Isovariation model of the optimal choice of convergent decision scenarios of industrial enterprises taking into account compliance risks

Abstract

Methods. In the process of improving the method of forming an isovariation model of optimal selection of convergent scenarios of investment decisions of industrial enterprises, taking into account compliance risks, the following methods were used: methods of analysis and synthesis, empirical methods, induction and deduction techniques, graphic and logical methods, methods of financial, economic and statistical analysis. The methodological basis of the research is the isovariation and scenario methods. Results. The article improves the method of forming an isovariation model for the optimal selection of convergent investment decision scenarios of industrial enterprises, taking into account compliance risks, which takes into account the individual characteristics of the development of an industrial enterprise and makes it possible to divide enterprises into groups depending on the best-case and worst-case scenario of influence according to the level of the criterion for evaluating the effectiveness of investments, the maximization of which indicates an effectively formed development strategy. In this simulation, software solutions act as a starting point for choosing and making scenario decisions. Isovariation models for the selection of convergent investment decision scenarios of industrial enterprises, taking into account compliance risks, consist of several investment project scenarios, characterized by a different set of indicators of expected income and risk. Models are considered effective if the value of expected income leads to the minimization of risk or the highest possible indicator is associated with a certain level of risk. Novelty consists in improving the method of forming an isovariation model for choosing convergent investment decision scenarios of industrial enterprises, taking into account compliance risks. Practical value. Using the isovariation model for choosing convergent investment decision scenarios of industrial enterprises taking into account compliance risks it is possible to estimate the value of mathematical expectations of enterprise incomes. The moment of uncertainty is associated with an attempt to evaluate scenarios, which is a parametric isovariational component of positive and negative deviations. Thus, for each convergent scenario, the mathematical expectation of income and degree of risk can be determined. Among several effective scenarios, you can choose the optimal one depending on the investor's attitude to risk.