Proceedings of the International Conference on Sustainable Computing and Artificial Intelligence (ICSCAI 2025)

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Resilient Portfolio Strategies and Risk Dynamics in Digital Financial Markets During Global Uncertainty

Authors
Priyanka Muppuri1, *
1Department of Computer Science and Engineering, California State University, Los Angeles, CA, USA
*Corresponding author. Email: priyankamuppuri92@gmail.com
Corresponding Author
Priyanka Muppuri
Available Online 28 May 2026.
DOI
10.2991/978-94-6239-674-6_29How to use a DOI?
Keywords
Portfolio Optimization; Minimum Variance Portfolio; Sharpe ratio; Digital Financial Markets; Risk Management; COVID-19 Market Volatility
Abstract

The objective of this study is to carry out a systematic investigation of risk-optimized portfolio models in digital financial ecosystems, during the 2020 pandemic crisis. This paper uses computational frameworks to estimate digitally available market data. We investigate performance of minimum variance and maximum risk-adjusted return portfolios against typical equally weighted benchmarks. The research suggests that return maximization comes at the expense of risk minimization in stressed market conditions, implying difficulties in always making money. The findings of this paper contribute to the further development of algorithmic asset management methods that can help create resilient digital finance strategies to cope with systemic market disruptions.

Copyright
© 2026 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the International Conference on Sustainable Computing and Artificial Intelligence (ICSCAI 2025)
Series
Advances in Engineering Research
Publication Date
28 May 2026
ISBN
978-94-6239-674-6
ISSN
2352-5401
DOI
10.2991/978-94-6239-674-6_29How to use a DOI?
Copyright
© 2026 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Priyanka Muppuri
PY  - 2026
DA  - 2026/05/28
TI  - Resilient Portfolio Strategies and Risk Dynamics in Digital Financial Markets During Global Uncertainty
BT  - Proceedings of the International Conference on Sustainable Computing and Artificial Intelligence (ICSCAI 2025)
PB  - Atlantis Press
SP  - 334
EP  - 348
SN  - 2352-5401
UR  - https://doi.org/10.2991/978-94-6239-674-6_29
DO  - 10.2991/978-94-6239-674-6_29
ID  - Muppuri2026
ER  -