经济风险统计评估的预测方面

Y. Lyzhnyk
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摘要

目标。本文的目的是研究应用预测模型和方法进行经济风险统计评估的方法学基础,特别是通过企业的预测规划和考虑半方差方法进行风险计算来评估降低系统风险的可能性。本研究的理论基础是国内外科学家的成果。为实现这一目标,主要运用了分析、综合、抽象逻辑、比较分析等研究方法对经济风险进行分类和评估方法;分散-半方差分析,以确定按经济活动类型销售的工业产品数量的风险指标水平;回归分析,建立预测模型,得到工业产品按经济活动类型的销售指标的未来值,明确评价指标的风险等级。讨论了风险分类和不确定性的发展方向,分析了系统经济风险定量计算的主要方法,确定了半方差分析及其优势。提出采用移动平均和回归预测建模的方法确定风险水平,可以更准确地考虑不确定指标的未来值,从而在规划企业时降低风险水平。在实践中,通过按经济活动类型划分的工业产品销售量指标来计算经济风险水平的预测和半方差方法的优势已经确立。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
FORECASTING ASPECT OF STATISTICAL ASSESSMENT OF ECONOMIC RISK
Objective. The objective of the article is to investigate the methodological basis of application of forecasting models and methods in performing statistical assessment of economic risk, in particular, to assess the possibility of reducing systematic risk through forecasting planning of the enterprise and taking into account the semi-variance approach to risk calculation. Methods. The theoretical basis of the study is achievements of foreign and national scientists. To achieve this goal, the following research methods are used: analysis, synthesis, abstract-logical and comparative analysis to classify economic risks and methods of their assessment; dispersion- semi-variance analysis to determine the level of risk indicators of the volume of sold industrial products by the type of economic activity; regression analysis to build forecast models, to obtain future values of sales indicators for industrial products by type of economic activity and to clarify the risk level for the evaluated indicators. Results. The directions of risk classification and uncertainty are considered, the main approaches to the quantitative calculation of systematic economic risk are analyzed, semi-variance analysis and its advantages are determined. It is proposed to use the methods of moving averages and regression forecast modeling in determining the level of risk, which will more accurately take into account future values of uncertain indicators, and, consequently, will reduce the level of risk when planning the enterprise. In practice, the advantages of forecasting and semi-variance approaches to calculating the level of economic risk by indicators of the volume of sold industrial products by type of economic activity have been established.
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