Demkivs'kyj O. Decision support system for modeling and forecasting financial and economic processes

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0404U000061

Thesis Registration Form

0404U000061.pdf

Applicant for

Specialization

  • 05.13.06 - Інформаційні технології

15-12-2003

Specialized Academic Board

Д 26.002.03

Educational and Scientific Complex "Institute for Applied System Analysis" of National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"r

Essay

An architecture was developed and prototype of decision support system implemented for modeling and forecasting financial and economic processes on the basis of proposed technology of regression model construction using time series, and new algorithm of iterative model constructing for heteroscedastic proccesses in conditions of influence of outliers is proposed. Original models were constructed for stock prices of "Ukrnafta" company and prices forming for food producing firm.

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Files

Автореферат--Aref.doc

Дисертація--ВСТУП.doc

Дисертація--Додатки.doc

Дисертація--ЗМIСТ.doc

Дисертація--ОСН_ВИСН.doc

Дисертація--ПЕРЕЛ_К УМОВНИХ ПОЗНАЧЕНЬ.doc

Дисертація--РОЗДIЛ1.doc

Дисертація--РОЗДIЛ2.doc

Дисертація--РОЗДIЛ3.doc

Дисертація--РОЗДIЛ4.doc

Дисертація--СПИСОК ВИКОРИСТАНИХ ДЖЕРЕЛ.doc

Дисертація--Титул.doc

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