PRACTICAL APPLICATION OF THE REGULARIZING BAYESIAN APPROACH IN THE PROBLEM OF SHARE VALUE EVALUATION

UDC 51.77
DOI: 10.36871/2618-9976.2022.03.003

Authors

Sergeev A.V.
Graduate Student, Financial university, Moscow, Russia

Abstract

The article discusses aspects of the practical application of the regularizing Bayesian approach in the Infoanalyst software environment. For the calculation, an object was chosen – the value of a security, as a complex dynamic system. The systematization of the influencing factors for the sublevel of the external environment for a security has been carried out. A separate sublevel is allocated – the distant environment. The factors are systematized, a hierarchical system is drawn up. Based on the collected data, the calculation was carried out. Compiled dynamic models. The use of the regularizing Bayesian approach in the Infoanalyst software environment is demonstrated.

Keywords

Factor tree, Regularizing Bayesian approach, Stock price