The efforts of researchers for analysis of the financial investment market are largely aimed at considering multi-criteria problems with a large number of criteria, studying and solving investment management problems in static and dynamic settings, building procedures for an adequate description of random processes of market price changes, developing applied numerical methods and algorithms for solving large-scale problems. These problems as tasks of management under conditions of uncertainty refer equally to the fundamental problems of the applied theory of decision-making. The researches of R. Bellman, J. Danzig, R. Merton, and G. Markowitz are aimed at establishing the fundamental foundations and studying various meaningful interpretations of financial analysis processes. Thus, in the static case, they obtained fundamental results that had a wide practical application. The property of the distribution of the optimal portfolio into risk-free and risky components for the case of the presence of a risk-free asset on the market was established, and the fundamental properties of the equilibrium market of optimal portfolios were investigated. Dynamic models of asset and liability management have found the most successful application in the field of long-term financial planning, where the need for repeated decision-making is determined by the essence of the process.
In article we consider a problem of optimal investment strategy by a commercial bank building. This task is actual and the development of a procedure to solve it can help in making investment banking decisions. The general formulation of the problem consists of two criteria. The first one is to maximize the expected return, and the second is to minimize the risk of the investment transaction. Mathematical formulation of the problem is considered as a problem of nonlinear programming under constraints. The procedure for solving such a two-criteria optimization problem allows to obtain many solutions, which requires further steps to make a single optimal solution. According to the algorithm proposed in the work, the problem is divided into two separate problems of single-criteria optimization. Each of these tasks allows to obtain the optimal values of the investment vector both in terms of its expected return and in terms of investment risk. Additional constraints in the mathematical formulation of the problem, make it possible to take into account factors that, from the point of view of the investor, may influence decision-making. The procedures presented in this work allow to obtain analytical representations of formulas that describe the optimal values of the investment distribution vector for both mathematical formulations of the problem.
The current state of the economy, which is characterized by dynamism, a high degree of environmental uncertainty, significant technological transformations, requires a quantitative assessment of the development of socio-economic processes. In such con-ditions, marketing activities aimed at achieving the goals of the enterprise and meeting the needs of consumers, usually based on the study of markets for individual products, identifying prevailing trends, developing marketing strategies. The ability to predict future prospects increases the success of marketing activities of any enterprise. Therefore, forecasting sales of a product is always a pressing issue. Solving the problem of forecasting plays a crucial role in the processes of both strategic planning and operational management in various fields of science and technology. To ensure competitiveness, domestic analysts use various economic and mathematical methods and models that allow forecasting economic and financial performance of the enterprise, optimize the management system and more. The scientific article considers the process of analysis and econometric modeling for sales of the varicose veins drug (to make this research as objective as possible, the name of the studied drug is conditional – "Veiner"). Correlation-regression and factor analysis of factors that have a direct impact on drug sales is performed. The influence of each factor on the studied variable is estimated and the time series is modeled. In addition, a detailed analysis of the studied indicator (sales of the drug in pieces for three full years) was performed using the autocorrelation function and also the method of the first differences to determine the nature of the time series. The results of econometric modeling allowed to identify the main factors in-fluencing the sale of the medicine drug. After that, short-term and long-term forecasting, based on the obtained results, was carried out. Taking into account that the projected results reproduced accurately enough the actual sales of the drug, it can be said that the used method can be applied to similar researches.Keywords: drug market, drug sales, modeling, time series, correlation-regression analysis, multiple regression, forecasting. В даній статті розглянуто процес дослідження та економетричного моделювання продажів лікарського препарату від варикозу (назва досліджуваного препарату є умовною – «Вейнер»). Проведено кореляційно-регресійний та факторний аналіз чинників, які мають безпосередній вплив на продажі препарату. Оцінено вплив кожного фактору на досліджувану величину і потім проведене моделювання часового ряду. Окрім того, проведено детальний аналіз досліджуваного показника (обсяги продажів лікарського препарату в штуках) за допомогою автокореляційної функції і також методу перших різниць, щоб визначити природу ряду. Результати економетричного моделювання дали змогу виявити головні чинники впливу на продажі лікарського препарату «Вейнер», а також здійснити прогнозування в короткостроковій та довгостроковій перспективі.Ключові слова: ринок лікарських засобів, продажі лікарських препаратів, моделювання, часовий ряд, кореляційно-регресійний аналіз, множинна регресія, прогнозування.
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