Empirical Research on Dynamic Asset Allocation Based on Index Hierarchical Structure Algorithm

Fuxiang Yu

2025

Abstract

Empirical research on allocation plays an important role in dynamic asset allocation, but there is the problem of inaccurate empirical positioning. The traditional ant colony algorithm cannot solve the asset research problem in dynamic asset allocation, and the effect is not satisfactory. With the continuous development of the financial market and the diversification of investment needs, how to achieve the optimal allocation of assets in different market environments has become the focus of investors' attention. Traditional asset allocation methods tend to conduct static analysis based on historical data, ignoring the immediate changes in the market and the uncertainty of future trends. To solve this problem, the index hierarchical structure algorithm was developed, which dynamically adjusts the asset portfolio to adapt to market changes and pursue optimal returns. This paper will deeply explore the application of the exponential hierarchical structure algorithm in dynamic asset allocation, and verify its effectiveness through empirical analysis.

Paper Citation

in Harvard Style

Yu F. (2025). Empirical Research on Dynamic Asset Allocation Based on Index Hierarchical Structure Algorithm. In Proceedings of the 3rd International Conference on Futuristic Technology - Volume 1: INCOFT; ISBN 978-989-758-763-4, SciTePress, pages 366-372. DOI: 10.5220/0013543700004664

in Bibtex Style

@conference{incoft25,
author={Fuxiang Yu},
title={Empirical Research on Dynamic Asset Allocation Based on Index Hierarchical Structure Algorithm},
booktitle={Proceedings of the 3rd International Conference on Futuristic Technology - Volume 1: INCOFT},
year={2025},
pages={366-372},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0013543700004664},
isbn={978-989-758-763-4},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 3rd International Conference on Futuristic Technology - Volume 1: INCOFT
TI - Empirical Research on Dynamic Asset Allocation Based on Index Hierarchical Structure Algorithm
SN - 978-989-758-763-4
AU - Yu F.
PY - 2025
SP - 366
EP - 372
DO - 10.5220/0013543700004664
PB - SciTePress