MATHEMATICAL MODELS OF IT BUSINESS RISKS ASSESSMENT

Abstract

The modern world is a world of almost continuous various disasters. The general concept of risks is closely related to such disasters of a natural, man-made, informational and financial nature. The definition of risks differs greatly among specialists in different industries. Therefore, the formation of general approaches to the description of the indicated phenomena in general terms is relevant. Such general approaches that could lead to the construction of mathematical models of risk analysis and management capable of working in real time. Generally speaking, it is stock and financial markets that instantly react to various environmental changes in a standard way. Such a standard reaction is a sharp change in the rates of financial assets and the collapse of stock markets. Therefore, the authors consider it expedient to start the work with the analysis of the risks of companies and stock markets. The paper analyzed classical approaches to the definition and mathematical modeling of qualitative and quantitative analysis of both the risks of a specific company and the stock market as a whole. An overview of currently existing models for determining and calculating the risks of stock markets is also provided. The hypotheses underlying these models are closely related to probabilistic approaches. Markets are assumed to be stationary and models are assumed to be linear and quadratic. However, due to the complex structure of the current global stock market, these models no longer work. More or less adequate forecasts usually require a large number of observations, work poorly around bifurcations, and do not have a computer implementation that would be able to make forecasts in real time. IT-business markets are changing the fastest, so it was very important to start analyzing the risks of such markets. The work takes the first step in building a "synthetic" model of dynamic calculation and risk management of IT-businesses.