Fuzzy model for complex risk assessment of an enterprise investment project
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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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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 (Fishburne weights)
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
fuzzy model, complex risk assessment, enterprise investment project
Бібліографічний опис
Chaikovska I., Hryhoruk P., Chaikovskyi M. Fuzzy model for complex risk assessment of an enterprise investment project. SEUR-WS. 2021. Vol. 3048. Paper 09. Pp. 163-179. URL: http://ceur-ws.org/Vol-3048/paper09.pdf