Нейросетевые методы и технологии в финансовом анализе
The 13rd IEEE International Conference on Data Mining (IEEE ICDM 2013) has solicited workshops on topics related to new research directions and novel applications of data mining. The goal of the ICDM workshops program (IEEE ICDMW) is to identify grand challenges in data mining, to explore the possible paths to address these urgent problems, and to solicit broad participation from the data mining community and other relevant research communities. IEEE ICDMW 2013 was held on December 7 in Dallas, Texas, USA, and was immediately followed by IEEE ICDM 2013. This year, we have received 41 workshop proposals, a 141% increase from the number of proposals in the previous year. Of those submissions, 26 workshop proposals were accepted through a thorough review by the ICDMW workshop organization committee. 18 workshops eventually made their way to prepare their workshop programs after a rigorous paper review process. The final program consisted of 13 full-day workshops and 5 halfday workshops. Overall, the ICDMW Program received 364 submissions, which is a 19% increase from the number of submissions in the previous year. Of those submissions, 183 papers were accepted. The workshop proposal acceptance rate is about 44%, and the workshop papers acceptance rate is about 50%. The highly competitive acceptance rates have resulted in the highquality and exciting ICDMW proceedings. IEEE ICDMW 2013 covered many new research and application areas as well as fundamental data mining topics. The traditional and fundamental disciplines included spatial and spatiotemporal data mining, optimization, concept drift, domain driven data mining, opinion mining, and sentiment analysis. Emerging disciplines included high-dimensional data mining, causal discovery, cloud and distributed computing, data mining in service applications, and of course, big data. IEEE ICDMW 2013 provided discussion forums for exciting applications including biological data mining in healthcare, data mining in networks, data privacy, and data mining case studies. The ICDMW Program also explored new areas of data markets in sciences and businesses, data mining in experimental economics, and data mining in astronomical problems. Many people worked together in organizing IEEE ICDMW 2013. We would like to thank all workshop organizers for the high-quality workshop proposals received. The workshop organizers are the key to the success of the ICDMW program. We should thank them all for their tremendous effort putting together 18 exciting workshops in the final program.
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 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.
This paper considers a data analysis system for collaborative platforms which was developed by the joint research team of the National Research University Higher School of Economics and the Witology company. Our focus is on describing the methodology and results of the first experiments. The developed system is based on several modern models and methods for analysing of object-attribute and unstructured data (texts) such as Formal Concept Analysis, multimodal clustering, association rule mining, and keyword and collocation extraction from texts.
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.
The manual is intended for students of Department of computer engineering MIEM HSE. In the textbook based on the courses "Economics of firm" and "the development strategy of the organization." Discusses the key conceptual and methodological issues of the theory and practice of Economics and development planning of the organization. The use of textbooks will enable students: to analyze key performance indicators, and use the tools of strategic analysis with reference to concrete situations in contemporary Russian and international business. Special attention is paid to the methods and systems of information support of the life support functions of business organizations and management methodology of innovation and investment. An Appendix contains source data for analysis of competition in a particular industry.
The paper provides a number of proposed draft operational guidelines for technology measurement and includes a number of tentative technology definitions to be used for statistical purposes, principles for identification and classification of potentially growing technology areas, suggestions on the survey strategies and indicators. These are the key components of an internationally harmonized framework for collecting and interpreting technology data that would need to be further developed through a broader consultation process. A summary of definitions of technology already available in OECD manuals and the stocktaking results are provided in the Annex section.
Over the last two decades national policy makers drew special attention to the implementation of policy tools which foster international cooperation in the fields of science, technology, and innovation. In this paper, we look at cases of Russian-German collaboration to examine the initiatives of the Russian government aimed at stimulating the innovation activity of domestic corporations and small and medium enterprises. The data derived from the interviews with companies’ leaders show positive effects of bilateral innovative projects on the overall business performance alongside with major barriers hindering international cooperation. To overcome these barriers we provide specific suggestions relevant to the recently developed Russian Innovation Strategy 2020.