RU-2024133559-A - A method for determining the liquidity of alternatives in arbitrary markets based on the analytic hierarchy process and a device for its implementation

Inventors

• РЫЖАКОВ АЛЕКСАНДР СЕРГЕЕВИЧ
• Майбородин Евгений Евгеньевич

Assignees

• Общество с ограниченной ответственностью "Плюсагент"

Dates

Publication Date

20260508

Application Date

20241108

Claims (14)

1. 1. A method for determining the liquidity of alternatives in arbitrary markets based on the analytic hierarchy process using data processing with matrix and vector calculations, characterized by the fact that the user works with a ready-made preset of expert assessments or partially or completely configures them through the web platform interface or API parameters, the assessment is given only to the criteria of the alternatives, the assessment of the alternatives themselves is calculated automatically, the list of alternatives is sorted through segmentation from largest to smallest into the required number of liquidity levels in any way suitable for the set goals by the final result (weights), taking into account and evaluating the range of differences in weights, and consisting of a number of sequentially executed stages: identifying the problem and defining the goal; identifying the main criteria and alternatives; building a hierarchy; collecting and processing data; building a matrix of pairwise comparisons of criteria by goal and alternatives by criteria; determining the weights of alternatives using a system of hierarchies; sorting and segmenting the final weights by liquidity levels; presenting the resulting list of alternatives to the user.
2. 2. The method according to paragraph 1, characterized in that the result is issued as a non-segmented list.
3. 3. The method according to paragraph 1, characterized in that the result is given by a specified number of the most liquid alternatives.
4. 4. The method according to paragraph 1, characterized in that the segmentation of the list of alternatives is carried out into the required number of liquidity levels by any method suitable for the set goals.
5. 5. The method according to paragraph 1, characterized in that a multitude of final weights of the same alternatives are taken into account (for example, “negative” and “positive” final weights of alternatives), analyzing and segmenting into any number of liquidity levels.
6. 6. A device for determining the liquidity of alternatives based on the hierarchy process analysis method, in particular for implementing the method according to paragraphs 1-5, which consists of a functional backend part (100) that performs all data processing operations and consists of:
7. a module for recording and/or storing data (130) in the memory of the device, configured to record the received data;
8. a data processing module (110) configured to search for or receive data from both external sources (300) and from device users (400, 200);
9. a module for working with scales (120), configured to process a request for searching for liquid alternatives (121);
10. a module for working with alternatives and criteria (140), designed with the ability to perform operations on alternatives and their criteria with transformation into the form required for calculations and subsequent sending (to input 150);
11. module of the hierarchy analysis method (150), designed with the ability to perform basic (matrix and vector) calculations.
12. 7. The device according to item 6, characterized in that it contains a client frontend part (200), which is a user interface that provides interaction between users and the functional backend part (100), and is optional, since the functional backend part has the ability to receive requests from device users bypassing the client frontend part, but if the client frontend part implements a module of the functional backend part, then they are considered backend modules included in the client frontend part, preserving their purpose and functionality.
13. 8. The device according to claim 6, characterized in that it has a communication unit that is configured to ensure data exchange with the user’s device (200) in the event of a remote location of the user (400).
14. 9. The device according to paragraph 6, characterized in that it additionally includes a user authorization block, through which the user (200, 400) interacts with the internal modules of the functional backend part (110-151) both for input and output.