Повышение качества прогнозирования доходности финансовых инструментов на основе многофакторных моделей
The task of improving the quality of forecasting returns of financial instruments using multivariate mathematical models: regression models and neural networks was analyzed. To construct a multifactor model of returns used the assumption on the influence of market factors that have a different nature. A linear multivariable regression model was constructed using stepwise inclusion algorithm. The multilayer neural network trained using back-propagation algorithm. The quality of the neural prediction models forecast much higher quality, built with the help of a regression model.
The article discusses development of the segmented characters classifier of the Russian alphabet and of the Arabic numerals on the basis of block neural network structures including the plurality of blocks for each individual character recognition and for the synthesis block decision.
We examine the questions of applying large pyramidal neural (intellectual neuron) networks to solve equipment object control problems. We consider the description of a system for dynamic planning of mobile robot behavior, constructed based on a network of similar elements.
The purpose of this research is to develop a mechanism for forecasting foreign ex-change movements based on a combination of fundamental and technical approaches taking into account the speculative constituent in the pricing of a currency on the inter-national capital market. The significance of the work lies in the expansion of the practi-cal and theoretical aspects of foreign exchange rate forecasting, applying different types of analysis and in the formulation of recommendations for its most effective im-plementation. The research results may be used by bank foreign exchange departments, investment and other companies interested in trading on the international foreign ex-change market.
Smoking is a problem, bringing signifi cant social and economic costs to Russiansociety. However, ratifi cation of the World health organization Framework conventionon tobacco control makes it possible to improve Russian legislation accordingto the international standards. So, I describe some measures that should be taken bythe Russian authorities in the nearest future, and I examine their effi ciency. By studyingthe international evidence I analyze the impact of the smoke-free areas, advertisementand sponsorship bans, tax increases, etc. on the prevalence of smoking, cigaretteconsumption and some other indicators. I also investigate the obstacles confrontingthe Russian authorities when they introduce new policy measures and the public attitudetowards these measures. I conclude that there is a number of easy-to-implementanti-smoking activities that need no fi nancial resources but only a political will.
One of the most important indicators of company's success is the increase of its value. The article investigates traditional methods of company's value assessment and the evidence that the application of these methods is incorrect in the new stage of economy. So it is necessary to create a new method of valuation based on the new main sources of company's success that is its intellectual capital.