DEPENDENCY INJECTION USING FOR THE DEVELOP OF INFORMATION TECHNOLOGY FOR INVESTIGATION OF PARAMETRIC VAR METHODS

Artem Yu. Zinchenko

doi:10.32836/2521-6643-2021.2-62.3

Artem Yu. Zinchenko Kyiv International University, Ukraine, Kyiv https://orcid.org/0000-0003-1586-3645

DOI: https://doi.org/10.32836/2521-6643-2021.2-62.3

Keywords: IoC, DI, DIP, SOLID, ESB, SOA, VaR

Abstract

Summary. This paper considers the use of technology of loosely coupled software modules of an automated information system based on injection of dependencies to assess and forecast market risks. Based on the implemented automated system for basic parametric VaR methods, calculations were performed and modeling was performed, in particular for the exponentially smoothed model, variation-covariance (multicomponent portfolio method), volatility model and heuristic model. Based on the theory of interval estimation, it is proposed to use a heuristic model, the idea of which is that the coefficients of the forecast model are also predicted. So, the model does not work on coefficients adapted to previous statistics, but it works on coefficients that are projected to calculate the forecast for the next step.

In addition, the article analyzes in detail the use of the principle of Dependency inversion in the implementation of such service-oriented architectural solutions. Finally, the results of comparing models for assessing and forecasting market risks are presented. The best models are selected.

Author Biography

Artem Yu. Zinchenko, Kyiv International University, Ukraine, Kyiv

Graduate degree and rank: PhD of Technology,
Job: Kyiv International University, Ukraine, Kyiv,
Position: Chief of the Department of Computer Science (Associate Professor)
Country: Ukraine
City: Kyiv,
Address: 49 Lvivska str., Kyiv, Ukraine, 03179.
E-mail: artem005@yahoo.com
ORCID: https://orcid.org/0000-0003-1586-3645

References

Stevens, Wayne P.; Myers, Glenford J.; Constantine, Larry LeRoy (June 1974). "Structured design". IBM Systems Journal. 13 (2): 115–139. doi:10.1147/sj.132.0115.

Yourdon, Edward; Constantine, Larry LeRoy (1979). Structured Design: Fundamentals of a Discipline of Computer Program and Systems Design. Yourdon Press. Bibcode:1979sdfd. ISBN 978-0-13-854471-3.

Philip A. Laplante, Philip A. Laplante. What Every Engineer Should Know about Software Engineering. — CRC Press, 2007. — P. 105–106. — ISBN 978-1-4200-0674-2.

Lukashin Yu.P. Prognozirovanie vremennykh ryadov s pomoshch'yu modo-ley avtoregressii-skol'zyashchego srednego pervogo i vtorogo poryadka. – M.: IMEMO, 1983. – s. 107.

Braunli K. A. Statisticheskaya teoriya i metodologiya v nauke i tekhnike. – M.: Nauka, 1977. – s. 407.

Ul'yanova M. Upravlenie rynochnym riskom [Tekst] / M. Ul'yanova // Molodoy uchenyy. - 2014. – №21.2. – S. 99 – 102.

Mattsson, Michael (February 1996). "Object-Oriented Frameworks, A survey of methodological issues". Department of Computer Science, Lund University. URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.41.1127