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Разработка алгоритма подбора приоритетных венчурных IT-проектов

Разработка алгоритма подбора приоритетных венчурных IT-проектов

Abstract

The article considers the decision-making procedure concerning the financing innovative IT-projects by the venture investor. The algorithm of selection of IT-projects for decision-makers with technology expert estimation and Monte Carlo method is presented. The stages of the selection procedure are described in detail. The absence of the unified approach to evaluating the effectiveness of innovation is emphasized and universal classification criteria for estimation of IT-projects are offered. This classification takes into account the various industry-specific projects, which provide a more detailed analysis of the incoming information on IT-projects. Many of the most important indicators for the evaluation of the projects are determined using expert method. Taking into account the degree of co-ordination of the opinions of the experts and using Kendall Smith concordance coefficient, the methods of processing expert estimations, allowing not only to rank the projects according to their attractiveness, but also to determine the quantitative assessment of their attractiveness, are used. For determination of the vector of coefficients of relative importance of the projects an iteration algorithm, based on the assumption of the actualization of the axioms of Neumann Morgenstern utility theory, is worked out and introduced. For the account of vagueness and risk in the process of quantitative analysis and making decision on financing of IT-projects, it is offered to use Monte Carlo method for quantitative assessment of the risks of investments in projects. Due to the absence of accurate data on the further development of the selected projects simulation by Monte Carlo method allows, under certain conditions, to find a range of values of the resulting index for a given range of values of the original data.

Рассматривается процедура принятия решения о финансировании инновационных IT-проектов венчурным инвестором. Представлен алгоритм подбора IT-проектов для лица, принимающего решения, с использованием технологии экспертных оценок и метода Монте-Карло. Подробно описаны этапы проведения процедуры подбора. Отмечается отсутствие единого подхода к оценке эффективности инноваций и предлагается универсальная классификация критериев оценки IT-проектов. Классификация позволяет учитывать отраслевую специфику проектов, что обеспечивает более детальный анализ поступающей информации об IT-проектах. Экспертным путем определяется множество наиболее важных показателей для проведения оценки проектов. С учетом степени согласованности мнений экспертов, которая определяется с помощью коэффициента ранговой конкордации Кендалла Смита, используются методы обработки экспертных оценок, позволяющие не только ранжировать проекты по степени их привлекательности, но и давать количественную оценку степени их привлекательности. Для определения вектора коэффициентов относительной важности проектов разработан и предложен итерационный алгоритм, основанный на предположении о выполнении аксиом теории полезности Неймана Моргенштерна. Для учета неопределенности и риска в процессе анализа и принятия решений по финансированию IT-проектов предлагается метод Монте-Карло, который используется при количественной оценке риска инвестиций в проекты. Ввиду отсутствия точных данных о дальнейшем развитии отобранных проектов моделирование методом Монте-Карло позволяет, при определенных условиях, найти интервал значений результирующего показателя по заданным диапазонам значений исходных данных.

Keywords

ИННОВАЦИОННЫЕ IT-ПРОЕКТЫ,ЭКСПЕРТНАЯ ОЦЕНКА,СОГЛАСОВАННОСТЬ МНЕНИЙ ЭКСПЕРТОВ,КРИТЕРИИ ОЦЕНКИ ПРОЕКТОВ,ОЦЕНКА РИСКА,МЕТОД МОНТЕ-КАРЛО,INNOVATIVE IT-PROJECTS,EXPERT ESTIMATION,CO-ORDINATION OF THE OPINIONS OF THE EXPERTS,CRITERIA OF ESTIMATION OF PROJECTS,RISK ASSESSMENT,MONTE CARLO METHOD

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    popularity
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    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
gold