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  5. Agent-based simulation model of investment portfolio

Agent-based simulation model of investment portfolio

S.G. Kiyko, Ye.A. Druzhinin
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We consider the agent-based simulation model of companies portfolio management which using the mechanism of splitting of the search space and evolutionary modeling allows using to make the optimization portfolio in order to achieve the investment objectives of the enterprise and financing of development programs.
Keywords: investment portfolio, agent model, evolutionary modeling