Management of Investment Portfolio of Shares with the Use of Analytical Information Systems

Student: Morozov Mikhail

Supervisor: Andranik Sumbatovich Akopov

Educational Programme: Business Informatics (Master)

Year of Graduation: 2020

In the paper, the modern portfolio theory of investments management with using information and analytical systems is described. During the work execution, the model of portfolio investments management is developed with automated parts on Python. After that, the whole process of portfolio investments management is performed, including the determination of goals and requirements for investments, the selection of assets, the formation and optimization of sub-portfolios, the selection of the most effective and back-testing. As a result, the final portfolio, that meets all the requirements, was received.

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