Kharchenko A. Modeling of decision-making processes in a system of investment management

The object of a research - is a process of investment management of an investment company. The purpose of research - is mining of a complex of interdependent economic-mathematical models ensuring acceptance of effective solutions in a system of investment management. The methods of research: systems analysis, theory of investment management, decision theory, methods of the expertal, multidimensional regression analysis, theory of forecasting, probability theory and mathematical statistics. Idealized outcome - the gears and approaches to simulation of decision-making processes in a system of investment management of financial institutions are designed. The applied value is conditioned by mining of a complex of models and methods of decision making in a system of investment management permitting to simplify a procedure of decision making with allowance for of dynamic nature of environment and to lower hazards of investment activity. Scientific novelty: the model of an estimation of a financial conditionof the emitter is offered, which one bases on the Bayes consulting model and model of its forecasting. These models allow for dynamics of a financial condition of the emitter, what essentially increases efficiency of the received solutions. The probabilistic model of formation of an investment briefcase is offered, that allows to evaluate and to reduce a level of its risk. The model is designed, which one with allowance for of dynamics of financial flows reshapes effective frame of a briefcase on given temporary horizont. Is supplemented the concept of creation of a complex economy-mathematics models for support of decision making in investment management, which one allows to increase efficiency of investment activity. The models of an estimation and forecasting of investment attractiveness of valuable papers with allowance for dynamics with the count of their characteristics are advanced, which one allow to form set of attractive valuable papers, to increase profitability and to reduce hazards of a briefcase.