scholarly journals Method for Diagnostics, Assessment, and Analysis of Investment Climate and Risks

2017 ◽  
Vol 13 (2) ◽  
pp. 10 ◽  
Author(s):  
Gennadii Alexandrov ◽  
Irina Vyakina ◽  
Galina Skvortsova
Keyword(s):  
Complex Analysis ◽  
Evaluation Method ◽  
Traditional Approach ◽  
Investment Decision ◽  
Practical Significance ◽  
Risk Level ◽  
Investment Risk ◽  
Investment Climate ◽  
Validity And Reliability ◽  
Investment Object

The paper suggests the author's method of analyzing the investment climate and assessing unsystematic investment risk. The authors propose an original non-traditional approach to the solution of two interrelated problems: investment climate diagnostics and investment risk level evaluation. The technique can be applied by both an investor for making an investment decision and an issuer for analyzing reasons of the low investment object attractiveness. It makes it possible to identify the barrier and restrictive factors determining a high risks and to develop measures to reduce them. The advanced algorithm, step-by-step methodology, and decision support system for assessing investment climate and unsystematic investment risk were described and formalized in the paper. Scientific and practical significance lies in the fact that the complex analysis and evaluation method proposed allows management decisions to be argued. the author’s technique will significantly reduce the role of the subjective factor caused by expert evaluation and uncertainty factors, improve the validity and reliability of the investment climate and risk assessments, and help to make an adequate decision about risk elimination.

scholarly journals Technological Determinism in Patterns of Communication and Social Behavior Change in Indonesian Society

2017 ◽  
Vol 13 (2) ◽  
pp. 21
Author(s):  
Wiryanta Muljono ◽  
Sri Setiyawati ◽  
Budhi Haryanto
Keyword(s):  
Social Media ◽  
Social Behavior ◽  
Evaluation Method ◽  
Traditional Approach ◽  
Practical Significance ◽  
Risk Level ◽  
The Internet ◽  
Investment Risk ◽  
Investment Climate ◽  
The Family

This article discusses the penetration of communication technologies in communication and social behavior patterns of rural and urban communities. The Internet was not able to erode the sense of nationalism and replace it with global values. This study also illustrates the effective communication with family, neighbors, or friends through social media in both urban and rural. An analysis shows that the internet does not affect prosocial attitudes, in traditional, moderate, and modern societies in urban and rural communities. Furthermore, face to face communication is still reliable when communicating within the family. Communication technology helps to communicate outside the family, such as a neighbor or friend. It is also suggested social media less capable of enabling a fully functioning society. matic investment risk. The authors propose an original non-traditional approach to the solution of two interrelated problems: investment climate diagnostics and investment risk level evaluation. The technique can be applied by both an investor for making an investment decision and an issuer for analyzing reasons of the low investment object attractiveness. It makes it possible to identify the barrier and restrictive factors determining a high risks and to develop measures to reduce them. The advanced algorithm, step-by-step methodology, and decision support system for assessing investment climate and unsystematic investment risk were described and formalized in the paper. Scientific and practical significance lies in the fact that the complex analysis and evaluation method proposed allows management decisions to be argued. the author’s technique will significantly reduce the role of the subjective factor caused by expert evaluation and uncertainty factors, improve the validity and reliability of the investment climate and risk assessments, and help to make an adequate decision about risk elimination. 

Evaluation of Investment Risk in International Engineering Project Based on Improved Risk Matrix Method

2011 ◽  
Vol 255-260 ◽  
pp. 3887-3892
Author(s):  
Jin Liu ◽  
Xuan Neng Gao
Keyword(s):  
Matrix Method ◽  
Investment Decision ◽  
Evaluation Index System ◽  
Risk Level ◽  
Investment Risk ◽  
Risk Matrix ◽  
Engineering Project ◽  
Analytic Hierarchy ◽  
Risk Probability ◽  
Risk Acceptability

In this paper, risk acceptability evaluation and risk weight and improved risk level were added in original risk matrix method according to its shortcomings and practicality and need of evaluation of investment risk in international engineering project. A model based on improved risk matrix method was put forward to evaluate investment risk in international engineering project. Firstly, investment risk evaluation index system of international engineering project was established. Secondly, level of risk factors were decided by risk impact level and risk probability scope, borda ordinal value was calculated to form judgment matrix, analytic hierarchy process was introduced to calculate risk weight. Synthetic risk level was determined by product of quantized value of risk level and corresponding risk weight. Risk acceptability evaluation was decided by risk impact level and risk probability scope. Finally, a case study was presented to verify the feasibility of the model which would provide a reliable basis for the investment decision.

scholarly journals Оценка влияния инвестиционного климата региона на эффективность налоговых льгот

2019 ◽  
pp. 124-135
Author(s):  
Евгения Попова
Keyword(s):  
Complex Analysis ◽  
Institutional Environment ◽  
Essential Element ◽  
Investment Project ◽  
Practical Significance ◽  
Investment Climate ◽  
Performance Measurements ◽  
Specific Investment ◽  
Climate Indicators ◽  
Tax Benefits

Исследование показывает, что состояние социально- экономической и институциональной среды оказывает влияние на эффективность инвестиционных налоговых льгот, устанавливаемых для российских субъектов. Обосновывается целесообразность вычисления индикаторов инвестиционного климата и проведения сравнительного анализа с другими регионами на этапе введения налоговых льгот. В статье приведен пример реализации данного инструментария. Его применение является неотъемлемым элементом комплексного анализа, особенно в том случае, если прогноз показателей эффективности невозможен в силу отсутствия потенциальных инвесторов-бенефициаров налоговых льгот. The investigation conducted showed that the socio-economic and institutional environment had an impact on the effectiveness of the investment allowance established in the Russian regions. The expediency of calculating the investment climate indicators and benchmarking with other regions at the stage of the tax benefits adoption was substantiated. The article describes an example of this instrument implementation. Its application is an essential element of the complex analysis, especially when the performance measurements assumption is improbable due to the lack of potential investors-beneficiaries of tax benefits. The results of the ANOVA allow us to conclude on the practicability of calculating the investment climate indicators at the stage of the tax benefits adoption. Scientific novelty and practical significance of the proposed instrument is in making the analysis more complicated at the stage of the benefits adoption. But, according to the facts on the ground, the regions predict the key performance indicators only if the benefits are provided to a specific investment project. Thus, in the market economy, where regions act as quasi-corporations, competing for attracting the investment resources , it is reasonable to carry out a comparative analysis of the investment climate at the stage of the tax benefits adoption, since, as it is shown by the investigation, socio-economic and institutional environment has an impact on the effectiveness of the investment allowance.

Scaling and Adaptive Asset Allocation

2019 ◽  
Keyword(s):  
Asset Allocation ◽  
Investment Decision ◽  
Investment Risk ◽  
Speculative Bubbles ◽  
Time Horizons ◽  
Investment Decision Making ◽  
Time Diversification ◽  
Mean And Variance ◽  
Time Specific ◽  
Mean Variance

In this article, the author reminds us again that return mean and variance are not enough. Appropriate investment risk-bearing scales with surplus over future withdrawal commitments, as well as with investment return characteristics. This framework provides for the integration of financial planning and investment decision-making. Its time-varying risk aversion with the ratio of investments to surplus also provides an opportunity for use of dynamic strategies, though speculative bubbles require compensating inputs to avoid excessive allocation extremes. Appropriate risk-bearing can also scale with functions of shortfall probability to deal with time-specific funding requirements. The probability of avoiding shortfall from an initial surplus over longer time horizons may scale close to the square root of time, creating an illusion of time diversification. In contrast, from an initial surplus deficit, minimizing shortfall probability is akin to playing Russian roulette. Allocations based on minimized shortfall probability can be usefully blended with mean–variance allocations, especially for 5- to 15-year time horizons.

OPINIE PREZESA PAA, O KTÓRYCH MOWA W ART. 36A I 39B USTAWY – PRAWO ATOMOWE JAKO PRZYKŁAD PRE-LICENCJONOWANIA OBIEKTÓW JĄDROWYCH

2021 ◽  
pp. 389-411
Author(s):  
Tomasz R. Nowacki
Keyword(s):  
Nuclear Power ◽  
Power Plants ◽  
Nuclear Energy ◽  
Nuclear Power Plants ◽  
General Concept ◽  
Practical Significance ◽  
Investment Risk ◽  
Binding Force ◽  
Technical Factors ◽  
Energy Law

This article discusses one of the solutions adopted in the nuclear energy law, which contributes to the reduction of the investment risk. It is the so-called pre-licensing which involves the assessment of key site or technical factors at the pre-investment stage in order to avoid possible problems at the stage of investment implementation. The author analyses the Polish solutions in the context of the general concept of pre-licensing, with particular respect to: the nature of pre-licensing legal instruments (opinions), the scope and requirements of the application for an opinion, and the binding force of pre-licensing acts. The practical significance of this issue is all the greater considering governmental plans to implement nuclear power in Poland and in the light of recent activities of private entities as to the construction of smaller nuclear power plants. In the latter case, prelicensing instruments are already being exercised in practice.

scholarly journals Research on Anomalous Behavior Detection and Dangerousness Assessment among Civil Aviation Passengers at Checkpoints

2021 ◽  
Author(s):  
Haibin Shen ◽  
yan Zhang
Keyword(s):  
Neural Network ◽  
Index System ◽  
Evaluation Method ◽  
Assessment Method ◽  
Anomalous Behavior ◽  
Civil Aviation ◽  
Risk Level ◽  
Neural Network Method ◽  
Behavior Detection ◽  
Network Method

Abstract Traditional civil aviation security check measures are focused on baggage rather than passengers. The goal of this study is to enhance the level and effectiveness of security measures. We propose an anomalous behavior detection technique for civil aviation passengers and a passenger risk-assessment method based on a neural network method. A large number of real cases were analyzed and summarized to extract indicators of anomalous behavior of civil aviation passengers, and an index system was developed to detect anomalous behavior of passengers at checkpoints. A neural network method was used to evaluate the passengers and classify the risk level to detect potentially dangerous personnel, monitor people, and create an emergency warning system. The synthetic minority oversampling technique (SMOTE), the conjugate gradient method, and a multilayer perceptron neural network were used to classify the risk level of passengers at checkpoints. The results demonstrated that the proposed index system and evaluation method were well suited to deal with the ambiguity and uncertainty in the recognition process. The anomalous behavior of civil aviation passengers at checkpoints and the associated threat level were accurately identified.

scholarly journals APLIKASI DATA MINING UNTUK PERBANDINGAN MANAJEMEN LABA TERHADAP TINGKAT RESIKO INVESTASI PADA PERUSAHAAN PERBANKAN DI INDONESIA STOCK EXCHANGE

2017 ◽  
Vol 1 (1) ◽  
pp. 28
Author(s):  
Andika Prajana
Keyword(s):  
Data Mining ◽  
Rough Set Theory ◽  
Stock Exchange ◽  
Financial Statements ◽  
Financial Accounting ◽  
Risk Level ◽  
Investment Risk ◽  
Financial Report ◽  
Financial Condition ◽  
Accrual Basis

The financial report is a means of communicating financial information to parties outside the corporation. The preparation of financial statements, an accrual basis was chosen because it is more rational and fair in reflecting the company's financial condition in real terms, but the other can use the accrual basis to the management to provide more flexibility in choosing accounting methods for not deviate from the rules applicable Financial Accounting Standards. In this study, comparative analysis Persistency Profit Management with Investment Risk level by applying the Application of Data Mining with Rough Set Theory in order to find a pattern or knowledge that can be used as a basis to predict what action will be performed in managing earnings management and banking conditions in company's future. 

scholarly journals Prediction and Empirical Study of Stock Yield Volatility Based on Event Study

2020 ◽  
Vol 214 ◽  
pp. 02023
Author(s):  
Shen Mingcai ◽  
Liu Xin ◽  
Huang Xi ◽  
Cao Zhaohuan ◽  
Su Ganya
Keyword(s):  
Stock Market ◽  
Stock Price ◽  
Listed Company ◽  
Investment Decision ◽  
Practical Significance ◽  
Event Window ◽  
Future Return ◽  
Internal Relations ◽  
The Impact ◽  
Source Of Information

Stock market event is an important source of information for investment decision, and it is of practical significance to quantify the event and predict the fluctuation range of future return under such event. Most researchers study stock market events horizontally, that is, to study the impact of a current event on the stock price of a certain sector or industry, while the paper attempts to study vertically the impact of a certain event of a single listed company on the return. Based on the internal relations between public announcement and stock yield of listed companies, the paper deduced the daily yield prediction model of event window by VAR(p) to exclude subjective “estimation” in the past and verifies the feasibility of the model.

scholarly journals RISK OF RETURNING DEPOSITO INVESTMENT RESULTS

2019 ◽  
Vol 3 (02) ◽  
Author(s):  
Djoko Sigit Gunanto
Keyword(s):  
Value At Risk ◽  
Risk Level ◽  
P Value ◽  
Investment Risk ◽  
Islamic Banks ◽  
Financial Reports ◽  
Net Return ◽  
Risk Return ◽  
Significant Probability ◽  
Level Of Risk

The purpose of this study is to understand the risk and return on investment of mudharabah deposits in Islamic banks using the Value at Risk (VaR) approach. The objects in this study are quarterly financial reports of Bank Syariah Mandiri, Bank BRI Syariah, and Bank Muamalat for three years, 2015-2017. VaR analysis results show that the average investment risk of mudharabah deposits for 3 years at Bank Syariah Mandiri was in 2015 amounted to 6.61% and net return of -0.53%, in 2016 the risk of 0.14% and net return of 3.21 %, in 2017 the risk is 0.17% and the net return is 0.32%. BRI Syariah Bank in 2015 was 0.08% and net return was 4.28%, in 2016 the risk was 0.07% and the net return was 3.77%, in 2017 the risk was 0.08% and the net return was 42.81% . and Bank Muamalat was in 2015 amounted to 0.63% and a net return of 0.04%, in 2016 a risk of 0.40% and a net return of 0.08%, in 2017 a risk of 0.14% and a net return of 0.26% . In addition there are differences in the level of risk and net return on Bank Syariah Mandiri, Bank BRI Syariah, and Bank Muamalat with a significant probability (p-value) for a risk level of 0.005 and a net return of 0.045. From the level of risk and net return for three years, BRI Syariah Bank is a bank that has a prospective value. Keywords: VaR, Risk, Return, Mudharabah Deposit

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