FORECASTING THE INVESTMENT INDICATORS ON THE BASIS OF SOLUTION TREES

The article shows specific features of short-term forecast models, which were realized on the basis of the solution trees method applied to regression task. The authors provide the description of key characteristics of the trees solution method using CART algorithm. The necessity to use alternative...

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Main Authors: Olga V. Kitova, Igor B. Kolmakov, Ilya A. Penkov
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2017-09-01
Series:Вестник Российского экономического университета имени Г. В. Плеханова
Subjects:
Online Access:https://vest.rea.ru/jour/article/view/226
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author Olga V. Kitova
Igor B. Kolmakov
Ilya A. Penkov
author_facet Olga V. Kitova
Igor B. Kolmakov
Ilya A. Penkov
author_sort Olga V. Kitova
collection DOAJ
description The article shows specific features of short-term forecast models, which were realized on the basis of the solution trees method applied to regression task. The authors provide the description of key characteristics of the trees solution method using CART algorithm. The necessity to use alternative intellectual methods of forecasting was grounded due to more difficult and highly uncertain nature of political and social-economic processes. The mechanism of final summing-up of forecasts was described. The authors put forward several variants of implementing models designed by Python programming. Computer experiments were conducted to adjust model parameters that can guarantee acceptable results in forecasting investment indicators.
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issn 2413-2829
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language Russian
publishDate 2017-09-01
publisher Plekhanov Russian University of Economics
record_format Article
series Вестник Российского экономического университета имени Г. В. Плеханова
spelling doaj-art-ed8077c7ca8e4be790a9abfb5e3fa2b02025-08-03T13:32:02ZrusPlekhanov Russian University of EconomicsВестник Российского экономического университета имени Г. В. Плеханова2413-28292587-92512017-09-0106869510.21686/2413-2829-2016-6-86-95225FORECASTING THE INVESTMENT INDICATORS ON THE BASIS OF SOLUTION TREESOlga V. Kitova0Igor B. Kolmakov1Ilya A. Penkov2Plekhanov Russian University of EconomicsPlekhanov Russian University of EconomicsPlekhanov Russian University of EconomicsThe article shows specific features of short-term forecast models, which were realized on the basis of the solution trees method applied to regression task. The authors provide the description of key characteristics of the trees solution method using CART algorithm. The necessity to use alternative intellectual methods of forecasting was grounded due to more difficult and highly uncertain nature of political and social-economic processes. The mechanism of final summing-up of forecasts was described. The authors put forward several variants of implementing models designed by Python programming. Computer experiments were conducted to adjust model parameters that can guarantee acceptable results in forecasting investment indicators.https://vest.rea.ru/jour/article/view/226investment indicatorsshort-term forecastingcart algorithmsystem of hybrid models
spellingShingle Olga V. Kitova
Igor B. Kolmakov
Ilya A. Penkov
FORECASTING THE INVESTMENT INDICATORS ON THE BASIS OF SOLUTION TREES
Вестник Российского экономического университета имени Г. В. Плеханова
investment indicators
short-term forecasting
cart algorithm
system of hybrid models
title FORECASTING THE INVESTMENT INDICATORS ON THE BASIS OF SOLUTION TREES
title_full FORECASTING THE INVESTMENT INDICATORS ON THE BASIS OF SOLUTION TREES
title_fullStr FORECASTING THE INVESTMENT INDICATORS ON THE BASIS OF SOLUTION TREES
title_full_unstemmed FORECASTING THE INVESTMENT INDICATORS ON THE BASIS OF SOLUTION TREES
title_short FORECASTING THE INVESTMENT INDICATORS ON THE BASIS OF SOLUTION TREES
title_sort forecasting the investment indicators on the basis of solution trees
topic investment indicators
short-term forecasting
cart algorithm
system of hybrid models
url https://vest.rea.ru/jour/article/view/226
work_keys_str_mv AT olgavkitova forecastingtheinvestmentindicatorsonthebasisofsolutiontrees
AT igorbkolmakov forecastingtheinvestmentindicatorsonthebasisofsolutiontrees
AT ilyaapenkov forecastingtheinvestmentindicatorsonthebasisofsolutiontrees