Formation of Investment Behavior Strategy using the Game-theoretic Method

Abstract

This work is aimed at developing the behavior strategy of an economic entity involved in investment activities using the game-theoretic method. To build a qualitative model, the authors considered the economic aspects of game theory and developed an algorithm for adopting the game-theoretic criteria to investment planning. The authors analyzed the investment portfolios available for business entities on the Russian market to test the model. The outcome of the article is the formation of the authors’ approach to rationalizing the behavior of an economic entity in the course of investment activities. A practical example is given in which the suggested method is used when various investment portfolios are available. The approach was tested to prove that it can be practically applied and further used in the construction of investment strategies.

The Instrumental Apparatus of the Innovative Potential Audit of the Enterprise in the Implementation of Project Activities

“…The model we suggest can be used for analyzing the PA of an enterprise and identifying the "bottlenecks" of the investment processes in the enterprise. These aspects can be supplemented by the approaches proposed in the following studies ( Zaytsev et al, 2021a;Zhu & Wang, 2018;Christensen, 2001). The approach we put forward corresponds to the interests of the enterprise in identifying the trajectory for long-term sustainability.…”

“…The requirements for achieving innovative leadership demonstrate the importance of the efficient allocation of scarce financial resources. The scientific community uses economic and mathematical modeling for allocation and management of finance given investment limitations (Dai et al, 2021;Zaytsev et al, 2021a;2021c). Auditing is increasingly important in the process of implementing an innovative development strategy by both an individual enterprise and entire industries, given the problems that arise in project finance and in choosing areas for innovative cooperation (Mieke & Specht, 2008).…”

Problems of the Use of Cointegration Pairs for Pairs Trading

“…Dynamic analysis of digital information makes it possible to develop and implement models to rationalize the control of individual parameters, taking into account the specifics and properties of the object in question. In particular, intelligent algorithmization makes it possible to rationalize the behavior of subjects in specific periods of time by processing a large amount of data and identifying temporary elements, for example, in the context of building investment strategies or mathematical processing of the information environment [2,3].…”