Science – Future of Lithuania / Mokslas – Lietuvos Ateitis, Vol 9, No 2 (2017)

Comparative Analysis of Investment Decision Models

Ieva Kekytė (Vilnius Gediminas Technical University, Lithuania)
Viktorija Stasytytė (Vilnius Gediminas Technical University, Lithuania)


Rapid development of financial markets resulted new challenges for both investors and investment issues. This increased demand for innovative, modern investment and portfolio management decisions adequate for market conditions. Financial market receives special attention, creating new models, includes financial risk management and investment decision support systems.Researchers recognize the need to deal with financial problems using models consistent with the reality and based on sophisticated quantitative analysis technique. Thus, role mathematical modeling in finance becomes important. This article deals with various investments decision-making models, which include forecasting, optimization, stochatic processes, artificial intelligence, etc., and become useful tools for investment decisions.

Article in: Lithuanian

Article published: 2017-06-02

Keyword(s): investment; decision-making models; stock market; portfolio; data analysis; forecasting.

DOI: 10.3846/mla.2017.1023

Full Text: PDF pdf

Science – Future of Lithuania / Mokslas – Lietuvos Ateitis ISSN 2029-2341, eISSN 2029-2252
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 License.