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Bulletin of the Abai KazNPU, the series of "Physical and Mathematical Sciences"

DIFFERENTIATION OF INVESTMENT RISKS BASED ON FUZZY FINANCIAL INDICATORS

Published December 2022
Kazakh National Research Technical University named after K.I. Satbayev, Almaty
Abstract

Today, companies have to work in a tough competitive environment, where top management faces new challenges to determine methods that allow them to effectively analyze investment risks and select the most profitable assets. In this article, the theory of fuzzy logic is applied to solve the problem of differentiating the degrees of investment risks. The proposed approach analyzes the degree of investment risks based on the basic financial indicators of investment projects. The intervals of values ​​of financial indicators for assessing investment risks are based on limit values ​​and fuzzy logic rules proposed by specialists in this field. This approach helps to automatically group investment projects by risk levels and carry out the initial selection of low-risk investment projects. As a demonstration of the results of the analytical fuzzy logic model, a test set of empirical data was used.

pdf (Рус)
Language

Рус

How to Cite

[1]
Кусаинов, Ч. 2022. DIFFERENTIATION OF INVESTMENT RISKS BASED ON FUZZY FINANCIAL INDICATORS. Bulletin of the Abai KazNPU, the series of "Physical and Mathematical Sciences". 80, 4 (Dec. 2022), 163–168. DOI:https://doi.org/10.51889/5346.2022.49.53.019.