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  5. Volume 3, Issue 2 (2015): Special Issue for Computer Days 2015
  6. Assessment of Companies Prospect by thei ...

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Assessment of Companies Prospect by their Position in Two-Dimensional Space
Volume 3, Issue 2 (2015): Special Issue for Computer Days 2015, pp. 464–471
Ingrida Vaičiulytė  

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https://doi.org/10.15181/csat.v3i2.1112
Pub. online: 27 September 2015      Type: Article      Open accessOpen Access

Received
7 August 2015
Accepted
10 September 2015
Published
27 September 2015

Abstract

This paper proposes methodology for companies’ assessment. There is suggesting assessing the company’s prospect, not only according to share price, forecasts of the analysts, but also on the basis of position of each company in two-dimensional space in respect of the other companies. Seeking to describe the share prices of a company during the year, the parameters of skew t distribution are calculated. Then they are used in the inputs of random forest algorithm. Proximity matrices are stored during classification, and they are displayed in two-dimensional space. Thus, two clusters are obtained: one of the companies with upgrade trend, another one – with downgrade trend. This method may be useful those investors who are important to choose the most promising companies of all industry without wasting a lot of time.

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Keywords
skew t distribution method of maximum likelihood random forest forecasting mathematical modeling

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