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JOURNALS // Vestnik of Astrakhan State Technical University. Series: Management, Computer Sciences and Informatics // Archive

Vestn. Astrakhan State Technical Univ. Ser. Management, Computer Sciences and Informatics, 2022 Number 3, Pages 61–70 (Mi vagtu731)

SOCIAL AND ECONOMIC SYSTEMS MANAGEMENT

Fuzzy models in investment planning

N. V. Fedorova, I. G. Akperov

Southern University (IMBL), Rostov-on-Don, Russia

Abstract: When planning investments, the conditions for further business activities are not always reliably known in advance. Socio-political and natural factors can affect to the amount of inflation, cost of technical facilities and technologies, and profits. All these factors make studying fuzzy modeling of investment planning very important. One of the modeling methods under uncertainty conditions is using L. Zadeh apparatus of fuzzy logic. The purpose of the study is to apply fuzzy logic methods to investment planning. The task of the study is to develop the elementary S-shaped models that show the influence of different factors on the decision to invest. Previously, in similar problems there were considered the triangular or trapezoidal models, which defines the novelty of the proposed study. As a result of the study, a number of normalized S-shaped models were built (the simplest basic, with adjustment factors, with debt obligations, with a delayed start of implementation, additional revenues and inflation), which clearly show the individual factors influencing the decision to invest (available funds growth, debt obligations, additional annual receipts of funds, inflation, development of production technologies). An example of defuzzification is given for the simplest basic diagram. The above models can be used as a basis for building more complex models that take into account the combinations of influencing factors.

Keywords: investment, investment planning, modeling, fuzzy logic, fuzzification, membership function.

UDC: 519.86:303.725.23:33.22.021.4

Received: 28.07.2022
Accepted: 24.07.2022

DOI: 10.24143/2072-9502-2022-3-61-70



© Steklov Math. Inst. of RAS, 2024