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Journal of Automation and Information Sciences

Выходит 12 номеров в год

ISSN Печать: 1064-2315

ISSN Онлайн: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

Indexed in

Modeling and Analysis of Investment Trends

Том 43, Выпуск 12, 2011, pp. 48-58
DOI: 10.1615/JAutomatInfScien.v43.i12.60
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Краткое описание

We consider the problems of mathematical modeling and analysis of qualitative characteristics of processes that describe the dynamics of market prices in a stock market. The features of application of sensitivity analysis method and practical stability characteristics of the securities portfolio are investigated. On the basis of mathematical modeling and the control theory there were formulated the methods and algorithms for solving dynamic problems of investment management that arise when studying strategies for managing portfolios of assets and liabilities.

ЛИТЕРАТУРА
  1. Bublik B.N., Garashchenko F.G., Kirichenko N.F., Structural-parametric optimization and stability of beam dynamics.

  2. Rozenvasser E.N., Yusupov R.M., Sensitivity of control systems.

  3. Garashchenko F.G., Kulian V.R., Rutytskaya V.V., Qualitative analysis of mathematical models of investment management.

  4. Krylov I.A., Chernousko F.L., Algorithm of successive approximation method for solving optimal control problem.

  5. Boyko T.N., Garashchenko F.G., Modeling and optimization of modern financial-industrial structures functioning.

  6. Garashchenko F.G., Shvets O.F., Degtyar O.S., Adaptive models of signal approximation in structural-parametric classes of functions.

ЦИТИРОВАНО В
  1. Zinchik Natalia, Sintsova Elena, Makarov Mikhail, Tsygankov Igor, Problems of Running Financial and Economic Modeling in Preparation of Investment Projects of Municipal-Private and Public-Private Partnership, IV International Scientific and Practical Conference, 2021. Crossref

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