Open access
Jul 2026
Adaptive Portfolio Optimization Using MVF with Machine Learning Forecasting and Regime Switching: Evidence from LQ45 Stocks
Findings indicate that combining machine-learning-based predictive modelling with adaptive, regime-driven allocation enhances portfolio stability, mitigates extreme losses, and improves risk-return efficiency under dynamic emerging-market conditions.
Fadly Ramdhani, D. Saepudin
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