System analysis of forecasting methods for financial and investment activities

Authors

  • P. P. Maslyanko
  • Y. R. Zemlyanskiy
  • A. V. Riabushenko

Abstract

System analysis of forecasting methods for financial and investment activities is implemented in order to create a forecasting component for control system of financial and investment activities. Criteria and methods for automatic selection of forecasting models are developed. The selection algorithm of the best forecasting model among the possible according to the given criteria is proposed.

Author Biographies

P. P. Maslyanko

Маслянко Павло Павлович,

кандидат технічних наук, доцент кафедри прикладної математики Національного технічного університету України «КПІ», Київ

Y. R. Zemlyanskiy

Землянський Юрій Романович,

аспірант Національного технічного університету України «КПІ», Київ

A. V. Riabushenko

Рябушенко Андрій Віталійович,

аспірант Національного технічного університету України «КПІ», Київ

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Issue

No. 1 (2011)

Section

Decision making and control in economic, technical, ecological and social systems

License

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