Name
Lebedev Konstantin Andreyevich
Scholastic degree
—
Academic rank
—
Honorary rank
—
Organization, job position
Kuban State University
Web site url
—
—
Articles count: 13
The article presents a technique of short-term
forecasting of water level in the river bed of a
mountain type using Markov’s chains
In this article we propose a method of determining the share or the significance (weight) of indicators of Beaver and risks R in the portfolio formed by these parameters allowing us to minimize the mean square error evaluating the effectiveness of the portfolio (risk) in the assessment of the financial condition of the companies investigated. The proposed method is the minimization of a quadratic form in variables satisfying lengthy conditions, i.e. the quadratic programming. This technique is implemented using four methods of optimization: analytical method, using built-in function minimization block given, the penalty function method and the gradient method. More so, this technique allows, as shown by the results of the computational experiments, the expert without routine statistical data processing to obtain additional information on the credit worthiness of the investigated enterprise and make a more informed conclusion about its financial condition, which speeds up the decision on granting a loan required by a company. Based on the techniques proposed in this paper, other techniques of assessing the creditworthiness of businesses may be constructed using the results of optimization theory based on well-established applied research methods: Method of evaluating the creditworthiness of Russia, Credit scoring method, the American method, method of Altman and others
The article presents a technique of short-term
forecasting of water level in the river bed of a
mountain type using Markov’s chains