The scientific article studies the effectiveness of using the Geometric Brownian Motion (GBM) model, whichis considered one of the modern methods for effective liquidity management in joint-stock business entities. The articleempirically analyzes the nature of random fluctuations in cash flows and their volatility based on a probabilistic-statisticalapproach. In the case of “Qizilqumsement” JSC, logarithmic growth rates and GBM parameters (μ and σ) were estimatedbased on data for 2017–2024. A cash flow forecast simulation for 2025–2035 was developed using Monte Carlo simulation(1000 scenarios). As a result, it was proven that high volatility and a negative trend in cash flows were observed and thatit is necessary to introduce buffer mechanisms to manage liquidity risks
| Mualliflar | Kurbonov , Xayrilla |
|---|---|
| Jurnal | Муҳандислик ва Иқтисодиёт |
| Nashr sanasi | 2026-04-01 |
| Jild | 4 |
| Son | 4 |
| Til | Ingliz |
Geometric Brownian Motion (GBM), cash flows, liquidity management, volatility, Monte Carlo simulation, Cash Flow at Risk (CFaR), 3σ risk model, reserve buffers, current financial stability, forecasting, simulation
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