Application of the Monte Carlo Method for Assessing the Risks of Stocks When Making Investment Decisions: an Algorithm and Proposals for Automation

The topic of the final qualifying work (master's thesis) "Application of the Monte Carlo Method for Assessing the Risks of Stocks When Making Investment Decisions: an Algorithm and Proposals for Automation." Key words: investments, shares, efficiency, risk. The object of the research is financial investments. The subject of the research is the process of assessing the risks of financial investments. The structure of the final qualifying work consists of an introduction, two chapters (analytical and practical), a conclusion, a list of sources and applications used. The volume of work is 42 pages, which contain 25 figures and 8 tables. When writing the final qualifying work, 33 literary sources were used. The introduction reflects the relevance of the chosen topic, the goal and tasks solved in the work, the object and subject of the study, the methods used and the practical significance of the results obtained are described. The first chapter provides a domain analysis. It describes the general characteristics of KPMG JSC, the methodology used in client companies for assessing the effectiveness of investment projects and theoretical data on existing tools for risk assessment. It also describes the task setting for the development of an automation project. The second chapter describes the automation project, a description of its content, resources, timing and risks. There are also system design, algorithms. Finally, a test case of the system is shown. In the conclusion, it is determined what tasks have been solved, what results have been achieved and in what directions the further improvement of the information system will be carried out.