Building an investment portfolio from virtual currencies using linear programming
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Abstract
The highlight of this study is in improving the investment portfolio consisting of virtual currencies by applying common programming techniques. In the absence of the underlying currency market developing dynamically, joint programming offers progressive progress, organized and objective, building dynamic activities aimed at maximizing actions or minimizing the number with defined residuals. Because this study is a group of currencies used in circulation and fame in the advanced currency market, the sample exceeded twelve currencies traded in the currency market from 1/1/2019-12/31/2022. The search begins for a comprehensive data set for currencies to find historical forecast data and market trends. And risk factors. Key phone attributes such as experience, skill and diversification must then be taken into account in formulating a linear design model. Possibility to introduce constraints to reflect method constraints, including investment limits, diversification tolerances, and market regulations. The optimization process is performed using relevant financial parameters, allowing the selection of the necessary options that wish to achieve their objectives.
The results of this research contribute to the field of virtual currency investment by providing a framework for how to build a bank. The application of cross-programming provides investors with the importance of diversification among the underlying currency market risks, as there is diversification between multiple and multiple credit scores. Additionally, the study highlights traditional intelligence models' ability to adapt to an evolving market, making them valuable tools for non-traditional investment adaptations.
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