Investment Decisions Modelling Along Sustainable Development Concept on Financial Markets / Investicinių Sprendimų Modeliavimas Vartojant Tvariosios Plėtros Sąvoką Finansų Rinkose

Abstract

Abstract. The goal of the paper is development of the conception of sustainable return investment decisions strategy in capital and money markets and modeling of investment decisions along sustainable development concept in capital and money markets. The research was performed with an experiment in FOREX and in some matured and emerging capital markets. The adequate for investments decisions reliability assessment portfolio will be presented and analysed as main instrument for developing sustainable return investment decisions strategy. The cases of practical implementation of adequate portfolio will be widely described. Further, the pragmatical problems how to use the strategy as innovative and effective financial instrument for investors and stock treasury will be discussed. Practical calculation was made on the very last data of different markets.

The Riddle of Volatility Clusters

“…We meet many other interesting detailed works or case studies in the area like Henriksson, Merton (1981) Janda, Svarovska (2010). Price direction development dependence also takes place in the basic feed back process according to the behavioral finance concept where upward trend is more likely to be followed by another upward movement (Schiller 2003) or in other research as for example momentum studies (Pesaran, Timmermann 1995;Stankevičienė, Gembickaja 2012), short term trend trading strategy in futures market based on chart pattern recognition (Masteika, Rutkauskas 2012) or in the development of the con ception of sustainable return investment decisions strategy in capital and money markets (Rutkauskas et al 2008). We have to mention also the work of Larrain 1991, which states that long term memory exists inside the financial market, other similar works of Hsieh (1991), Peters (1989Peters ( , 1991Peters ( , and 1994 which focus mainly on measurement of probability diversions from normality.…”

Heavyweight and Oversized Cargo Transportation Risk Management

“…As one of the measures for the information system development and cultivation of the investment criteria adequacy is classification of decision possibilities [Rutkauskas et al, 2008], taking into account possibility efficiency and reliability as well as the level of riskiness which depends on the riskiness of the processes under analysis (interest rate, currency exchange rate and alike) and on the ability of a subjectthe recipient of the risk consequences to manage it. To understand the risk just a negative sense is incorrect.…”

Building an Artificial Stock Market Populated by Reinforcement‐learning Agents

“…In this paper using the defi nition of parallel decisions management system in capital and exchange markets we mean the so-called double trump model (Rutkauskas 2008;Rutkauskas et al 2008), which at fi rst was designed for decisions management in exchange markets, and later it was repeatedly used in various capital markets. The description of double trump model, its development and possibilities of application for decisions management in exchange markets can be found in (Rutkauskas 2005;Rutkauskas 2006;Rutkauskas, Stasytytė 2006).…”