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Постійне посилання колекціїhttps://repository.kpi.kharkov.ua/handle/KhPI-Press/39511
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Документ Analysis of the Markowitz’s and Tobin’s models for securities portfolio construction(НТУ "ХПИ", 2018) Vietrova, Halyna Viktorivna; Huzhva, Viktor OleksiiovychThe conclusions about the strata of society, various parties are supported by, have been made. The question arises of revising and improving the ways of forming the investment portfolio, since the degree of influence of macroeconomic indicators on the stock market behavior changes. The stock market is one of the key elements of the financial system of any state. The essence of the securities portfolio, the main task and the main objective of portfolio investment, the nature and methods of forming the securities portfolio in the conditions of instability of the Ukrainian stock market are considered. It describes the process of forming a securities portfolio, which is divided into five stages: determining investment objectives and priorities, conducting an analysis of securities, creating a portfolio and choosing management tactics, revising a portfolio and evaluating portfolio performance. On the basis of Markowitz’s model and Tobin’s model are developed algorithmic, informational and software. The applied capabilities of portfolio investment models are explored, which realize the main idea of Markowitz to form an optimal securities portfolio, while at the same time having fundamental differences. And the main difference Tobin’s model, which includes a certain risk-free asset, along with risky securities. An optimal securities portfolio is being built using ten risky stocks of various sectoral activities of Ukrainian enterprises using the Markowitz model and using risk-free assets (government corporate bonds) for the Tobin model. Also the composition, profitability and risk of the optimal portfolio in the Ukrainian stock market are determined. In addition, a graph of profitability and risk dependencies is constructed, where each point of the chart is a certain portfolio with a certain number of investments in the stocks of listed companies. The conclusion is made on the results obtained, focusing on their difference depending on the choice of the model of portfolio formation.Документ Cost and complexity research of software development to solve the problem of inventory management(НТУ "ХПИ", 2018) Zarudniev, Maksym Andriiovych; Huzhva, Viktor OleksiiovychThe article describes the process of estimating the cost and complexity of software development for the task of inventory management of a commercial enterprise to improve the decision-making process at the stage of formation of requirements for similar software products. There are different approaches to inventory management of a commercial enterprise. The algorithms implemented in the system are based on the constraint theory tool –dynamic inventory buffer management. Inventory management according to the theory of restrictions allows to provide a high level of availability of goods with minimal inventory in the system. After analyzing the subject area of inventory management and the methodology of dynamic inventory buffer management, a list of functional and non-functional software requirements was formed, and a data model was designed. The information obtained was used to compile a list of logical files and transactions specific to a particular requirement. From the resulting list of files and transactions, it is determined which elementary data, elementary records and links to files they consist of. The information obtained was used to estimate the size of the software at non-aligned functional points. To take into account the impact of non-functional requirements on the complexity of software development, the VAF alignment factor was calculated, for which it is necessary to give a qualitative assessment of the impact of system-wide requirements on the complexity of the software. The estimation of the complexity of the development was obtained using the COCOMO II methodology, namely, using seven multipliers of the complexity for the case of the initial assessment at the stage of approval of requirements. The calculations were obtained for teams with different professional level and equipment, in the conditions of a significant tightening of the development process, a high level of certainty of risks, without a rigid schedule of work. The cost of development was calculated for several common programming languages: J2EE, C#, C++.