Infopaket

Mathematical modeling of investment dynamics

ОК.07

Обов’язкова дисципліна для ОП

Second

2024/2025

1 Semester

3

PLO6. Develop a conceptual model of an information or computer system. PLO8. Develop mathematical models and methods of data analysis (including big data). PLO9. Develop algorithmic and software tools for data analysis (including big data). PLO20. Create and study information and mathematical models of systems and processes under investigation, including automation objects.

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. Kyrylych V.M. Rekursyvni metody dynamichnoi ekonomiky / V.M. Kyrylych, V.A. Kozytskyi.- Lviv: VTs LNU imeni Ivana Franka, 2012. – 84 p. 2. Kulian V.R. Metody optymalnoho keruvannia v zadachakh dyversyfikatsii portfelia invectytsii. Visnyk KNU imeni Tarasa Shevchenka,. S.: kibernetyka. - vyp. 1(15). - 2015. - pp. 18-32. 3. Kulian V.R. Matematychne modeliuvannia ta optymizatsiia finansovo-ekonomichnykh protsesiv. Kurs lektsii. [Elektronnyi resurs]. Rezhym dostupu www.195.68.210.50/moodle/. - 2012. - 84 p. 4. Kulian V.R., Yunkova O.O. Matematychne modeliuvannia ta optymizatsiia finansovo-ekonomichnykh protsesiv. Navchalnyi posibnyk. K.: “Kyivskyi universytet”, - 2014. - 112 p. 5. Markowitz H. Portfolio selection. - J. of Finance, 1952, v. 7, N1. - p.77-91.

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