Development of methods of decision-making support in economical processes on the basis of parameters authentication and risks forecasting

Project scientific manager is Professor V.D. Romanenko.

The work is dedicated to forming the theoretical basis and methods for decision-making support in economic financial processes on the basis of authentication of dynamic parameters of processes, forecasting and technological foresight of financial risks, scenario methods of foresight of extreme indignations, organization of prognoses received by the different forecasting methods, and on the basis of construction of decisions tree in according to the corresponding signs, which allows to find the most adequate method of prediction.

In the project, there also will be created the methodology of forecasting of variable dispersion of initial coordinates of heteroskedastic processes at the different rate of coordinates discretion, that will give possibility to forecast dispersion for the large period of discretion which equals to a few base periods of discretion.

As the result of use of project, the information software for decision-making support system for authentication of parameters of mathematical models of economic processes, forecasting and technological foresight of financial risks will be created. Program complex on financial risks foresight will be used in the risk foresight administrations of Praveks, UkrgasBank, UkrsocBank, Forum banks, etc.

Theoretical developments on the topic given will be used in creation of decision-making tools at development of capital investing project, at strategic and operation management of actives and passives of banking system.


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