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Information × Registration Number 0211U005155, 0108U004086 , R & D reports Title Development of the modern methods of financial decisions making popup.stage_title Head 3. Lukyanenko Іryna, Registration Date 23-02-2011 Organization National University of "Kyiv-Mohyla Academy" popup.description2 The purpose of the research was elaboration and development of contemporary directions of financial modeling as scientific base for managerial decision-making on macro- and microlevels. The object of the research is financial-economic processes and mechanisms of generation and making decisions on macro- and microeconomic levels in transition economy. The subject of the research is theoretical and methodical conditions and instruments of mathematical modeling of generation and estimation of financial decisions' consequences on macro- and microeconomic levels. Methods of research are based on the general system theory and systems analysis, finance theory, financial and multicriterion analysis, probability theory and mathematic statistics, econometrics methods, particularly the methods of simultaneous equation systems, dynamic and stochastic models, methods of time series analysis and etc. Legal acts and regulations on issues concerning financial policy adoption in Ukraine, reports of the Ministry of Finance of Ukraine and the State Treasury of Ukraine, and statistics data of the State Statistics Committee of Ukraine constituted the informational base of the research. The conducted research has enabled to receive results that have substantial scientific novelty, in particular the following has been done for the first time: - The concept of generation and making financial decisions on macro- and microeconomic levels based on contemporary mathematical methods and models with consideration of internal and external environments' instability; the model of monetary and credit sector of Ukraine, differentiating from the existing ones by accounting for peculiarities of monetary transmission channels' functioning in transition economies; inclusion of regulatory equation, enabling to reproduce eventual alterations of exchange rate regimes; inclusion of internal and external environments' instability trough error correction mechanism and adaptive adjustments mechanisms; - Simultaneous Model of Ukrainian government payroll, differentiating from similar ones by simplification and transparency of correlation, as well as requiring minimal information for analysis of results of financial decisions in government payroll sphere; - The General Economic Equilibrium Model for Ukraine, which takes into consideration peculiarities of transformation processes, market economy backwardness, reaction to external and internal shocks and is a convenient instrument for analysis of application of various financial and economic policy instruments, as well as analysis of a wide range of financial decisions consequences, particularly in the sphere of tax, transfer, foreign trade policy and etc, and also enables to quantitatively estimate the influence of financial decision-making on economic growth of Ukraine; - Arbitrage Capital Asset Pricing Models, which unlike the existing ones, take into consideration dependence of unknown parameters on time and enable to receive more accurate results in comparison to classical asset pricing models (САРМ-models); Stock Portfolio Optimization Model for unformed stock market, basing on Sharp's approach an also on early prediction of securities yield through АRСН and GARСН methods, as well as Arbitrage Model; the Model for market value development prognosis for Ukrainian liquid shares with application of arbitrage theory of estimation, which has enabled to discover correlation between market value of shares of Ukrainian companies and various factors and make their quantitative estimation. Product Description popup.authors Івахненков С. В. Бєленька Г. В. Базілінська О. Я. Буй Т. Г. Глущенко С. В. Горбачук В.М. Грозава К. С. Донкоглова Н. А. Жук В. М. Краснікова Л. І. Лук'яненко І. Г. Подвисоцька Т. О. Подвисоцький Ю. А. Прімєрова О. К. Сєміколенова С. В. Сопко В. В. Токарчук Т. В. Шумська С. С. popup.nrat_date 2020-04-02 Close