The study aims to develop a dynamic model for the management of a strategic investment portfolio, taking into account the impact of crisis processes on asset value. A mathematical model of a dynamic portfolio strategy is developed, and guidelines for framing a long-term investment strategy based on the current state of the investment market are formalized. An efficient method of long-term ensemble forecasting to increase the accuracy of predicting financial time series is elaborated. A methodology for constructing and rebalancing a dynamic strategic investment portfolio based on a changing portfolio strategy that results from assessing the current market state and forecast is developed. The obtained strategic portfolio model has been estimated empirically based on historical data and its rate-of-return characteristics have been compared with those of the existing conventional models used in strategic investment.

中文翻译：

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制定适应市场形势变化的投资策略理念

该研究旨在开发一个管理战略投资组合的动态模型，同时考虑到危机过程对资产​​价值的影响。开发了动态投资组合策略的数学模型，并根据投资市场的当前状态制定了制定长期投资策略的指南。阐述了一种有效的长期集合预测方法，以提高预测金融时间序列的准确性。开发了一种用于构建和重新平衡动态战略投资组合的方法，该方法基于评估当前市场状态和预测的不断变化的投资组合策略。