英文标题:
《Dynamic investment model of the life cycle of a company under the
influence of factors in a competitive environment》
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作者:
O. A. Malafeyev, I. I. Pavlov
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最新提交年份:
2019
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英文摘要:
Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company\'s life cycle with known action costs and transition probabilities, that can be affected by an outside influence. For this task, the Markov model was utilized. The proposed model is illustrated on a task of determining an advertising policy for a car dealership, that would increase the stock equity of a company. The result demonstrates the usefulness of a model for use in determining future actions of a company. We also review multiple models of the influence of outside factors on a company\'s total capitalization.
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中文摘要:
在高度竞争的经济环境中对公司的所有可能生命周期进行建模,为所有者的商业投资活动提供了巨大的优势。本文提出并分析了一个公司生命周期的动态模型,该模型具有已知的行动成本和转移概率,可以受到外部影响。对于这项任务,使用了马尔可夫模型。提出的模型以确定汽车经销商的广告政策为例,这将增加公司的股本。结果证明了模型在确定公司未来行动时的有用性。我们还回顾了外部因素对公司总资本影响的多种模型。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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