There is a CS Colloquium this Thursday afternoon.
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From: Cheri Smith <[EMAIL PROTECTED]>
Date: Mon, 23 Jan 2006 09:49:24 -0800
Subject: UO CIS Colloquium
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Modeling a Company - Forecasting Behavior
Juan Flores
University of Michoacan, Mexico
ABSTRACT
The state of a company can be portrayed by means of its financial
statements: the balance sheet and the earnings statement. From those
financial statements, we can extract and derive measures and indicators
that will form the company's portrait (v.g. assets, liabilities, leverage,
etc.). Those statements are the standard byproduct of an accountant's work,
and they are available in the company files, typically from the beginnings
of the company. Let us say we can portray a company using m indicators; we
will call those indicators State Variables. Of course the amount of
information contained in a portrait depends on the number of variables to
be considered; which variables to include in the State Variables may depend
on the type of company we are modeling.
Using Genetic Programming, we are modeling a company through those State
Variables. Each State Variable is represented as a monthly time series,
with n observations per variable. Having a model of those variables, we can
forecast the company's behavior in the short range. We have performed a
first experiment, modeling each variable independently. A second experiment
tries to include a subset of all m variables the model of each variable.
This experiment may disclose undiscovered relations among the models'
variables, while forecasting allows us to draw conclusions like "the
company will go to bankruptcy in a short time", or "the company will
recover from this critical state in three months", and so on. It is
convenient to note that our model is a forecasting model, and does not
include the concept of causality, so it cannot be used for explanatory
purposes, nor for diagnosis.
DATE: Thursday, January 26, 2006
TIME: 3:30 p.m. talk, refreshments following talk
PLACE: 220 Deschutes Hall (Colloquium Room), University of Oregon
For all CIS public talks, go to:
http://www.cs.uoregon.edu/activities/talks/
****************
Cheri Smith
Undergraduate Coordinator
Computer & Information Science
[EMAIL PROTECTED]
Phone: (541) 346-1376, Fax: (541) 346-5373
120 Deschutes Hall
1202 University of Oregon
Eugene, OR 97403-1202
Office Hours: M-F, 9:00 a.m.-12:00 p.m., 1:00-5:00 p.m.
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Bob Miller K<bob>
[EMAIL PROTECTED]
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