Viktorija Stasytyte

Investment decisions modelling along sustainable development concept on financial markets

Abstract The goal of the paper is development of the conception of sustainable return investment decisions strategy in capital and money markets and modeling of investment decisions along sustainable development concept in capital and money markets. The research was performed with an experiment in FOREX and in some matured and emerging capital markets. The adequate for investments decisions reliability assessment portfolio will be presented and analysed as main instrument for developing sustainable return investment decisions strategy. The cases of practical implementation of adequate portfolio will be widely described. Further, the pragmatical problems how to use the strategy as innovative and effective financial instrument for investors and stock treasury will be discussed. Practical calculation was made on the very last data of different markets.

Decision Making Strategies in Global Exchange and Capital Markets

The main objective of this paper is to present the investment decision management system in exchange and capital markets – the Double Trump model. The main problems being solved with this model are named as quantitative decision search problems. Computer-imitational methods are also analysed as the main solving means for the mathematical models viewed as stochastical programming tasks in order to reflect the problems characteristics. Attention is paid to the revealing of the analytical possibilities of the decision management system and to decision methods identification, analyzing such non-traditional problems of financial engineering as three-dimensional utility function maximization in the adequate for investment decisions reliability assessment portfolio possible set of values, searching for investment decisions profitability, reliability and riskiness commensuration concept and mathematical decisions methods. Solving of the problems named above ensures sustainable investment decisions development in capital and exchange markets.

Investment Portfolio Formation Using Decision Support System

Siuolaikinėje finansų rinkoje ir finansų mokslo srityje kyla žiniomis pagrįstų ir programiskai aprūpintų sistemų, padedancių investuotojams ir finansų analitikams laiku priimti tinkamus sprendimus, poreikis. Straipsnyje siūloma galima priemonė optimalaus portfelio sudarymo problemai kapitalo rinkoje spresti – investicijų portfelio sprendimų paramos sistema. Straipsnyje taip pat detaliai aprasoma sistemos struktūra ir pagrindiniai veikimo principai. Sistema paremta adekvaciojo portfelio modeliu, siūlanciu portfelio reiksmes matuoti pagal tris parametrus – pelningumą, patikimumą ir riziką. Taip sprendimų priėmimo posistemyje formuojami du erdviniai pavirsiai – galimybių (efektyvusis) pavirsius ir naudingumo funkcijų pavirsius, kurių susilietimo taske gaunamas optimalus sprendinys – investicijų portfelio struktūra. Pateikiamos galimos sistemos plėtojimo kryptys ir pritaikymo galimybės.

Regional Competitiveness Information System as a Result of Information Generation and Knowledge Engineering

The main idea of the paper is the formation of regional competitiveness information system conception, structurization of this system, determining the sources of its information supply and its application to decisions management. Proper knowledge on competitiveness contents and various attributes of competitiveness ensure the effective functioning of the system. Fully developed regional competitiveness information system can be applied for formation and application of regional development strategies.

Quantitative Assessment Of Portfolio Of Activities In Terms Of Sustainable Development

AbstractThe article develops a valuation concept of portfolio of activities in terms of sustainable development. It is assumed that sustainable development of corporations portfolio of activities (divisions) is a maximal growth of corporation value reached with the given growth guarantee. Created principles of business value and risk management, business diversification and investment decisions management form the base for corporate value management virtual model creation and quantitative assessment of portfolio of activities in terms of sustainable development.