INTELLECTUAL INFORMATION SUPPORT FOR DECISION-MAKING OF A PRIVATE INVESTOR IN THE STOCK MARKET
Olga V. Kondratieva, Olga N. Smetanina
Ufa University of Science and Technology, Ufa, Russian Federation
Keywords: intellectual decision-making support, risk assessment models adaptation, management system, three-level management principle, securities market, investor
Abstract
The article proposes the use of intellectual information support for decision making in the process of forming a securities portfolio based on knowledge engineering, the feedback principle and adaptation of risk assessment models. The structural diagram of the system for managing the process of forming a securities portfolio is considered, which includes three circuits - regulation, adaptation and training. It has been established that the systematic approach allows us to consider the process of forming an investment portfolio in the context of the current actual situation, real financial results, and cognitive characteristics of the investor. The results of a computational experiment conducted using historical data on securities quotes are presented, which, in comparison with a benchmark, showed that the use of intellectual information support can improve the efficiency of decisions made.
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