Infopaket

Mathematical modeling of investment dynamics

ОК.07

Обов’язкова дисципліна для ОП

Second

2022/2023

1 Semester

3

LO01. Identify problem situations, perform their research based on a systems approach and its principles, make an informed choice of models and methods for effective management decisions, apply models and decision-making methods in the study of business processes in organizations, 15 forecasting enterprise development, and subject area of computer science. LO03. Learn new tools for working with data, searching and processing information in networks for forecasting business processes and situational management, SWOP-analysis, feedback, development of information-analytical systems for business processes in technology, economic and social systems, e-commerce, media, social networks, banking, advertising, health care, etc. LO04. LO08. LO0-11. LO0-12. http://csc.knu.ua/media/filer_public/53/11/5311134f-9327-4d0c-ab9f-6dabb1d79c7c/mag_122bi_2018__.pdf

Full-time form

To successfully study the discipline "Mathematical modeling of investment dynamics" the level of knowledge and skills of the student must meet the following requirements: Know: 1. fundamental principles and practical approaches to the construction and analysis of qualitative characteristics of mathematical models. 2. rules of application of methods of simulation modeling and self-organization of mathematical models. Be able: 1. determine and analyze the quantitative and qualitative characteristics of mathematical models. 2. formulate mathematical optimization problems for such models and outline ways to solve them. Have the skills: 1. skills in using MATLAB and STATISTICA application packages. 2. in English at a level not lower than Intermediate.

The purpose of the discipline is to expand theoretical knowledge and practical approaches to the application of methods of mathematical and computer modeling of the dynamics of complex systems in solving mathematical and applied decision-making problems in financial markets.

1. Harashchenko F.H., Kulian V.R., Yunkova O.O. Pro dvokryterialnu optymizatsiiu portfelia aktsii. Systemni doslidzhennia i informatsiini tekhnolohii. - №. 3. - 2017. - pp. 12-21. 2. Harashchenko F.G., Kulian V.R. Modelirovanie dinamiki i diversifikaciya portfelya akcij. Problemy upravleniya i informatiki. - № 4.- 2016. - pp. 124-135.

Lectures, independent work, elaboration of recommended literature, homework.

Semester assessment: The maximum number of points that can be obtained by a student is 60 points: Test work №1 - 20/12 points. Test work № 2 - 20/12 points. Current evaluation - 20/12 points. Final assessment in the form of an exam.

Ukrainian