УТОЧНЕННЯ ДОПУСТИМОЇ ПОХИБКИ ПІД ЧАС ЗАСТОСУВАННЯ МЕТОДУ ІНТЕРПОЛЯЦІЇ ДЛЯ ПОШУКУ ОПТИМАЛЬНИХ ШЛЯХІВ НЕЙТРАЛІЗАЦІЇ РИЗИКІВ ІНВЕСТИЦІЙНОГО ПОРТФЕЛЯ

Abstract

Practical application of the mathematical apparatus of function interpolation as one of the ways to prevent (neutralize) risk in the decision-making scheme for controlling the overall risk level of the investment portfolio with the addition of the method of determining individual permissible of error based on simulation, within which the state of the investment portfolio remains unchanged and will maintain the efficiency are discussed in the article. The level of risk of the investment portfolio is considered to be a more complex value, which is influenced not only by the systematic risk of a particular financial instrument in its composition, but also the amount of non-systematic risk. Economic-mathematical modeling in the intersection of the method of interpolation of functions and simulation through the magnitude of the correlation deviation between indicators allows you to more accurately assess the function of the relationship between the planned investment risk and expected return. Currently, the domestic financial market and its constituent elements are an important mechanism for attracting financial resources into the country's economy, as so far the state and most financial institutions have insufficient funds for further investment in various sectors of the economy. The issue of attracting financial resources is decided at the level of investment; however, any investment decisions made by issuers of securities and investors are associated with a certain type of risk and the problem of finding ways to neutralize it. The final financial result from investment activities is influenced by a large number of random factors of micro- and macroeconomic nature, so it is difficult to influence them from the standpoint of clear neutralization, as in most cases they do not depend on the human factor. Therefore, there is a need to apply a variety of mathematical methods, including interpolation methods: linear and inverse, which allow you to more accurately manage the risk of the investment portfolio in combination with simulation to determine the range of permissible error of this value. When an investor invests in financial instruments for the purpose of receiving income in the form of interest or dividends, it is the rate of return that is calculated as the ratio of the received income to the capital invested in the investment portfolio. In this situation, the investor is interested in the relationship between future income and risk assessment of investments in financial assets. This estimate is often established intuitively in practice with the probability of deviation of the amount of income from some expected value.