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Financial analysis using Bayesian networks
Author(s) -
Gemela Jozef
Publication year - 2001
Publication title -
applied stochastic models in business and industry
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.413
H-Index - 40
eISSN - 1526-4025
pISSN - 1524-1904
DOI - 10.1002/asmb.422
Subject(s) - bayesian network , probabilistic logic , bayesian probability , financial sector , czech , financial analysis , financial services , finance , variable order bayesian network , computer science , financial modeling , economics , bayesian inference , artificial intelligence , linguistics , philosophy
This paper illustrates opportunities of using probabilistic Bayesian networks in fundamental financial analysis. In it, we will present an application based on construction of a Bayesian network from a database of financial reports collected for the years 1993–1997. We will focus on one sector of the Czech economy — engineering — presenting examples that use the constructed Bayesian network in the sector financial analysis and financial analysis of individual enterprises. Copyright © 2001 John Wiley & Sons, Ltd.