71387

Автор(ы): 

Автор(ов): 

4

Параметры публикации

Тип публикации: 

Доклад

Название: 

Single-Factor Stress Testing of the System-Forming Enterprises

Электронная публикация: 

Да

DOI: 

10.1109/MLSD55143.2022.9934574.

Наименование конференции: 

  • 2022 15th International Conference Management of large-scale system development (MLSD)

Наименование источника: 

  • Proceedings of the 15th International Conference Management of Large-Scale System Development (MLSD)

Город: 

  • Moscow

Издательство: 

  • IEEE

Год издания: 

2022

Страницы: 

https://ieeexplore.ieee.org/document/9934574
Аннотация
We propose a method for conducting stress testing of enterprises in the real sector of the economy. The development includes the formulation and methodology for solving the inverse problem of stress testing and a predictive mathematical model based on data from open sources (companies' financial statements). The inverse task is to determine the characteristics of the financial and economic state of the enterprise, corresponding to various critical combinations of parameters of the financial result of its activities. Our original technique can significantly reduce the complexity and computational complexity of stress testing. We demonstrate our development by the stress testing backbone enterprises in the trade industry. The results obtained will find application in solving optimization problems for making decisions to increase the survivability of various sectors of the economy.

Библиографическая ссылка: 

Дранко О.И., Богомолов А.С., Дворяшина М.М., Цвиркун А.Д. Single-Factor Stress Testing of the System-Forming Enterprises / Proceedings of the 15th International Conference Management of Large-Scale System Development (MLSD). Moscow: IEEE, 2022. С. https://ieeexplore.ieee.org/document/9934574.