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Stochastic informative expert system for investment
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| Veröffentlicht in: | Journal of business economics and management 21(2020), 1, Seite 136-156 |
|---|---|
| Personen und Körperschaften: | , |
| Titel: | Stochastic informative expert system for investment/ Aleksandras Vytautas Rutkauskas, Viktorija Stasytytė |
| Format: | E-Book-Kapitel |
| Sprache: | Englisch |
| veröffentlicht: |
2020
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| Gesamtaufnahme: |
: Journal of business economics and management, 21(2020), 1, Seite 136-156
, volume:21 |
| Schlagwörter: | |
| Quelle: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
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| 520 | |a The stochastic nature of investment process implies that it should be treated not unambiguously. Instead of concentrating only on possible return, it is worth analysing three parameters when we discuss the future investment results. These parameters are return possibility, reliability of this possibility, and the riskiness. The stochastic informative expert system for investment allows to analyse the behaviour of financial markets, forecasting the dynamics of stock prices and, along with that, rationally allocating investment resources. The proposed system is based on the adequate portfolio model, previously developed by the authors. Considering the real-time characteristics of financial markets, the system can be useful for individual investors, as well as for institutional investors, such as investment funds. Also, the authors propose the original risk tolerance determination methodology, which divides investors into three categories according their risk tolerance. The system can be applicable not only to capital markets, but also to other business or macroeconomic processes. As an example, a portfolio of the interaction of macroeconomic indicators with USA, UK, and Lithuanian data is developed. Such results could be useful for economists and governments in order to attain the higher value added in a particular country. | ||
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| contents | The stochastic nature of investment process implies that it should be treated not unambiguously. Instead of concentrating only on possible return, it is worth analysing three parameters when we discuss the future investment results. These parameters are return possibility, reliability of this possibility, and the riskiness. The stochastic informative expert system for investment allows to analyse the behaviour of financial markets, forecasting the dynamics of stock prices and, along with that, rationally allocating investment resources. The proposed system is based on the adequate portfolio model, previously developed by the authors. Considering the real-time characteristics of financial markets, the system can be useful for individual investors, as well as for institutional investors, such as investment funds. Also, the authors propose the original risk tolerance determination methodology, which divides investors into three categories according their risk tolerance. The system can be applicable not only to capital markets, but also to other business or macroeconomic processes. As an example, a portfolio of the interaction of macroeconomic indicators with USA, UK, and Lithuanian data is developed. Such results could be useful for economists and governments in order to attain the higher value added in a particular country. |
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| spelling | Rutkauskas, Aleksandras Vytautas VerfasserIn (DE-588)170634361 (DE-627)060750375 (DE-576)131500821 aut, Stochastic informative expert system for investment Aleksandras Vytautas Rutkauskas, Viktorija Stasytytė, 2020, Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2, The stochastic nature of investment process implies that it should be treated not unambiguously. Instead of concentrating only on possible return, it is worth analysing three parameters when we discuss the future investment results. These parameters are return possibility, reliability of this possibility, and the riskiness. The stochastic informative expert system for investment allows to analyse the behaviour of financial markets, forecasting the dynamics of stock prices and, along with that, rationally allocating investment resources. The proposed system is based on the adequate portfolio model, previously developed by the authors. Considering the real-time characteristics of financial markets, the system can be useful for individual investors, as well as for institutional investors, such as investment funds. Also, the authors propose the original risk tolerance determination methodology, which divides investors into three categories according their risk tolerance. The system can be applicable not only to capital markets, but also to other business or macroeconomic processes. As an example, a portfolio of the interaction of macroeconomic indicators with USA, UK, and Lithuanian data is developed. Such results could be useful for economists and governments in order to attain the higher value added in a particular country., DE-206 Namensnennung 4.0 International CC BY 4.0 cc https://creativecommons.org/licenses/by/4.0/, Aufsatz in Zeitschrift DE-206, Stasytytė, Viktorija VerfasserIn aut, Enthalten in Journal of business economics and management Vilnius : VTGU Publ. House "Technika", 2003 21(2020), 1, Seite 136-156 Online-Ressource (DE-627)55226010X (DE-600)2400520-4 (DE-576)27798033X 2029-4433 nnns, volume:21 year:2020 number:1 pages:136-156, https://journals.vgtu.lt/index.php/JBEM/article/download/11768/9615 Verlag kostenfrei, https://doi.org/10.3846/jbem.2020.11768 Resolving-System kostenfrei, https://doi.org/10.3846/jbem.2020.11768 LFER, https://journals.vgtu.lt/index.php/JBEM/article/download/11768/9615 LFER, LFER 2020-04-07T00:00:00Z |
| spellingShingle | Rutkauskas, Aleksandras Vytautas, Stasytytė, Viktorija, Stochastic informative expert system for investment, The stochastic nature of investment process implies that it should be treated not unambiguously. Instead of concentrating only on possible return, it is worth analysing three parameters when we discuss the future investment results. These parameters are return possibility, reliability of this possibility, and the riskiness. The stochastic informative expert system for investment allows to analyse the behaviour of financial markets, forecasting the dynamics of stock prices and, along with that, rationally allocating investment resources. The proposed system is based on the adequate portfolio model, previously developed by the authors. Considering the real-time characteristics of financial markets, the system can be useful for individual investors, as well as for institutional investors, such as investment funds. Also, the authors propose the original risk tolerance determination methodology, which divides investors into three categories according their risk tolerance. The system can be applicable not only to capital markets, but also to other business or macroeconomic processes. As an example, a portfolio of the interaction of macroeconomic indicators with USA, UK, and Lithuanian data is developed. Such results could be useful for economists and governments in order to attain the higher value added in a particular country., Aufsatz in Zeitschrift |
| title | Stochastic informative expert system for investment |
| title_auth | Stochastic informative expert system for investment |
| title_full | Stochastic informative expert system for investment Aleksandras Vytautas Rutkauskas, Viktorija Stasytytė |
| title_fullStr | Stochastic informative expert system for investment Aleksandras Vytautas Rutkauskas, Viktorija Stasytytė |
| title_full_unstemmed | Stochastic informative expert system for investment Aleksandras Vytautas Rutkauskas, Viktorija Stasytytė |
| title_in_hierarchy | Stochastic informative expert system for investment / Aleksandras Vytautas Rutkauskas, Viktorija Stasytytė, |
| title_short | Stochastic informative expert system for investment |
| title_sort | stochastic informative expert system for investment |
| topic | Aufsatz in Zeitschrift |
| topic_facet | Aufsatz in Zeitschrift |
| url | https://journals.vgtu.lt/index.php/JBEM/article/download/11768/9615, https://doi.org/10.3846/jbem.2020.11768 |