Decision Support System for Financial Markets’ Investment Risks Analysis
Journal Title: Vìsnik Nacìonalʹnogo unìversitetu "Lʹvìvsʹka polìtehnìka". Serìâ Ìnformacìjnì sistemi ta merežì - Year 2018, Vol 887, Issue
Abstract
The article describes the features of the VaR methodology for assessing investment risks in the financial markets of securities. Developed decision support information system allows to calculate expected and unexpected losses on selected stocks and investment portfolio as a whole, as well as to determine the probability of risk’s occurrence and the required amount of reserve capital.
Authors and Affiliations
Natalia Kuznietsova, Petro Bidyuk
Keywords
Related Articles
- EP ID EP575305
- DOI -
- Views 194
- Downloads 0
Ranking factors online resources search engine Google
The paper describes the main factors influencing the design features of high rating resources according to the algorithms search engine Google. The analysis of known technologies and methods of evaluating online resource...
Designing the Semistructured Data Dynamic Integration System Using Mash-up Technology
This paper describes the designing of semi-structured data dynamic integration system using Mash-Up technology. The functional requirements to dynamic data integration system based on Mash-Up technology have been charact...
Neuro-fuzzy Genetic Algorithm of Optimization of Rehabilitation Therapy Plans
Proposed method of optimization of rehabilitation therapy plans using a genetic algorithm. For evaluation of alternatives generated during the optimization process, a fuzzy algorithm with neuro defazification – T-Control...
Automatic processing complexity comparison for ukrainian and english texts taking into account semantics and syntax of natural languages
The complexity of automatic processing of English and Ukrainian texts with regard to syntax and semantics of natural languages is analyzed. The comparative linguistic analysis of syntax and semantics of English and Ukrai...
Architecture for the Information System of the Cryptocurrency Content Integration and Formation on the Basis of the Exchange Activity Analysis
The processes of content analysis, integration and formation with the consideration of cryptographic needs of the user are investigated. Using the developed formal model and conducted a critical analysis of methods and t...