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Journal articles on the topic 'Investment analysis – Mathematical models'

Author: Grafiati

Published: 4 June 2021

Last updated: 29 January 2023

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1

Kekytė, Ieva, and Viktorija Stasytytė. "Comparative Analysis of Investment Decision Models." Mokslas - Lietuvos ateitis 9, no. 2 (June 2, 2017): 197–208. http://dx.doi.org/10.3846/mla.2017.1023.

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Rapid development of financial markets resulted new challenges for both investors and investment issues. This increased demand for innovative, modern investment and portfolio management decisions adequate for market conditions. Financial market receives special attention, creating new models, includes financial risk management and investment decision support systems.Researchers recognize the need to deal with financial problems using models consistent with the reality and based on sophisticated quantitative analysis technique. Thus, role mathematical modeling in finance becomes important. This

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Hasanov, Niyazi, Tokhtaposha Akbulaeva, Kamal Ahmadov, and Akram Hasanzadeh. "Application of Management Based on Mathematical Models to Solve Investment Strategy Problems." WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 19 (May 6, 2022): 1130–39. http://dx.doi.org/10.37394/23207.2022.19.99.

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This article analyzes the emergence of large investment opportunities for the development of different areas of the economy in the context of political and economic changes in a competitive environment of the market economy and its relevance shows itself in the underdevelopment of risk analysis and its experimental methodology with the need to improve quality of investment activity, as well as project decision making, the contradictions between the possibility and impossibility of achieving the planned outcome and application of management based on mathematical models to solve investment strat

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B. B. Akhmetov, V. A. Lakhno, A. B. Adranova, L. M. Kydyralina, and L. D. Pliska. "ANALYSIS OF MATHEMATICAL MODELS OF INVESTMENT STRATEGIES IN THE UNIVERSITY ON CYBER SECURITY SYSTEMS." BULLETIN 1, no. 383 (February 15, 2020): 128–39. http://dx.doi.org/10.32014/2020.2518-1467.16.

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The article provides an overview and analysis of mathematical models for choosing investment strategies in cybersecurity systems of informatization objects (IO) as a particular example of educational information systems (IS). The purpose of the work is the analysis and comparison of known and new investment models for the IO protection. It is shown that previous researches have often purely economic nature and do not take into account the trends relating to the introduction of innovative information technologies in the control and decision-making procedures of the IO cybersecurity tasks. It is

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Yarygina, I. Z., V. B. Gisin, and B. A. Putko. "Fractal Asset Pricing Models for Financial Risk Management." Finance: Theory and Practice 23, no. 6 (December 24, 2019): 117–30. http://dx.doi.org/10.26794/2587-5671-2019-23-6-117-130.

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The article presents the analysis findings of the problems and prospects of using the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The aim of the article is to find out the features of value of bank assets and to develop recommendations for assessing financial risks based on mathematical methods for forecasting economic processes. Theoretical and empirical research methods were used to achieve the aim. The article reveals the features of mathematical modeling of economic processes related to asset pricing in a vo

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Csesznik, Zoltán, Sándor Gáspár, Gergő Thalmeiner, and Zoltán Zéman. "Examining the effectiveness of fundamental analysis in a long-term stock portfolio." Economic Annals-ХХI 190, no. 5-6(2) (July 10, 2021): 119–27. http://dx.doi.org/10.21003/ea.v190-11.

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Over the past decade, a number of modern and sophisticated methods have been developed to optimize the composition of equity portfolios. Most of these methods are based on complex mathematical or financial modelling. Less emphasis has been placed on companies’ internal data, while in recent years external data have become increasingly important. However, for long-term investments, the dominance of external data is not necessarily an efficient way to construct an appropriate portfolio. In this paper, we highlight the phenomenon that complex mathematical models, the based on simpler fundamental

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Ertek, Gurdal, Aysha Al-Kaabi, and Aktham Issa Maghyereh. "Analytical Modeling and Empirical Analysis of Binary Options Strategies." Future Internet 14, no. 7 (July 6, 2022): 208. http://dx.doi.org/10.3390/fi14070208.

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This study analyzes binary option investment strategies by developing mathematical formalism and formulating analytical models. The binary outcome of binary options represents either an increase or a decrease in a parameter, typically an asset or derivative. The investor receives only partial returns if the prediction is correct but loses all the investment otherwise. Mainstream research on binary options aims to develop the best dynamic trading strategies. This study focuses on static tactical easy-to-implement strategies and investigates the performance of such strategies in relation to pred

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Ustinovichius, Leonas. "DETERMINATION OF EFFICIENCY OF INVESTMENTS IN CONSTRUCTION." International Journal of Strategic Property Management 8, no. 1 (March 31, 2004): 25–43. http://dx.doi.org/10.3846/1648715x.2004.9637505.

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Decision making is associated with ranking problems aimed to obtain a set of preference order of solutions. People can make mistakes choosing the best object for investments. Due to high cost of such mistakes, such a choice should be well founded. A major goal of paper is to develop a theoretical basis for creating a decision support system aimed to increase building construction and reconstruction investment efficiency by applying multiattribute decision making approaches and mathematical modelling. To achieve the goal, the following problems have to be solved: to analyse new models currently

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Maslyuk, Iryna, and Hanna Maslyuk. "MODERNIZATION OF THE STAGES OF ECONOMIC AND MATHEMATICAL MODELING OF THE DEVELOPMENT OF COMPONENT INVESTMENT POTENTIAL OF AGRICULTURAL PRODUCTION OF UKRAINE." Scientific bulletin of Polissia, no. 2(23) (2021): 6–15. http://dx.doi.org/10.25140/2410-9576-2021-2(23)-6-15.

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Abstract. The article analyzes the conceptual foundations for modeling the development of the components of the investment potential of agricultural production, which make it possible to comprehensively evaluate the relevant indicators in order to timely determine, for agricultural entities, priority investment-attractive innovative projects for the future development of the production sphere.It also reflects the development of forecasting models among the mathematical and economic apparatus, which are based on the determination of the stochastic relationship between indicators of trend and cl

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Alhabeeb, M. J. "Comparative Analysis of the Traditional Models for Capital Budgeting." International Journal of Marketing Studies 8, no. 6 (November 11, 2016): 16. http://dx.doi.org/10.5539/ijms.v8n6p16.

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<p>Financial decision making for investing firms requires metric tools for comparison and analysis. The managerial choice among many investment alternatives with complex possibilities has made it easier to rely on the now more advanced computer programs of simulation that considers the uncertainty and stochastic changes in the cash flow and risk levels. The major drawback here, especially in the academic world, is the increasing dependency on software and departing from the underlying mathematical reasoning that is most practically fathomed by the manual problem solving. This paper goes

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Zotov, Vladimir Mikhailovich. "Investment planning of innovative activity." LAPLAGE EM REVISTA 7, no. 3D (October 13, 2021): 302–7. http://dx.doi.org/10.24115/s2446-6220202173d1721p.302-307.

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The purpose of the study in this case is to develop methods for modeling processes aimed at ensuring investment planning of innovative activities of the enterprise. The methodological basis of the research is the adaptation of technological networks to the methods of financial and resource planning. In parallel, the corresponding mathematical apparatus was developed. It became clear that the activities of the company's department dealing with innovation management have to base on the principles of project management. The research based on the analysis of the process aimed at creating or acquir

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Pilko, A. D., and L. R. Trukhym. "The Perspective Directions of Modeling the Processes of Estimation and Analysis of Investment Component of the Socio-Economic Development of Region." Business Inform 10, no. 525 (2021): 116–21. http://dx.doi.org/10.32983/2222-4459-2021-10-116-121.

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The publication is devoted to highlighting the results of the study of the existing practice of evaluating and analyzing the indicators that determine and characterize investment processes at the regional level. The carried out analysis of available methods of assessment of the investment climate of region showed that quite often in the process of research a number of factors are not taken into account, which, under other equal conditions, can become pivotal in the process of deciding whether to invest or abandon such an intention. It is proved that the size and efficiency of use of the invest

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Zhuk, Tetyana. "Mathematical Models of Reinsurance." Mohyla Mathematical Journal 3 (January 29, 2021): 31–37. http://dx.doi.org/10.18523/2617-70803202031-37.

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Insurance provides financial security and protection of the independence of the insured person. Its principles are quite simple: insurance protects investments, life and property. You regularly pay a certain amount of money in exchange for a guarantee that in case of unforeseen circumstances (accident, illness, death, property damage) the insurance company will protect you in the form of financial compensation.Reinsurance, in turn, has a significant impact on ensuring the financial stability of the insurer. Because for each type of insurance there is a possibility of large and very large risks

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Ivanyuk, Vera. "Proposed Model of a Dynamic Investment Portfolio with an Adaptive Strategy." Mathematics 10, no. 23 (November 22, 2022): 4394. http://dx.doi.org/10.3390/math10234394.

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This article covers a set of models and methods of portfolio investment which help adapt modern economic and mathematical instruments of portfolio investment to the current financial market situation. The main hypotheses serve as a basis for the adaptive dynamic investment portfolio. The experimental analysis shows that the adaptive dynamic investment strategy is more beneficial than classical approaches. The advantage of the adaptive strategy is that it is based on forecast data, whereas classical strategies focus only on historical data.

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Markova, Olga Mikhailovna. "Application of mathematical modeling in creating investment portfolio of commercial bank." Vestnik of Astrakhan State Technical University. Series: Economics 2019, no. 4 (December 16, 2019): 112–19. http://dx.doi.org/10.24143/2073-5537-2019-4-112-119.

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The article touches upon the most urgent problem of creating the stock portfolio  of a commercial bank, where studying the strategies and tools of the bank’s investment activity and using mathematical models for its assessment help to identify the relationship between profitability and the risk of investing in securities. As a result of applied analysis and modeling of the portfolio structure, the optimal portfolio option is selected, which corresponds to a given level of risk and profitability, as well as to the investment strategy chosen by the bank. There has been analyzed the portfol

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Moskvichev, O. V., and E. E. Moskvicheva. "System analysis of mathematical models of placement of transport and logistics facilities of different levels." RUSSIAN RAILWAY SCIENCE JOURNAL 81, no. 3 (September 22, 2022): 267–76. http://dx.doi.org/10.21780/2223-9731-2022-81-3-267-276.

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Introduction. The formation of an overarching network of nodal freight multimodal transport and logistics centres in the Russian Federation and organisation of high-speed freight traffic on schedule on its basis requires the development of science-based proposals for the creation or modernisation of the corresponding regional transport and logistics infrastructure. One of the most important tasks in the implementation of this project in the context of limited investment resources is the correct justification of the number and choice of locations for the transport and logistics centres of the o

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CHIANGLIN, CHIEH YOW, TSUNG CHIH LAI, and PO LUNG YU. "LINEAR PROGRAMMING MODELS WITH CHANGEABLE PARAMETERS — THEORETICAL ANALYSIS ON "TAKING LOSS AT THE ORDERING TIME AND MAKING PROFIT AT THE DELIVERY TIME"." International Journal of Information Technology & Decision Making 06, no. 04 (December 2007): 577–98. http://dx.doi.org/10.1142/s0219622007002745.

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Corporate competence sets can be expanded through capital investment and be dynamically changed overtime, which can explain the phenomenon of "taking loss at the ordering time and making profit at the time of delivery". Such phenomenon has existed in practice for a long time, but there are no mathematical model that can explain it adequately. This paper utilizes multiple criteria and multiple constraint levels linear programming (MC2LP) model and its extended techniques to explore the linear programming models with changeable parameters. The parameters include: unit profit, available resources

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Sofiko Dzhvarsheishvili, Sofiko Dzhvarsheishvili. "Developing Tendencies of Foreign Direct Investments." New Economist 16, no. 03 (January 28, 2022): 41–47. http://dx.doi.org/10.36962/nec62-6303-042021-41.

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The formation process of foreign direct investment theories began in the second half of the twentieth century, it was period that the importance of foreign direct investment (FDI) in international capital movement increased, and this period was characterized by the rapid growth of multinational enterprises, which, in turn, is a major source of FDI. Scientific and technological progress has become the basis for decisions of transnational companies to invest capital in to different parts of the world and to coordinate and control its many branches from one country. During this period scientists

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Байкадам, Асылзат Наурызбаевна. "MECHANISM OF MANAGEMENT OF INVESTMENT AND INNOVATIVE PROJECTS." UCHENYY XXI VEKA, no. 8 (October 30, 2022): 59–61. http://dx.doi.org/10.15350/24103586.2022.8.59-61.

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The present article represents introduction to the organizational mechanisms of management of projects – procedures of acceptance administrative decisions, based on development and the analysis of the mathematical models of organizational management of projects. General information about management of projects is given in the present article. Including – classification of projects; specifics of management of portfolios of projects in the organization. Such sections of the theory of management of projects, as are briefly described: calendar and network planning and management, "methodology" of

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Lokhman, N., T. Beridze, Z. Baranik, I. Dashko, and S. Tkachenko. "Modeling of investment impacts on industrial enterprise profits." Naukovyi Visnyk Natsionalnoho Hirnychoho Universytetu, no. 4 (August 30, 2022): 151–55. http://dx.doi.org/10.33271/nvngu/2022-4/151.

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Purpose. To build economic and mathematical model of impacts of investment from internal sources on the profit of an industrial enterprise. Methodology. An economic and mathematical model of enterprise operations is built to enable development of methods for analyzing the impact of the internal investment amount on the profit of an industrial enterprise through considering specific features of its operation. The research involves methodological principles of economic cybernetics, namely the representation of the enterprise as a multipolar object with an unknown structure. Application of the sy

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Nechyporuk, O. V. "The Investment Attractiveness of Economic Activities in the Regions of Ukraine." Business Inform 5, no. 520 (2021): 169–74. http://dx.doi.org/10.32983/2222-4459-2021-5-169-174.

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The article is aimed at studying the investment attractiveness of types of economic activity in the regions of Ukraine, determining the impact of factor values (of types of economic activity) on the volume of products sold. As a result of the study, a methodical approach to the analysis and determination of investment attractiveness of types of economic activity in the regions of Ukraine is developed; the influence of factor values (of types of economic activity) on the volume of products sold is determined, the main ones are distinguished by means of correlation analysis and the significance

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Gelrud, Yakov, and Cui Jiangan. "ECONOMIC SECURITY OF INNOVATION AND INVESTMENT PROJECTS." Bulletin of the South Ural State University series "Economics and Management" 16, no. 1 (2022): 107–15. http://dx.doi.org/10.14529/em220110.

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The economic security of innovation and investment projects is ensured by the analysis of possible risks and measures to reduce or eliminate them. This article discusses the types of innovation and investment risks and the measures to neutralize them. The proposed mathematical models and methods are designed to effectively manage innovation and investment projects at all stages of their planning and development. For each variant under consideration, the specific conditions to which the proposed model should be adequate are determined, and the corresponding methods for solving the formulated mu

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Xu, Xiaodong, and Huifeng Xu. "Investment-internal capital sensitivity, investment-cash flow sensitivity and dividend payment." China Finance Review International 9, no. 2 (May 20, 2019): 183–207. http://dx.doi.org/10.1108/cfri-06-2017-0103.

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Purpose On the basis of principal-agent and financing constraints theories, the purpose of this paper is to construct a unified research framework via mathematical models and to provide a logical and consistent explanation of the contradictory discovery of the relationship between dividend payment and I-CFO in the previous literature. Design/methodology/approach Establishing the economic mathematical models, this paper uses the comparative static analysis to figure out the equilibrium results, to further testify the conclusions, the authors initiate the empirical tests to make the discussion m

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Hasbullah, Hasbullah, and Mohamad Nasir. "Pricing of Medical Instrument Products for Domestic Production through Investment Feasibility Analysis." ComTech: Computer, Mathematics and Engineering Applications 12, no. 1 (April 28, 2021): 9–18. http://dx.doi.org/10.21512/comtech.v12i1.6605.

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Pricing products is an important factor to penetrate the Indonesian market successfully. Since Indonesia’s medical device products market has more than 90% import, local production companies must be competitive in price. The current pricing approach relies on the cost of sold goods, profit margin, and cost. Hence, a new pricing model is needed. The price from the new model must be better than the current price from the conventional pricing approach. The research aimed to formulate a pricing model for local medical device products that the market could accept and provide a framework model in lo

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Odinokov, V. I., E. A. Dmitriev, A. I. Evstigneev, A. V. Sviridov, and E. P. Ivankova. "Choice of materials properties and of shell molds structure by investment models." Izvestiya. Ferrous Metallurgy 63, no. 9 (November 16, 2020): 742–54. http://dx.doi.org/10.17073/0368-0797-2020-9-742-754.

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The paper presents a mathematical model optimizing the choice of material and morphological structure of the shell mold (SM), which has the highest resistance to cracking when pouring liquid metal into it. To solve this problem, the theory of small elastoplastic deformations and the heat equation, as well as proven numerical methods, were used. The objective function min – max was constructed from control variables characterizing the properties of the molding material of the shell. The process of heating an axisymmetric shell mold was considered when pouring liquid metal into it. The resistanc

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Velychko, Volodymyr, Evgeniy Grytskov, and Dmytriy Prunenko. "ECONOMIC AND MATHEMATICAL MODELING OF INVESTMENT ATTRACTIVENESS OF CONSTRUCTION ENTERPRISES IN THE SYSTEM OF STAKEHOLDER RELATIONS." Baltic Journal of Economic Studies 6, no. 4 (November 13, 2020): 56–65. http://dx.doi.org/10.30525/2256-0742/2020-6-4-56-65.

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The relevance of the process of implementation of economic and mathematical model of investment attractiveness of the construction enterprise in the stakeholder relation system is proved. The results of the analysis of the theoretical provisions for determining investment attractiveness and stakeholders of construction enterprises are presented. An economic and mathematical model for the formation of stakeholder groups in the system of relations with construction enterprises is proposed. A system of information and analytical support for an integrated assessment of the level of stakeholder rel

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Peng, Yichen, Jing Zhou, Qiang Xu, and Xiaoling Wu. "Cost Allocation in PPP Projects: An Analysis Based on the Theory of “Contracts as Reference Points”." Discrete Dynamics in Nature and Society 2014 (2014): 1–6. http://dx.doi.org/10.1155/2014/158765.

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In recent years, the demand for infrastructure has been largely driven by the economic development of many countries. PPP has proved to be an efficient way to draw private capital into public utility construction, where ownership allocation becomes one of the most important clauses to both the government and the private investor. In this paper, we establish mathematical models to analyze the equity allocation problem of PPP projects through a comparison of the models with and without the effects of the theory of “contracts as reference points.” We then derive some important conclusions from th

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Shaukat, Muhammad Arslan, Haafizah Rameeza Shaukat, Zakria Qadir, Hafiz Suliman Munawar, Abbas Z. Kouzani, and M. A. Parvez Mahmud. "Cluster Analysis and Model Comparison Using Smart Meter Data." Sensors 21, no. 9 (May 2, 2021): 3157. http://dx.doi.org/10.3390/s21093157.

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Load forecasting plays a crucial role in the world of smart grids. It governs many aspects of the smart grid and smart meter, such as demand response, asset management, investment, and future direction. This paper proposes time-series forecasting for short-term load prediction to unveil the load forecast benefits through different statistical and mathematical models, such as artificial neural networks, auto-regression, and ARIMA. It targets the problem of excessive computational load when dealing with time-series data. It also presents a business case that is used to analyze different clusters

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Chen, Jun, Chenyang Zhao, Kaikai Liu, Jingjing Liang, Huan Wu, and Shiyan Xu. "Exchange Rate Forecasting Based on Deep Learning and NSGA-II Models." Computational Intelligence and Neuroscience 2021 (September 22, 2021): 1–13. http://dx.doi.org/10.1155/2021/2993870.

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Today, the global exchange market has been the world’s largest trading market, whose volume could reach nearly 5.345 trillion US dollars, attracting a large number of investors. Based on the perspective of investors and investment institutions, this paper combines theory with practice and creatively puts forward an innovative model of double objective optimization measurement of exchange forecast analysis portfolio. To be more specific, this paper proposes two algorithms to predict the volatility of exchange, which are deep learning and NSGA-II-based dual-objective measurement optimization alg

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TOMASZEWSKA, Barbara, Marta DENDYS, and Leszek PAJĄK. "ANALYSIS OF HYDROGEOLOGICAL CONDITIONS SUPPORTED BY A MATHEMATICAL MODELING AS THE BASIC STAGE OF INVESTMENT PROJECTS IN GEOTHERMY FIELD." Biuletyn Państwowego Instytutu Geologicznego 471 (October 1, 2018): 179–84. http://dx.doi.org/10.5604/01.3001.0012.4931.

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Geothermal groundwaters are deposits that must be categorised as a mining property. Their exploitation is possible with a mining concession and permission of use. Geothermal groundwaters in Poland are used in heating, balneotherapy and recreation purposes. Over the last years, investigations have been carried out to intensify the use of geothermal groundwaters. They can be used as new geothermal products, for example as a mineralised concentrate. Investment projects related to geothermal groundwaters should be prepared with care about safe and sustained exploitation in long-term perspective. U

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Singh, Sunpreet, Chander Prakash, Parvesh Antil, Rupinder Singh, Grzegorz Królczyk, and Catalin I. Pruncu. "Dimensionless Analysis for Investigating the Quality Characteristics of Aluminium Matrix Composites Prepared through Fused Deposition Modelling Assisted Investment Casting." Materials 12, no. 12 (June 13, 2019): 1907. http://dx.doi.org/10.3390/ma12121907.

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The aluminium matrix composites (AMCs) have become a tough competitor for various categories of metallic alloys, especially ferrous materials, owing to their tremendous servicing in the diversified application. In this work, additional efforts have been made to formulate a mathematical model, by using dimensionless analysis, able to predict the mechanical characteristics of the AMCs that have already been optimized and characterized by the authors. Here, the experimental and statistical data obtained from the Taguchi L18 orthogonal array and analysis of variance (ANOVA) have been used. They pe

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Brdulak, Jacek, and Piotr Pawlak. "Enterprise in the economic calculus of the impact of road investments." Kwartalnik Nauk o Przedsiębiorstwie 42, no. 1 (March 29, 2017): 47–61. http://dx.doi.org/10.5604/01.3001.0010.0152.

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Development of infrastructure results in reduction of costs of transportation. It is a significant factor that influences both supply and demand side of production. By lowering the costs of transportation, production companies benefit, together with transport companies, who lower their own costs and thus they can be more competitive on the market of services. The article contains an analysis of mathematical and statistical methods used to measure and evaluate the effects of road investments. Gravity and potential, index and generated traffic models have been discussed. Assessment of the profit

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Li, Qi, and Seryoong Ahn. "Optimal Consumption, Investment, and Housing Choice: A Dynamic Programming Approach." Axioms 11, no. 3 (March 11, 2022): 127. http://dx.doi.org/10.3390/axioms11030127.

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We investigate a portfolio selection problem involving an agent’s realistic housing service choice, where the agent not only has to choose the size of house to live in, but also has to select between renting and purchasing a house. Adopting a dynamic programming approach, we derive a closed-form solution to obtain the optimal policies for the consumption, investment, housing service, and purchasing time for a house. We also present various numerical demonstrations showing the impacts of parameters in the financial and housing markets and the agent’s preference, which visually show the economic

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Olkhovik, Vladimir V., Olga I. Lyutova, and Edvardas Juchnevicius. "Economic Growth Models and FDI in the CIS Countries During the Period of Digitalization." Financial Journal 14, no. 2 (April 2022): 73–90. http://dx.doi.org/10.31107/2075-1990-2022-2-73-90.

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This article explores the interrelation between economic growth and foreign direct investments (FDI) in the countries of the Commonwealth of Independent States (CIS) in 1993–2019. The research focuses on the impact of new FDI inflows per capita, as well as the influence of accumulated foreign capital (FDI stock per capita) on GDP growth per capita. This article has aimed to find the causal link between GDP growth and FDI inflows, as well as between GDP growth and FDI stock per capita in the CIS countries. The research methods include: empirical and statistical research, synthesis of practical

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Shpakov, Andrii, Kostyantyn Predun, Olena Molodid, Igor Orlenko, and Roman Akselrod. "PROCESS AND ECONOMIC-MATHEMATICAL FORMALIZATION OF CONSTRUCTION ENTERPRISES’ ADMINISTRATION INDICATORS." Financial and credit activity problems of theory and practice 3, no. 44 (July 10, 2022): 280–90. http://dx.doi.org/10.55643/fcaptp.3.44.2022.3634.

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The article considers the main approaches to the rehabilitation ability of construction companies, which should be identified based on a set of individual aspects of the construction company as a participant in investment and construction project and identification of synergetic properties to restore financial stability based on a holistic approach to such assessment. The purpose of this article is to identify the factors that should ensure the rehabilitation ability of the enterprise in the long run. Four groups of indicators can signal in advance the rehabilitation ability state of the const

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Vlasov, Dmitriy. "Analysis of the Possibilities of Using the Wald-Savage Test for the Study of Game Models." Scientific Research and Development. Economics of the Firm 9, no. 4 (January 11, 2021): 82–88. http://dx.doi.org/10.12737/2306-627x-2020-82-88.

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Within the framework of this article, the mechanisms for constructing and researching the game model for choosing the investor's optimal investment strategy in various information conditions are disclosed: building many players, building many players' strategies, the option of formalizing the payment function in the form of a game matrix, many optimality criteria, methods of justifying the choice of the strategy optimality criterion. Against the background of the application of classical criteria (Savage criterion, Wald criterion, Hodge-Lehman criterion, Hermeyer criterion), special attention

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Pang, Sulin, Chao Deng, and Susong Chen. "System Dynamics Models of Online Lending Platform Based on Vensim Simulation Technology and Analysis of Interest Rate Evolution Trend." Computational Intelligence and Neuroscience 2022 (August 9, 2022): 1–21. http://dx.doi.org/10.1155/2022/9776138.

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This paper mainly focuses on the construction of a system dynamics model of an online lending platform and the application of Vensim simulation technology in the analysis of the evolution trend of the investment interest rate. The system dynamics flow graph models of the investment subsystem, loan subsystem, and interest rate subsystem of the online lending platform were innovatively constructed; the level variable, flow rate variable, auxiliary variable, and mathematical relations between these variables as they relate to the platform were innovatively studied. Based on the key variables of t

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Atoyev, Konstantin, and Pavel Knopov. "Assessment of Environmental, Social, Governance and Technogenic Components of Investment Risks." Cybernetics and Computer Technologies, no. 3 (November 29, 2022): 37–45. http://dx.doi.org/10.34229/2707-451x.22.3.4.

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Introduction. To assess the investment attractiveness (IA) and development opportunities for investment objects (IO), non-financial factors characterizing the environmental, social, governance and technogenic (ESGT) features of objects of possible financing have been increasingly used recently. The purpose of this data analysis is to establish how the ESGT-parameters of IO may reflect their financial health and performance prospects in a rapidly changing world. Having built an ESGT risk profile with the help of mathematical models, the IA of the object of study and the strategy of practical me

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Do, Thi Hiep, and Hoffmann Clemens. "Innovation of price adjustment mechanisms to support investment in solar power in Germany." E3S Web of Conferences 64 (2018): 02007. http://dx.doi.org/10.1051/e3sconf/20186402007.

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It has been widely agreed that to incentivize renewables integration into the power system, not only pricing mechanisms, but price adjustment mechanisms have played a vital role, and it has been true for the German Energiewende. This study is to carry out a detailed analysis of investment results influenced by innovative price adjustment mechanisms from an auto degression rate to a feedback system. Employing linear regression models for the historical data of investment in small-scale rooftop PV projects in Germany, we have found out a better correlation between PV system price and feed-in tar

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Frausto Solis, Juan, José L. Purata Aldaz, Manuel González del Angel, Javier González Barbosa, and Guadalupe Castilla Valdez. "SAIPO-TAIPO and Genetic Algorithms for Investment Portfolios." Axioms 11, no. 2 (January 21, 2022): 42. http://dx.doi.org/10.3390/axioms11020042.

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The classic model of Markowitz for designing investment portfolios is an optimization problem with two objectives: maximize returns and minimize risk. Various alternatives and improvements have been proposed by different authors, who have contributed to the theory of portfolio selection. One of the most important contributions is the Sharpe Ratio, which allows comparison of the expected return of portfolios. Another important concept for investors is diversification, measured through the average correlation. In this measure, a high correlation indicates a low level of diversification, while a

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Klepikova, O., J. Danylchuk, and T. Zagray. "Information and analytical technologies in trading enterprise management." 101, no. 101 (December 30, 2021): 113–23. http://dx.doi.org/10.26565/2311-2379-2021-101-11.

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The article considers economic and mathematical methods and information technologies for managing the processes of trade enterprise. Economic and mathematical models for solving warehousing logistics problems, stochastic and statistical models of inventory management, models of optimal management and queuing systems are analyzed. Flexible tools are used to increase the efficiency of trade enterprise management and timely decision-making. The tools combine the use of mathematical models, a simulation model and information-analytical technologies. The study was carried out in three stages. The s

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Škrinjarić, Tihana, and Boško Šego. "Using Grey Incidence Analysis Approach in Portfolio Selection." International Journal of Financial Studies 7, no. 1 (December 23, 2018): 1. http://dx.doi.org/10.3390/ijfs7010001.

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Due to the development of financial markets, products, financial and mathematical models, portfolio selection today represents a comprehensive set of activities. Investors take into consideration many different factors, such as the market factors, return distribution characteristics and financial statements information. This research applies a Grey Relational Analysis (GRA) approach to evaluate the performance on a sample of stocks by taking those different factors into consideration. The results based upon a sample of 55 stocks for the trading year 2017 on the Croatian capital market show tha

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SHAKHNAZAROV, Artur A. "Forecasting the risk and returns of IPOs on the Nasdaq stock exchange considering asymmetric information." Finance and Credit 28, no. 7 (July 28, 2022): 1493–510. http://dx.doi.org/10.24891/fc.28.7.1493.

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Subject. The article addresses anticipation of risks and returns of IPOs on the NASDAQ stock exchange, considering the asymmetric information. Objectives. The purpose is to identify factors that determine the risk and returns of IPOs, to build predictive models on their basis. Methods. The study draws on analysis and synthesis, as well as logistic regression models. Results. The paper reveals variables that determine the risk and return of an IPO, and derives equations of corresponding predictive models. Conclusions. I built mathematical models that can be used by analysts on financial markets

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Nesticò, Antonio, and Francesco Sica. "The sustainability of urban renewal projects: a model for economic multi-criteria analysis." Journal of Property Investment & Finance 35, no. 4 (July 3, 2017): 397–409. http://dx.doi.org/10.1108/jpif-01-2017-0003.

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Purpose The decisions taken today relating to urban renewal interventions are rarely supported by logical and operational methodologies capable of effectively rationalising selection processes. For this purpose, it is necessary to propose and implement analysis models with the aim of promoting the sustainable development of the territory. The purpose of this paper is to define a model for the optimal allocation of scarce resources. Design/methodology/approach The Discrete Linear Programming (DLP) is used for selecting investments aimed at achieving financial, social, cultural and environmental

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Kharchenko, Volodymyr, and Hanna Kharchenko. "Simulation Modeling in Assessing the Effectiveness and Risk of Investment Projects." Modern Economics 22, no. 1 (August 27, 2020): 119–24. http://dx.doi.org/10.31521/modecon.v22(2020)-19.

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Introduction. The article deals with the modeling features in the implementation of investment projects using the Monte Carlo method. The purpose of the article is to substantiate the feasibility of using economic and mathematical models to identify the risks of investment projects in agricultural production, taking into account the randomness of factors. Results. The expediency of using this method during the analysis of projects in agriculture is determined. This type of modeling is a universal method of research and evaluation of the effectiveness of open systems, the behavior of which depe

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Kirenberg, Aleksandr, Aleksey Medvedev, and Evgeniya Prokopenko. "A mathematical model of information security for a mining company." E3S Web of Conferences 174 (2020): 04012. http://dx.doi.org/10.1051/e3sconf/202017404012.

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The relationship between the concepts of information and economic security in terms of their use in assessing the efficiency of business planning in a company using standard efficiency indicators (NPV) is discussed in the article. The necessity of using optimization models and methods for solving problems of information and economic security in a company is substantiated. A mathematical model has been developed to minimize the information security risks of a cost-effective company in the form of a two-objective linear optimal control problem. The conclusion is drawn about the possibility of us

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Ivanova, Rufina, Dilyara Mukhametzyanova, Olga Belay, Rustem Sirazetdinov, and Ella Biktemirova. "Modeling the innovative development of the economy based on the investment demand prognosis." E3S Web of Conferences 274 (2021): 05010. http://dx.doi.org/10.1051/e3sconf/202127405010.

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The effectiveness of innovation activity is largely determined by the relevant infrastructure which is the basic component of a developed economy. The correlation between the development of the innovative economy and the intensification of investment activity is revealed. On the basis of retrospective analysis of trends and patterns in the development of investment activity, an assessment of the resource support of the investment process in the Republic of Tatarstan is carried out. The need for advanced development of the production potential of the investment and construction complex of the r

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Zhakupov, Y., and A. Berzhanova. "EVALUATION OF THE DEVELOPMENT OF SMALL AND MEDIUM-SIZED ENTREPRENEURSHIP IN THE REPUBLIC OF KAZAKHSTAN." BULLETIN 3, no. 391 (June 12, 2021): 53–57. http://dx.doi.org/10.32014/2021.2518-1467.98.

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The article analyzes the current state of small and medium-sized businesses in the Republic of Kazakhstan for all key indicators. Also, a correlation and regression analysis of statistical data was carried out, the purpose of which is to mathematically express and describe the dependence of the main indicator of the functioning of the national economy-gross domestic product on the factors that characterize small and medium – sized businesses in the Republic of Kazakhstan. This model can be used to conduct factor analysis, i.e. to assess the degree of influence of the selected factors on the de

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Lypnytskyi, Denys, and Polina Lypnytska. "Money supply impact on investment and GDP: statistical analysis." Economy of Industry 1, no. 97 (April 11, 2022): 89–102. http://dx.doi.org/10.15407/econindustry2022.01.089.

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The question of how the changes in money supply influence investment and GDP have been studied intensively in recent history. However, not all aspects of this impact are sufficiently researched. In particular, the “new normality” (that has evolved recently) limits the use of well-known classical concepts and models in monetary policy, especially for emerging economies to which Ukraine belongs. Thus, the subject of this study was to assess the relationship between monetary aggregates, investment, and GDP by the world economic data analysis using mathematical statistics. As the information base

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Mazzoccoli, Alessandro, and Maurizio Naldi. "An Overview of Security Breach Probability Models." Risks 10, no. 11 (November 17, 2022): 220. http://dx.doi.org/10.3390/risks10110220.

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Cybersecurity breach probability functions describe how cybersecurity investments impact the actual vulnerability to cyberattacks through the probability of success of the attack. They essentially use mathematical models to make cyber-risk management choices. This paper provides an overview of the breach probability models that appear in the literature. For each of them, the form of the mathematical functions and their properties are described. The models exhibit a wide variety of functional relationships between breach probability and investments, including linear, concave, convex, and a mixt

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Filatova, Olena. "CONCEPTUAL FUNDAMENTALS OF INVESTMENT SUPPORT OF THE UKRAINIAN FOOD INDUSTRY." Green, Blue & Digital Economy Journal 2, no. 3 (October 29, 2021): 72–76. http://dx.doi.org/10.30525/2661-5169/2021-3-11.

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The purpose of the article is to develop the conceptual foundations of the investment support of the food industry of Ukraine on the basis of existing practice of statistical research. Methodology. The following analysis is carried out: evaluation of factors, overall assessment of the country's economic development prospects, absence of risks for investments due to military operations and other force majeure circumstances, stability of the legislative framework, etc. through interstate rating comparisons. Results. It is proved that the competitiveness of the country in the world market is not

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