Making Predictions of the Profitability on the Financial Markets Using Discriminant Analysis

被引：0

作者：

Ionescu, Stefan Alexandru ^{[1
]}

Murgoci, Cristiana Stefania ^{[2
]}

Gheorghe, Camelia Monica ^{[2
]}

Ionescu, Emilia ^{[3
]}

机构：

[1] Romanian Amer Univ, Dept Math & Stat, 16 Dumbraveni St,4th Dist, Bucharest 040779, Romania

[2] Romanian Amer Univ, Dept Econ, Bucharest, Romania

[3] Acad Econ Studies, Dept Econ, Bucharest 040779, Romania

来源：

PROCEEDINGS OF THE 8TH WSEAS INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE, KNOWLEDGE ENGINEERING AND DATA BASES | 2009年

关键词：

Discriminant analysis; Cluster analysis; Pattern recognition; Stock exchange; Portfolio analysis; Classifiers;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper we tried to group in three classes the companies listed without interruption for 6 years from Bucharest Stock Exchange. We used cluster analysis, namely an iterative method of clustering, the k-means algorithm. Using data results, we have made tests for the three classes of prediction using discriminant analysis. Fishers functions have helped us to make predictions on the affiliation of a new listed company on one of the 3 classes of risk. In this study, emphasis was placed on the liquidity of companies, but also on how efficient are used the raw materials, the basic elements in the current financial crisis. This should give us a clearer picture of companies that are ready to get over this difficult time.

引用

页码：495 / +

页数：2

共 6 条

[1] [Anonymous], ANALIZA DATELOR
[2] Ding C., 2004, Proc. of Int'l Conf. Machine Learning, P225
[3] The use of multiple measurements in taxonomic problems
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[J]. ANNALS OF EUGENICS, 1936, 7 : 179 - 188
[4] IONESCU SA, 2008, ANN DAAAM 2008 P 19, P321
[5] LLOYD SP, 1982, IEEE T INFORM THEORY, V28, P129, DOI 10.1109/TIT.1982.1056489
[6] Steinhaus H., 1956, Bulletin L'Academie Polonaise des Science, VIV, P801

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