THE DEVELOPMENT OF EFFECTIVE STRATEGY TO OPTIMIZE INVESTMENT ACTIVITY
The work studies effective methods of numerical integration of ordinary differential equations for a viriety of problems of optimum control by example of bank functioning model. The results of comparative assessment of the expected profitability of securities gained with the least squares method and the least modules method are presented. The shortcomings of the methods depending on casual component distribution are revealed and recommendations concerning the use of methods from the point of view of their accuracy are made.