Help with an algorithm for the financial markets

Revision en1, by kakashi., 2021-02-02 22:37:00

Hi, Codeforces!

A friend of mine came to me with a very interesting problem that I wasn't able to figure out. The idea is: he have the the holdings positions of a portfolio of stocks (i.e. x% in stock A, y% in stock B, z% in stock C, etc) but this database is outdated by a couple of months. But he have daily data about change in percentage points of the whole portfolio and, of course, the variations of all the stocks in the market. So, the goal is to, based on these data points, to get an estimate of the current composition of the portfolio.

Any ideia of how I should proceed?

Thanks!

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en1 English kakashi. 2021-02-02 22:37:00 647 Initial revision (published)