Decision making strategies in global exchange and capital markets

Abstract

The main objective of this paper is to present the investment decision management system in exchange and capital markets – the Double Trump model. The main problems being solved with this model are named as quantitative decision search problems. Computer-imitational methods are also analysed as the main solving means for the mathematical models viewed as stochastical programming tasks in order to reflect the problems characteristics. Attention is paid to the revealing of the analytical possibilities of the decision management system and to decision methods identification, analyzing such non-traditional problems of financial engineering as three-dimensional utility function maximization in the adequate for investment decisions reliability assessment portfolio possible set of values, searching for investment decisions profitability, reliability and riskiness commensuration concept and mathematical decisions methods. Solving of the problems named above ensures sustainable investment decisions development in capital and exchange markets.