Formalization of risk analysis in software products for calculating the effectiveness of investment projects

Abstract

Abstract Simulation is the process of transforming real processes in a mathematical form using computer technology. The main type of quantitative risk analysis is the calculation of stability analyzes, among which there is main type - sensitivity analysis (analysis of overall project sustainability). The purpose of the study is to improve the methodology for formalized risk assessment in the simulation of investment projects. It includes the following tasks: -analysis of existing approaches to risk assessment in simulation; - identification of the problems of calculating the level of risk in the simulation models of investment projects; -improvement of existing software products for calculating the effectiveness of investment projects. Sensitivity analysis finds out the reaction of the project to changes in its main parameters. One-way sensitivity analysis, implemented in almost all software products, provides limited information. Therefore, it is proposed to supplement the possibilities of programs by introducing a two-way sensitivity analysis into the structure of the section to study the effect on the result of simultaneous changes in two significant environmental factors. The calculation results will be presented in tabular and graphical form to expand the analysis capabilities. On the graph, by separating the zone with negative values and marking it with a contrasting color, the zone with unacceptable values (which correspond to ineffective design options) is very clearly visible.