THE SOFTWARE MODULE OF SUPPORT DECISION-MAKING FOR INVESTMENT PORTFOLIO

Abstract

In the modern conditions, the problem of increasing the validity of investments is extremely important for the development of the enterprise economy, since in the case of erroneous investment decisions regarding investment in insufficiently effective projects can lead to significant losses up to the ruin of enterprises. It is impossible to assess prove-in performance of an investment portfolio, based only on personal experience and intuition – it is necessary numerical simulation of the investment process, requiring large-scale computations. However, despite the fact that the methodology of such modeling at the conceptual level has been published and described in details, the lack of specific algorithmic guiding suggestions regarding the software-programmable computing prevents its all-around implementation in investment practice. In this regard, it is important to develop application-specific algorithms and software that provides investors with a flexible tool for making valid decisions. Purpose – improving the validity of decision-making for investment portfolio. Method or methodology of the work: dynamic programming. Results: software and algorithms to support decision-making for investment portfolio. Practical implications: management (investment, innovative, financial, strategic, crisis, risk).

Keywords

• инвестиционный портфель
• динамическое программирование
• оптимизация