Investments Attractiveness via Combinatorial Optimization Ranking

نویسندگان

  • Ivan C. Mustakerov
  • Daniela I. Borissova
چکیده

The paper proposes an approach to ranking a set of potential countries to invest taking into account the investor point of view about importance of different economic indicators. For the goal, a ranking algorithm that contributes to rational decision making is proposed. The described algorithm is based on combinatorial optimization modeling and repeated multi-criteria tasks solution. The final result is list of countries ranked in respect of investor preferences about importance of economic indicators for investment attractiveness. Different scenarios are simulated conforming to different investors preferences. A numerical example with real dataset of indicators is solved. The numerical testing shows the applicability of the described algorithm. The proposed approach can be used with any sets of indicators as ranking criteria reflecting different points of view of investors. Keywords—Combinatorial optimization modeling, economics investment attractiveness, economics ranking algorithm, multicriteria problems.

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تاریخ انتشار 2013