درخت حوزه‌های تخصصی

The portfolio selection problem is one of the main investment management prob-lems. In the portfolio selection problem, robustness is sought against uncertainty or variability in the value of the parameters of the problem. This paper has been conducted for Robust portfolio optimization based on the mean-cvar approach. And introduces the linear mean-cvar model as a criterion for calculating risk and provides an optimal Robust mean-cvar model. Robust approach used in this research is the Bertsimas and Sim. In this approach, Robust counterpart presented for a linear programming model remains linear, maintaining the advantages of the linear programming model in the optimal model. The model developed in this research is randomly selected by real data of 20 stocks of the S&P 500 index for three years, this development help portfolio selection problem to consider uncertainty. Interval optimization is modeling approach to consider parameters uncertainty in this paper. Considering uncertainty make model more realistic. The results of model show that this approach has computational efficiency and on the other hand proposed model produce better solution in risk and portfolio rate of return point of view

The increase in non-performing loans considerably reduces profit in the banking systems. To solve these problems, factors influencing the collection of non-performing loans have to be examined in a hopeful attempt to reduce it to an ac-ceptable level. The present study is conducted to analyze and study factors influ-encing the collection of non-performing loans in Shahr Bank. This research is an applied study regarding its goal. It was conducted in two sections, namely the qualitative and quantitative sections. In the qualitative sections, the factors influ-encing the collection of receivables were identified using the theoretical literature and interviews with senior managers of Shahr Bank through the encoding process. In the quantitative section, data was collected by surveying the opinions of 12 experts, including senior managers of Shahr Bank in 2020 using a questionnaire. Thereafter, the factors were selected using the fuzzy Delphi technique and the relationships between them were determined using the fuzzy DEMATEL method. Finally, the factors were weighted and prioritized using the fuzzy ANP method. The research findings showed that non-performing loans can be collected through six types of factors including organizational, regulatory, customer, banking, envi-ronmental, and operational factors. The environmental factor is the most influential factor, while the operational factor is the most influenced and most important factor. In addition, behavioural, contextual, and structural sub-factors have the highest level of importance in the collection of non-performing loans in the order mentioned. These findings can help bank managers make decisions to improve the collection of receivables.

Management of innovation processes is one of the functions of local governments and, therefore, they should be the initiators and moderators of communication between research organizations and enterprises. The program formation of agglomeration innovative development involves the creation of promoting innovation body, which allows to achieve the maximum involvement degree of all the participants in the innovation process. The article is devoted to the research of urban agglomeration innovative development, the need to create a special body or center for innovation, which will form a set and interconnected, and will be integrated into the urban agglomeration and carry out innovation and technological activities as part of research and production infrastructure. The article develops a method for predicting the effectiveness of the advancement of this body through the digital space using trend models. It is expected to receive three forecasts: optimistic, realistic and pessimistic. This will accelerate the establishment of links between the players of the regional innovation market and contribute to a qualitative change in the spatial and functional structure of urban agglomerations. The development of information and communication technologies allows to create effective systems that will stimulate the agglomerations innovative development . Therefore, the communicative activities of regional governments should be carried out through the use of information and communication technologies. Thus, the urgency of developing a methodology for assessing the increase of the innovative component of agglomeration economic development is due to the low percentage of implementation research results, low science-intensive gross value added in the Ukrainian regions, the possibility of using information and communication technologies. Increasing the number of targeted visits will simplify and speed up the process of establishing links between innovation market players at the agglomeration spatial level in both the short and long term

The purpose of this study is to study the indicators for evaluating the effectiveness of the implementation of investment processes on the securities market, taking into account the scientific foundations of information management systems and analysis of indicators of financial efficiency of the investment function of the securities market in Ukraine. The relevance of this study is due to the growing importance of management information systems in all sectors of the Ukrainian economy, in particular, the provision of solutions to the problems of activating investment processes in the securities market of Ukraine by analyzing and reassessing the effectiveness of investment processes at this level, taking into account the scientific basis of management information systems.  A set of indicators that best reflect the implementation of the investment function of the Ukrainian securities market is proposed. A matrix of characteristics of investment processes in the securities market is proposed. It is argued why domestic and foreign investors prefer local securities market indices when making investment decisions. Through the implementation of correlation-regression models, it has been proven that, on average, 87% of changes in investments in securities are due to changes in the number of licensed entities, which on the Chedoch scale indicates a close relationship between the indicators. The results obtained using statistical inference methods indicate a high impact of both external macroeconomic factors that inhibit the development of the securities market and internal, which in turn is reflected in the indicators of assessing the effectiveness of investment processes in the securities market.

With the development of a new stage of the industrial revolution, the importance of digitalization of business development tools is growing. The purpose of this article is to study the applied aspects of digital marketing tools usage for business development in the B2C market. To achieve the purpose and objectives of the study general and special methods are used: comparative analysis of the results of economic and statistical surveys; method of expert assessments by questionnaires using a 5-point Likert scale. The concordance coefficient was used to determine the consistency of the experts' opinions taking into account the related ranks in method of expert assessments. According to the results of the research, it is established that the Ukrainian business of the B2C sector was actively mastering digital marketing tools. The analysis of penetration level of digital technologies in the development of trade business showed the emergence of basic conditions for updating marketing tools to influence the B2C market. There is a rapid coverage rate of multi-purpose use of the Internet among consumers and businesses; gradual growth of digital skills among practitioners; positive dynamics of development of interactive services in the trade sphere. However, the level of use of the retail businesses websites remains low in many spheres of customer service. An important trend of the current development stage of the consumer market is the usage of business Internet platforms designed for mass dissemination of information. Effective marketing channels of interaction with consumers include social media (social networks, blogs or microblogs, websites with multimedia content, knowledge sharing tools), websites, e-shops, and sales via mobile devices. According to the results of expert evaluation, foreground digital technologies, which are able to bring business to a qualitatively new level of interaction with consumers and the provision of trade services have been identified. These are artificial intelligence and cognitive technologies, BigData, Internet of Things (IoT), and cloud computing. The structural and logical scheme of research of digital marketing tools is used for business development which includes two stages is offered. In the first stage, trendwatching, benchmarking and evaluation of internal opportunities for the use of digital marketing tools are performed. In the second stage, three components of digital readiness of business are defined: technological; competence; institutional. The obtained results form the basis of further research to determine the priorities of adaptive digital business behavior for the productive use of existing digital opportunities.