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2017, vol. 3, br. 1, str. 92-101
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Primena kvantitativnih metoda u predviđanju poslovanja privrednih društava
Applying the machine learning method in predicting business winners vs. losers through financial reports
Sažetak
Predikcija poslovanja privrede Srbije je od velike važnosti za investicione aktivnosti, koje su generator rasta i razvoja ekonomije jedne zemlje. Zvanično obelodanjeni podaci o rezultatima poslovanja privrede Srbije su potrebna i dovoljna osnova za sušastvenu analizu finansijskih izveštaja u domenu predikcije, kao i detektovanja potencijalnih gubitaša versus dobitaša u privredi. U prilogu je izvršena analiza ključnih salda računa bilansa uspeha, koji prediktivno detektuju privredna društva na gubitaše ili dobitaše, primenom vetačke inteligencije tj. mašinskog učenja (Data Mininga). Kvantitativna analiza putem mašinskog učenja se odnosi na bilanse uspeha i stanja, preciznije respektivnih salda računa bilansa uspeha na reprezentativnom uzorku od oko 600 privrednih društava, koja su podvrgnuta analizi sa singnifikantnim rezultatima apsolutne tačnosti.
Abstract
Predicting the management of Serbia's economy is of great importance for investment activities which generate growth and development of a country. Official public data on the results of Serbia's economy management are a necessary and sufficient basis for a fundamental analysis of financial reports in the field of prediction, as well as detecting potential losers vs. winners in the economy. The article performs an analysis of key ratio indicators that detect in a predictive fashion business losers or winners by applying artificial intelligence or machine learning (Data Mining). Quantitative analysis by way of machine learning is applied on balance sheets and income statements, more accurately from a representative sample of about 600 companies which are analyzed with significant results of absolute accuracy.
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