Financial portfolio: optimization and technology of "structural choice"

This report is devoted to the problem of choosing the structure of financial investments in a portfolio of financial assets, and shows the effect of ambiguity in decisions in the case of maximizing income or minimizing risk. The purpose of this study is to demonstrate the characteristic points at which the amount of income and risk are the same for different structures of financial resource allocation. In this case, making decisions without additional criteria becomes a major problem. Its solution is possible according to additional criteria, in particular, using artificial intelligence models when applying the results of the income maximization and risk minimization models. The research methodology consists of financial portfolio theory and optimization models, as well as artificial intelligence models. The result of this research is a breakdown of the optimization algorithm by introducing artificial intelligence models capable of analyzing a choice at specific points, when the result is not obvious and it is not possible to make an unambiguous decision. Thus, it is possible to obtain scenarios within the framework of the application of new financial technologies for decision-making in the field of financial resource allocation. Artificial intelligence has the function of weighing constraints within the framework of conditional optimization and making a fundamental choice between decision-making criteria, since the latter will depend on the criteria under consideration. Understanding how this will work is a challenge for future developers of artificial intelligence systems, but the current limitations of portfolio selection should undoubtedly be included in its research.