Dynamic bayesian networks application for evaluating the investment projects effectiveness

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F44555601%3A13440%2F21%3A43895581" target="_blank" >RIV/44555601:13440/21:43895581 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1007/978-3-030-54215-3_20" target="_blank" >http://dx.doi.org/10.1007/978-3-030-54215-3_20</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-030-54215-3_20" target="_blank" >10.1007/978-3-030-54215-3_20</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Dynamic bayesian networks application for evaluating the investment projects effectiveness

Popis výsledku v původním jazyce

In this paper, we propose a methodology for using dynamic Bayesian networks (DBN) in the tasks of assessing the success of an investment project. The methods of constructing DBN, their parametric learning, validation and scenario analysis of &quot;What-if&quot; are considered. A dynamic Bayesian model has been developed for scenario analysis and forecasting the success of an investment project. The model takes into account the time component and is designed in collaboration with expert economists in the selection and quantification of input and output variables. Now, using the dynamic Bayesian model, it is possible with a certain degree of probability to assess the degree of success of the capital investment, without incurring monetary and temporary losses. This will greatly facilitate the investment forecast for identifying profitable investment sources. This is the advantage of the proposed approach.

Název v anglickém jazyce

Dynamic bayesian networks application for evaluating the investment projects effectiveness

Popis výsledku anglicky

In this paper, we propose a methodology for using dynamic Bayesian networks (DBN) in the tasks of assessing the success of an investment project. The methods of constructing DBN, their parametric learning, validation and scenario analysis of &quot;What-if&quot; are considered. A dynamic Bayesian model has been developed for scenario analysis and forecasting the success of an investment project. The model takes into account the time component and is designed in collaboration with expert economists in the selection and quantification of input and output variables. Now, using the dynamic Bayesian model, it is possible with a certain degree of probability to assess the degree of success of the capital investment, without incurring monetary and temporary losses. This will greatly facilitate the investment forecast for identifying profitable investment sources. This is the advantage of the proposed approach.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2021

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Advances in Intelligent Systems and Computing

ISBN

978-3-030-54214-6

ISSN

2194-5357

e-ISSN

2194-5365

Počet stran výsledku

16

Strana od-do

315-330

Název nakladatele

Springer

Místo vydání

Cham

Místo konání akce

Kherson

Datum konání akce

25. 5. 2020

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000614116800020