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Modeling the Effectiveness of an Investment Strategy in Conditions of Insufficient Information

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System Analysis in Engineering and Control (SAEC 2021)

Part of the book series: Lecture Notes in Networks and Systems ((LNNS,volume 442))

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Abstract

An original approach to the issue of estimation and implementation of the strategies of economic reliability of an enterprise is presented in the article . An algorithm for forecasting various economic parameters under uncertainty lies at the base of the approach. The dynamics of interest rates and other factors influencing the development and achievement of the optimal state of any enterprise can be modeled using the economic forecast. The optimal state of an enterprise is the probability of its presence in various information situations or its balanced probabilistic model. A non-asymptotic formulation of the problem is typical for the theory of statistical decision making using small samples. Coupling and integration of heterogeneous data sources involve probabilistic and statistical interpretation (simulation) of various information situations. The approaches to the development of strategy models described in the article cover a wide range of information situations. Moreover, acceptable solutions under high uncertainty with a very limited amount of data are obtained using these approaches.

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Authors and Affiliations

  1. Peter the Great St. Petersburg Polytechnic University, Politechnicheskaya St. 29, 195251, St. Petersburg, Russia

    Anatolii Smetankin, Sergei Efimenko, Dmitrii Garanin & Igor Chernorutsky

  2. The Admiral Makarov State University of Maritime and Inland Shipping, Dvinskaya St. 5/7, 198035, St. Petersburg, Russia

    Irina Malihina & Vladimir Shilkin

Authors
  1. Anatolii Smetankin
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  2. Sergei Efimenko
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  3. Dmitrii Garanin
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  4. Irina Malihina
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  5. Vladimir Shilkin
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  6. Igor Chernorutsky
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Corresponding author

Correspondence to Anatolii Smetankin .

Editor information

Editors and Affiliations

  1. Peter the Great St. Petersburg Polytechnic University, St. Petersburg, Russia

    Yuriy S. Vasiliev

  2. Institute for Applied System Analysis, National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Kiev, Ukraine

    Nataliya D. Pankratova

  3. Peter the Great St. Petersburg Polytechnic University, St. Petersburg, Russia

    Violetta N. Volkova

  4. Peter the Great St. Petersburg Polytechnic University, St. Petersburg, Russia

    Olga D. Shipunova

  5. Internationale Akademie für Management und Technologie (INTAMT) e.V., Düsseldorf, Germany

    Nikolay N. Lyabakh

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Smetankin, A., Efimenko, S., Garanin, D., Malihina, I., Shilkin, V., Chernorutsky, I. (2022). Modeling the Effectiveness of an Investment Strategy in Conditions of Insufficient Information. In: Vasiliev, Y.S., Pankratova, N.D., Volkova, V.N., Shipunova, O.D., Lyabakh, N.N. (eds) System Analysis in Engineering and Control. SAEC 2021. Lecture Notes in Networks and Systems, vol 442. Springer, Cham. https://doi.org/10.1007/978-3-030-98832-6_28

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