The Bayesian scoring model of exchange assets

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The technique of scoring exchange assets on the example of shares of Russian companies is presented. The technique is based on the use of models and algorithms of data mining in the form of a system of fundamental financial multiples of the companies. The procedures linguistic analysis of the distributions multipliers, as well as formation and estimation of parameters of fuzzy Bayesian classifier the Investment quality shares are considered. The results of the scoring of shares of Russian companies are presented.

Fundamental analysis, scoring stocks, fuzzy inference, linguistic analysis of the histogram, em-алгоритм, em-algorithm, bayesian classifier, financial multiples, composite indicator

Короткий адрес: https://sciup.org/148160194

IDR: 148160194

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