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MARKET CHAOS SUPPRESSION AND BUSINESS STABILIZATION

https://doi.org/10.17747/2078-8886-2015-6-78-81

Abstract

An aim of this work is to demonstrate the potential utilization of mathematical methods for the diagnosis of the crisis situations in the business and develop methods to eliminate them. Feichtinger model for two competing firms engaged in active investment strategy in the commodity market is considered in this article. An effective method that allows one to quickly suppress market chaos and stabilize operating dynamics of both companies via model modification is purposed. An important advantage of the developed method for competing firms business management is that a small number of corrective operations is required to suppress the chaotic trends.

About the Author

A. I. Zvyagintsev
Asset Management Company "North-West Capital", St. Petersburg
Russian Federation

Doctor of Economics, PhD in Physical and Mathematical Sciences, Senior Research Officer. Head of Financial Monitoring Department, Asset Management Company "North-West Capital", St. Petersburg. Research interests: mathematical methods in economics, theory of asset management, stock market, risk management.



References

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Review

For citations:


Zvyagintsev A.I. MARKET CHAOS SUPPRESSION AND BUSINESS STABILIZATION. Strategic decisions and risk management. 2015;(6):78-81. (In Russ.) https://doi.org/10.17747/2078-8886-2015-6-78-81

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ISSN 2618-947X (Print)
ISSN 2618-9984 (Online)