Investor acquires sources of income (SI) of any physical nature with the aim of deriving a financial benefit.
We consider here solvable tasks of seven types on finding optimal strategies of investing funds in acquisition of SI from a given set of them, when is reached a maximum average absolute income from their realization (selling) or maximum average relative income (i.e. income per time unit) from their future exploitation with possible constraints on the risk of investment and its payback.
The term "investment" is broad and multi-faceted, which means a lot of its possible properties and manifestations. In our case it refers to the so-called standard investments, often encountered in practice. Such investments are characterized by the following three properties: financialness, singleness and informativeness, the essence of which is as follows:
- property of financialness means putting only monetary funds in investment objects (sources of income) to obtain financial income from the future realization of these SI or their exploitation during a long time;
- property of singleness means that a given amount of funds is invested to the selected set of SI instantly, i.e. without the effect of accumulating;
- property of informativeness means that the investor has information about the cost of those SI, which he can acquire, and about their parameters of profitability (this information is usually complete in regard to the costs of SI, but for the parameters of SI profitability it can be either accurate or estimated, i.e.probabilistic).
Standard investments are encountered in many areas of human activity, which include: business, industrial production, construction, trade and finances. As a source of income in these areas can be:
- in business — an object of business transaction, in particular:
- consignment;
- object of retail trade (shop, shopping center, etc.);
- object of industrial production (workshop, plant, etc.);
- object of mass using (stadium, hotel, entertainment center, etc.);
- …
- in industrial production — a separate means of manufacture, in particular:
- machine;
- processing center;
- production line;
- …
- in construction — an object of construction or its part, in particular:
- dwelling house or hotel;
- apartment;
- a share in construction of a house;
- …
- in trade — an object of buy/sell, in particular:
- object of real estate (apartment, cottage, country house, etc.);
- piece goods (car, household appliance, etc.);
- a security (share, bond, etc.);
- in finances:
- monetary contribution, laid on bank deposit;
- a loan issued by the bank.
Depending on the nature of a certain SI and its purpose (subsequent realization or long exploitation), it can be described by different parameters and characteristics determining its future profitability. At that, the cost of a SI sample is always a known fixed quantity. In case when parameters of SI profitability or their future realization are random values, there appears a risk of investment, as well as a risk of exceeding the permissible period of its payback (if such period is stipulated). The values of these risks are estimated by statistical modeling of an optimized process of investment in a given set of SI.
Note 1. Risk of investment is characterized by the following parameters: a given probability of the risk ofobtaining not more value of absolute (or relative) income from realization (exploitation) of acquired SI than the value of threshold income, which is determined by modeling of the found optimal investment strategy.
Note 2. Return on investment takes place in case when the actual proceeds from realization (exploitation) for a given period of the acquired SI will not be less thanthe recoverable amount that equals to the product of a cost of this SI by a specified rate of return.
All tasks of these seven types on optimizing standard investments in any SI can be solved numerically by using the new science-intensive network technology called "Information technology of automation of control of discrete technological and information processes (in short — IT AC DTIP)", because optimizable process has all necessary properties for that. This process is discrete and is classified as an instant process of selecting choices. Its elements in terms of DTIP are:
- sources of income — demands;
- amount of investment — a device of service.
Below is an overview of solvable tasks of seven types on optimizing standard investments in any SI, which can have two diversities of profitability: fixed and varying (see definit. below). For each of these types of tasks has been developed its own mathematical model covering the appropriate class of optimizable discrete processes.
Definition. Varying profitability is called a property of SI to change their profitability either forced (under some control), or under the influence of some random factors. For example, if the SI is the piece goods, for which the seller can change its selling price, then takes place a forced varying profitability. If the SI is a security being sold on the exchange, then it is characterized as a random varying profitability because the selling price of this security is determined by market conditions in prices on the stock exchange.
