Model zarządzania ryzykiem z wykorzystaniem systemów wieloagentowych

• Autorzy: Halikowska A. , Wilimowska Z.

Warianty tytułu

EN

Model of management of risk with use multiagent system

• Języki publikacji: PL

Abstrakty

EN

The globalization of world economies, global changes in economic conditions in the world today - the increasing volatility of commodity prices, exchange rates, interest rates heighten the risk of running business activity. It requires considering the impact of risk on decisions effects. Variability and complexity of the environment mean that the risk can be considered as a common factor associated with almost any activity. Risk should not be considered only in terms of threat, as it often creates opportunities that are inspiration of human action. Therefore it needs to be considered as one of determinants of entrepreneurship. It contributes to carrying out research, creation of new theories and attempting their application in practice. Thus it can be regarded as a source of progress and activation, and therefore it can be considered as a useful factor - under condition that it can be inspected and controlled. Enterprise management system performs, among other things, option of risk management. Classical methods of risk management are largely based on knowledge, ideas and preferences of decision maker. Under this approach it is very easy to make errors in investment evaluation. Very often such errors may lead the company into bankruptcy. The use of multi-agent systems in risk management will minimize the number of wrong decisions resulting from incorrect calculations and lack of objectivity of the decision maker. The use of multi-agent systems in management of investment risk, allows to create the database. The information stored in it can be used by users of the system in the future. It is worth noting that, thanks to usage of self-learning module by the system over time, the system becomes more and more independent. This approach is common to contemporary theories that focus on developing models to help decision-makers not only make decisions but also are able to show the effects of those decisions. In modern models of investment risk management it should be considered taking into account the different sources of risk. This follows from the fact that in modern approach the decision maker first must have knowledge of the way the company works. On this basis, it is able to, not only decide on investment, but also suggest some improvements in the enterprise risk management. A similar approach is presented in the model proposed in the article. To summarize, the proposed solution completely fulfills the requirements of modern models for managing risk.

Słowa kluczowe

PL

zwrot z inwestycji; ryzyko; zarządzanie ryzykiem; system wieloagentowy; agent

EN

return on investment; risk; risk management; multi-agent system; agent

• Wydawca: Polskie Towarzystwo Zarządzania Produkcją
• Czasopismo: Zarządzanie Przedsiębiorstwem
• Rocznik: 2012
• Tom: Vol. 15, nr 2
• Strony: 2--14
• Opis fizyczny: Bibliogr. 20 poz.

Twórcy

autor

Halikowska A.

autor

Wilimowska Z.

• Instytut Finansów, Państwowa Wyższa Szkoła Zawodowa w Nysie,

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