Browsing by Author "Yatsenko, V."

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    AUTOMATED FORMING OF INSURANCE PREMIUM FOR DIFFERENT RISK ATTITUDE INVESTMENT PORTFOLIO USING ROBO-ADVISOR
    (2022) Kobets, V.; Yatsenko, V.; Popovych, I. S.; Попович, І. С.
    The volume of private investment is growing steadily nowadays. In this case, it is crucial to analyze investors' behaviour, decision-making factors and the specifics of their investment portfolio formation and especially their cognitive constraints, which prevent them from effectively defining investment goals and profitable achieving them. This research shows that investors, even experienced and financially literate, often make significant mistakes when creating their own investment portfolios. Thus, the use of automated tools for determining the insurance premium and the optimal investment portfolio, which is a robo-adviser, becomes relevant. The paper presents the model for estimating personal insurance premium for different risk attitude investment portfolios using robo-advisor. Three types of investors are analyzed: conservative, aggressive, and moderately aggressive. The model helps determine the individual size of the insurance premium for each investor profile, taking into account his or her risk attitude.
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    Dynamic Model of Double Electronic Vickrey Auction
    (2015) Kobets, V.; Yatsenko, V.; Poltoratskiy, M.
    The paper deals with different approaches to the definition of e-commerce, including special mechanisms for the distribution of goods and payments, such as auction model. Different formats of auctions that change welfare of their participants are investigated. Software modules were developed for researching the effectivenes of double electronic Vickrey auction. It is defined that in double Vickrey auction incentives for most buyers and sellers are created to reveal their true types. The developed software module of double Vickrey auction showed the highest efficiency in the terms of social welfare among alternative formats and disproved the ability of Vickrey auction to achieve results like market mechanism of perfect competition.