Economic-mathematical model for complex risk assessment of the enterprise investment project using fuzzy logic
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Дата
2021
Автори
Григорук, П.М.
Григорук, Павло Михайлович
Hryhoruk, Pavlo
Hryhoruk, P.
Chaikovska, I.
Chaikovskyi, M.
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Видавець
EDP Sciences
Анотація
The article proposes an economic-mathematical model for determining a comprehensive risk assessment of the investment project of the enterprise which are based on the approaches of A. Nedosekin. The model is built using fuzzy logic and takes into account the probability of occurrence of each of the identified risks and the level of impact of each of them on the project. The probability of risk is set by experts in the form of points and converted into linguistic terms, and the level of influence of each of them on the project – the ratio of benefits and is determined using Fishburne scales. The proposed Project Risk Model consists of the following stages: formation of initial data using expert opinions; construction of a hierarchical project risk tree; determination of weight coefficients () of project risks; selection and description of membership function and linguistic variables; conversion of input data provided by experts from a score scale into linguistic terms; recognition of qualitative input data on a linguistic scale; determination of a complex indicator of investment project risks; interpretation of a complex indicator. The developed model allows managing the risks of the project to maximize the probability of its successful implementation, to compare alternative projects and choose less risky, to minimize the level of unforeseen costs of the project.
Опис
Ключові слова
comprehensive risk assessment, investment project, Fishburne weights, membership function, fuzzy logic
Бібліографічний опис
Chaikovska I., Hryhoruk P., Chaikovskyi M. Economic-mathematical model for complex risk assessment of the enterprise investment project using fuzzy logic // SHS Web of Conferences. 2021. Vol. 107. paper 12002. https://cutt.ly/8nkKbn5. doi: https://doi.org/10.1051/shsconf/202110712002