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Applied Mathematics and Nonlinear Sciences
Volume 10 (2025): Issue 1 (January 2025)
Open Access
A study of the dynamic portfolio adjustment model based on the Markov decision process
Jiazhuo Wang
Jiazhuo Wang
Dalian Municipal Committee of the Communist Youth League
China
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Wang, Jiazhuo
and
Xiaohui Yang
Xiaohui Yang
Business School of Qilu University of Technology
Jinan, China
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Yang, Xiaohui
Feb 27, 2025
Applied Mathematics and Nonlinear Sciences
Volume 10 (2025): Issue 1 (January 2025)
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Published Online:
Feb 27, 2025
Received:
Sep 20, 2024
Accepted:
Jan 21, 2025
DOI:
https://doi.org/10.2478/amns-2025-0117
Keywords
Markov decision process
,
State transfer matrix
,
Transfer probability
,
Asset weights
,
Investment portfolio;
© 2025 Jiazhuo Wang et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
