ°Ð»Ð°ÑÑ ÑÐµÐ¾ÑÐµÑÐ¸ÑÐµÑÐºÐ°Ñ Ð¸Ð½ÑÐ¾ÑÐ¼Ð°ÑÐ¸Ñ Ð¸ ÑÐ¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð»Ð¸ÑÑ ÑÐºÑÐ¿ÐµÑÑÐ½ÑÐµ Ð·Ð°ÐºÐ»ÑÑÐµÐ½Ð¸Ñ Ð¿Ð¾ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐ°Ð½Ð½Ð¾Ð³Ð¾ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð°. ÐÑÐ»Ð¸ Ð¸Ð·ÑÑÐµÐ½Ñ Ð¼Ð°ÑÐµÑÐ¸Ð°Ð»Ñ, Ð¿Ð¾Ð·Ð²Ð¾Ð»ÑÑÑÐ¸Ðµ Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð¸ÑÐ¾Ð²Ð°ÑÑ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼ Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ, ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐ°ÑÑ Ð½ÐµÐ¹ÑÐ¾ÑÐµÑÑ Ð¿Ð¾Ð·Ð²Ð¾Ð»ÑÑÑÑÑ ÑÐ¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°ÑÑ Ð±ÑÐ´ÑÑÑÑ ÑÐµÐ½Ñ Ð·Ð°ÐºÑÑÑÐ¸Ñ Ð°ÐºÑÐ¸Ð²Ð°. ÐÑÐ»Ð¸ Ð¿ÑÐ¾Ð¸Ð·Ð²ÐµÐ´ÐµÐ½Ñ Ð¿ÑÐ°ÐºÑÐ¸ÑÐµÑÐºÐ¸Ðµ ÑÐ°Ð±Ð¾ÑÑ Ð¿Ð¾ Ð°Ð½Ð°Ð»Ð¸Ð·Ñ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ Ð¼Ð¾Ð´ÐµÐ»Ð¸ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð¸ Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÐ¸ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ. ÐÐ¾ ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐ°Ð¼ ÑÐ°Ð±Ð¾ÑÑ Ð±ÑÐ»Ð° ÑÐ¾Ð·Ð´Ð°Ð½Ð° Ð¸ Ð°Ð¿ÑÐ¾Ð±Ð¸ÑÐ¾Ð²Ð°Ð½Ð° Ð½ÐµÐ¹ÑÐ¾ÑÐµÑÑ Ð´Ð»Ñ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð±ÐµÐ´ÑÑÑÐµÐ¹ ÑÐµÐ½Ñ Ð·Ð°ÐºÑÑÑÐ¸Ñ, Ð±ÑÐ» ÑÐ¾Ð·Ð´Ð°Ð½ Ð¸ Ð°Ð¿ÑÐ¾Ð±Ð¸ÑÐ¾Ð²Ð°Ð½ Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð½ÑÐ¹ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼ Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ. ÐÑÐ¾Ð¼Ðµ ÑÐ¾Ð³Ð¾, Ð±ÑÐ»Ð¸ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ñ Ð´ÐµÐ¹ÑÑÐ²Ð¸Ñ Ð¿Ð¾ Ð²Ð½ÐµÐ´ÑÐµÐ½Ð¸Ñ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐ°Ð½Ð½Ð¾Ð¹ ÑÐµÑÐ½Ð¾Ð»Ð¾Ð³Ð¸Ð¸ Ð² ÑÑÑÐµÑÑÐ²ÑÑÑÑÑ ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ñ Ð² ÑÑÐµÑÐµ ÑÑÐµÐ¹Ð´Ð¸Ð½Ð³Ð° Ð¸ ÑÐ¸Ð½ÑÐµÑÐ°.
description: This work is devoted to the complex development of algorithm of optimizing an investment portfolio, its optimization with the use of Â«Python 3Â», approbation of formed technology, applied to the various types of investors and evaluating its effectiveness. The following goals were set: 1. Research of the methodology of optimizing an investment portfolio. 2. Analysis of metrics, which are used to describe the current condition of the investment portfolio. 3. Research of methodology to automize the algorithm of optimization with the use of Â«Python 3Â». 4. Building the model to predict future closing price of the assets with the use of artificial intelligent. 5. Developing automated algorithm of optimizing an investment portfolio. 6. Proposition of using developed technology in the area of fintech, stocks market and investment portfolio. The work was carried out on the basis of SPBPU, where theoretical information was collected and processed. The expert opinions were formed on effective use of the formed algorithm. Were learned materials about automating several financial analysis tools, has been developed neuro-network for predicting closing stock price. Accurate of the prediction model has been tested and profit of the algorithm has been investigated. Based on the results of the work, a neural network was created and tested to predict the downward closing price, an automated algorithm for optimizing the investment portfolio was created and tested. In addition, actions were taken to introduce the developed technology into an existing company in the field of trading and fintech.