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
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- EP ID EP575305
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