Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management
The increasing array of financial assets and investment opportunities nowadays is making investors consider new ways of investment portfolio formation and management. Many choose to take advantage of a wide variety of forecasting models in order to enhance investment portfolio performance results. H...
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| Format: | Article |
| Language: | English |
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Sciendo
2025-06-01
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| Series: | Economics and Culture |
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| Online Access: | https://doi.org/10.2478/jec-2025-0009 |
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| _version_ | 1849431654445088768 |
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| author | Brolinska Iryna Žilinskij Grigorij |
| author_facet | Brolinska Iryna Žilinskij Grigorij |
| author_sort | Brolinska Iryna |
| collection | DOAJ |
| description | The increasing array of financial assets and investment opportunities nowadays is making investors consider new ways of investment portfolio formation and management. Many choose to take advantage of a wide variety of forecasting models in order to enhance investment portfolio performance results. However, each forecasting model has its application peculiarities, strengths, weaknesses and distinctive features. This paper offers a methodological basis and evaluation of the application of the ARIMA forecasting model in investment portfolio formation and management. The purpose of the research is to evaluate the effectiveness of ARIMA model predictions in investment portfolio creation and management. |
| format | Article |
| id | doaj-art-903f65e68b1e4e778d6a0277b6f4729d |
| institution | Kabale University |
| issn | 2256-0173 |
| language | English |
| publishDate | 2025-06-01 |
| publisher | Sciendo |
| record_format | Article |
| series | Economics and Culture |
| spelling | doaj-art-903f65e68b1e4e778d6a0277b6f4729d2025-08-20T03:27:35ZengSciendoEconomics and Culture2256-01732025-06-0122110812210.2478/jec-2025-0009Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and ManagementBrolinska Iryna0Žilinskij Grigorij11Vilnius Gediminas Technical University, Vilnius, Lithuania2Vilnius Gediminas Technical University, Vilnius, LithuaniaThe increasing array of financial assets and investment opportunities nowadays is making investors consider new ways of investment portfolio formation and management. Many choose to take advantage of a wide variety of forecasting models in order to enhance investment portfolio performance results. However, each forecasting model has its application peculiarities, strengths, weaknesses and distinctive features. This paper offers a methodological basis and evaluation of the application of the ARIMA forecasting model in investment portfolio formation and management. The purpose of the research is to evaluate the effectiveness of ARIMA model predictions in investment portfolio creation and management.https://doi.org/10.2478/jec-2025-0009investment portfolioarima modelforecastingactive managementg12g17 |
| spellingShingle | Brolinska Iryna Žilinskij Grigorij Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management Economics and Culture investment portfolio arima model forecasting active management g12 g17 |
| title | Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management |
| title_full | Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management |
| title_fullStr | Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management |
| title_full_unstemmed | Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management |
| title_short | Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management |
| title_sort | evaluation of effectiveness of arima model predictions in investment portfolio formation and management |
| topic | investment portfolio arima model forecasting active management g12 g17 |
| url | https://doi.org/10.2478/jec-2025-0009 |
| work_keys_str_mv | AT brolinskairyna evaluationofeffectivenessofarimamodelpredictionsininvestmentportfolioformationandmanagement AT zilinskijgrigorij evaluationofeffectivenessofarimamodelpredictionsininvestmentportfolioformationandmanagement |