Contextual Analysis of Financial Time Series

Nadezhda Yarushkina, Aleksey Filippov () and Anton Romanov
Additional contact information
Nadezhda Yarushkina: Department of Information Systems, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Aleksey Filippov: Department of Information Systems, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia
Anton Romanov: Department of Information Systems, Ulyanovsk State Technical University, 32 Severny Venetz Street, 432027 Ulyanovsk, Russia

Mathematics, 2024, vol. 13, issue 1, 1-17

Abstract: The evaluation of the financial state of small and medium-sized companies is a pressing issue today. This article introduces a novel method to evaluate a company’s financial state, implemented as a module within a decision support system. This component uses fuzzy logic and knowledge engineering methods. The article describes an ontological model that provides the framework for data analysis and financial time-series modeling. The ontological framework simplifies the representation of the trends in the financial indicators under analysis. Integrating an ontology and a set of fuzzy rules makes it possible to develop control systems based on fuzzy inference. This approach provides the analysis and interpretation of results. The experimental results validate the accuracy and effectiveness of the proposed method.

Keywords: financial time series; contextual analysis; knowledge base; fuzzy inference (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/13/1/57/pdf (application/pdf)
https://www.mdpi.com/2227-7390/13/1/57/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:13:y:2024:i:1:p:57-:d:1554695

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().