MASHINALI O‘RGANISH ALGORITMLARI YORDAMIDA OPTIMAL INVESTITSION PORTFELNI BASHORAT QILISH VA MODELLASHTIRISH
Keywords:
investitsion portfel, mashinali o‘rganish, modellashtirish, bashoratlash, optimal portfel, risk, daromad.Abstract
Ushbu maqolada mashinali o‘rganish algoritmlarining investitsion portfelni boshqarish va bashorat qilishdagi imkoniyatlari chuqur tahlil qilinadi. An'anaviy usullar (Markowitz, CAPM) va ularning cheklovlari bilan bir qatorda, zamonaviy algoritmlar (Lineer regressiya, Random Forest, SVM, K-means, Reinforcement Learning)ning afzalliklari amaliy ma’lumotlar asosida namoyish qilinadi. Python asosidagi modellashtirish orqali optimal portfel shakllantiriladi va uning xavfi hamda kutilayotgan daromadi baholanadi.
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