Scientific Journal of KubSAU

Polythematic online scientific journal
of Kuban State Agrarian University
ISSN 1990-4665
AGRIS logo UlrichsWeb logo DOAJ logo

Name

Shvets Vladimir Alexandrovich

Scholastic degree

—

Academic rank

—

Honorary rank

—

Organization, job position

Kuban State Agrarian University
   

Web site url

—

Email

elena-popov@yandex.ru


Articles count: 1

197 kb

ANALYTICAL TOOLS OF VECTOR RISK ASSESSMENT OF THE FINANCIAL MARKET

abstract 1221608035 issue 122 pp. 481 – 495 31.10.2016 ru 460
In rapidly changing conditions of the modern world, analysts and decision makers are in need to use new formal means of analysis and evaluation of alternatives problems. This work is dedicated to the development of such tools. The article presents a detailed analysis and technical and economic characteristics of the subject area - the financial market and its specific components - the value of a time series of gold, silver, palladium, platinum, and two kinds of exchange rates: EUR / RUB, USD / RUB. The authors have proposed a 5-criteria economic-mathematical model of the main components of the ranking of the financial market. The authors argue the impossibility of using a single integrated set of criteria for the replacement of the criteria or the use of criteria convolution procedures as the standard procedure of solving the problem of multi-criteria optimization. It demonstrates that such criteria as criteria for "risk" must be considered as an estimate of the degree of deviation from the expected value of the possible values of this criterion. The practical significance of the results is determined by the fact that the main points, conclusions, recommendations, models and methods can be used in order to improve the management and planning of development strategies of banking systems, trading platforms, as well as by developers of information and analytical systems to support management decisionmaking
ßíäåêñ.Ìåòðèêà