Thematische Bibliographien / Method of financial analysis

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Auswahl der wissenschaftlichen Literatur zum Thema „Method of financial analysis“

Autor: Grafiati

Veröffentlicht am 28. Juni 2021

Zuletzt aktualisiert am 17. Februar 2022

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Zeitschriftenartikel zum Thema "Method of financial analysis"

Čaplinska, Aina, und Janīna Stašāne. „ANALYSIS OF FINANCIAL LITERACY TRENDS“. SOCIETY. INTEGRATION. EDUCATION. Proceedings of the International Scientific Conference 6 (21.05.2019): 107. http://dx.doi.org/10.17770/sie2019vol6.3983.

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The following skills, such as planning of personal finances, formation and diversification of savings, augmentations of personal capital and open-mindedness to new initiatives in entrepreneurship activities, enhance financial sustainability of the population, and are decisive for the quality of life. Every person in certain circumstances can be financially and economically active, if he/she has got such a competence as financial literacy, which is much more important in the course of life than a level of income or professional qualifications, because, hereafter the governing factor will be not a possession of financial instruments by the person, but skills of the effective management for an achievement of own objectives. The aim of the research – to analyse the financial literacy of young people in Daugavpils.Methods used in the research: the monographic method – a theoretical description of financial literacy, the graphical method – a graphical representation of obtained results, the interview method (questionnaire) – data acquisition required for the research, the statistical method–analysis of statistical information, the comparative method – a description of obtained data and drawing conclusions. The financial literacy of Daugavpils youth has been researched and evaluated.

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Ramdani, Edon. „FINANCIAL DISTRESS ANALYSIS USING THE ZMIJEWSKI METHOD“. JIMFE (Jurnal Ilmiah Manajemen Fakultas Ekonomi) 6, Nr. 1 (17.06.2020): 69–78. http://dx.doi.org/10.34203/jimfe.v6i1.2032.

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This study aimed to determine the level of financial distress of the company using the Zmijewski method and conducted on three companies listed on the Indonesia Stock Exchange, namely PT Bakrieland Development Tbk, PT Central Omega Resources Tbk and PT Buana Lintas Lautan Tbk who received warnings from the IDX due to the delay in submitting financial reports. The results: the three companies are in good condition, with no financial distress. PT Bakrieland Development Tbk and PT Buana Lintas Lautan Tbk showed an increase in performance during the year 2016-2018 but PT Central Omega Resources Tbk decreased during the year 2016-2018. Companies are required to maintain the ability to meet their obligations and reduce the level of obligation so that it can be maintained does not lead to financial distress. Delays in the delivery of financial statements must be reduced so as not to harm investors. Analysis of financial distress needs to be continued to determine the company's financial condition. Contrast to previous studies that analyzed financial distress by comparing testing models and testing on companies listed on the IDX, this study focused on testing companies that received IDX warnings due to late financial reporting.

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Jonny, Jonny. „Efficiency Analysis of Financial Management Administration of ABC Hospital using Financial Ratio Analysis Method“. Binus Business Review 7, Nr. 1 (31.05.2016): 65. http://dx.doi.org/10.21512/bbr.v7i1.1456.

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This paper evaluated the financial performance of ABC hospital within the period of 2012 to 2013. To overcome the problems faced by the hospital related to how to measure and presented its financial performance in which financial ratio analysis was undertaken. These financial ratios were employed to measure the liquidity, assets utilization, long-term solvency and profitability of the hospital. This analysis was conducted in order to prove whether the hospital has been managed efficiently or not in accordance to Indonesian Hospital Quality Accreditation as stated in its clause on Administration Standard No. 5 Parameter No. 3 that the hospital financial management shall be conducted in appropriate way in order to guarantee its operation efficiently. The result showed that overall financial performance of ABC hospital increased considerably in those two years of the analysis. A significant change was occurred on its solvency ratio which was decreased from -2% to -8%, indicating its loose dependency due to its founder’s strong financial support. Therefore, based on this favorable result, the hospital was regarded to have efficient hospital management and thus, together with other standard fulfillment, it was accredited by Indonesian Health Ministry.

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Yunusova, Leysen. „Analysis of Options Pricing Methods: the Black-Scholes Model and the Monte-Carlo Method“. Scientific Research and Development. Economics of the Firm 9, Nr. 3 (07.10.2020): 39–42. http://dx.doi.org/10.12737/2306-627x-2020-39-42.

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Currently, the market of financial instruments is quite developed. Traditional financial instruments prevail on the Russian market, while derivatives of these financial instruments (options, futures, forwards, bills, etc.) are faintly developed. The reason for this situation is that few participants in the financial market can correctly evaluate financial products. Scientific researchers and large companies use different methods of estimating the value of financial instruments in making strategic investment decisions, since incorrect calculations can be irreparable. Therefore, it is important to apply the appropriate pricing methodology to various derivative financial instruments. The topic of derivative financial instruments in terms of scientific and theoretical aspects has been worked out in sufficient volume, but as for the pricing of these instruments, there are some gaps. There is still no method for pricing derivatives that would allow you to accurately assess the value of financial instruments for subsequent effective investment decisions. In this article considers the methodology of pricing of derivative financial instruments using the Black-Scholes model and the Monte Carlo method. The presented estimation methods allow us to calculate the range of price values that allows us to provide the most accurate expected results.

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Majdáková, Andrea, Blanka Giertliová und Iveta Hajdúchová. „Prediction by financial and economic analysis in the conditions of forest enterprises“. Journal of Forest Science 66, No. 1 (30.01.2020): 1–8. http://dx.doi.org/10.17221/84/2019-jfs.

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Individual companies need to know their financial condition. They have a wide range of methods and procedures to create a system of the financial and economic analysis of a company. The analysis is focused on the evaluation of a specific group of methods for predicting the financial health of a business entity. Evaluations of the financial situation of a company are divided into point methods, mathematical and statistical methods and neural networks. The individual methods differ from each other in difficulty, in the extent of the analyzed areas and possibilities of application. The aim of this work is to assess the possibilities of using selected methods of comprehensive evaluation of companies as a tool for an analysis of the position of each company in the branch. The suitability and feasibility of each method are tested on a selected group of companies. Quick Test, Tamari Model, Beaver Model are included in this work. Based on the results, improvements and recommendations for the practical use were suggested. The results showed that the best predictive methods are Quick Test and Tamari Model, because they are quick and unequivocal when assessing the analyzed companies. An inappropriate prediction method is the Beaver model, which uses only two financial indicators to evaluate companies.

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Altın, Hakan. „Analysis of financial markets with the DEMATEL method“. Pressacademia 8, Nr. 1 (30.03.2021): 53–66. http://dx.doi.org/10.17261/pressacademia.2021.1378.

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Radjabov, Sardor Abdinazar Ugli. „Analysis Of Methods Of Verification Of Tax And Financial Statements“. American Journal of Management and Economics Innovations 02, Nr. 10 (13.10.2020): 6–10. http://dx.doi.org/10.37547/tajmei/volume02issue10-02.

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Jumadilova, Shynara, Nurlan Sailaubekov und Dana Kunanbayeva. „Company’s financial state forecasting: methods and approaches“. Investment Management and Financial Innovations 14, Nr. 3 (06.10.2017): 93–101. http://dx.doi.org/10.21511/imfi.14(3).2017.09.

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Planning company’s activity is a complex process, in which foresight is of great importance. The paper presents a method to predict financial state of a company using available financial data. For the prediction of quantitative indicators of the company currently there are different ways to build predictive models, such as simple and multiple regressions, autoregressive model and others. In this paper, to predict financial indicators of the company we use econometric modeling techniques. Tools to check the time series for the seasonality and stationarity are used in constructing the models. To check the reliability of the analysis techniques applied backtesting. To apply the developed method we used the values of financial indicators of the Kazakh national oil producing company. However, the method can be used for any company despite its size, industry, and so on. Albeit the method proposed is universal one and enables to predict financial state at any company, it has certain shortcomings and should be used along with fun¬damental analysis tools. The method proposed in the paper illustrated adequate results with sufficient accuracy according to the backtesting results. Therefore, based on the results of forecasting the financial state indicators, one can conduct a financial analysis of the expected state in upcoming period and use the derived values for future planning.

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Loughran, Tim, und Bill McDonald. „Textual Analysis in Finance“. Annual Review of Financial Economics 12, Nr. 1 (01.11.2020): 357–75. http://dx.doi.org/10.1146/annurev-financial-012820-032249.

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Textual analysis, implemented at scale, has become an important addition to the methodological toolbox of finance. In this review, given the proliferation of papers now using this method, we first provide an updated survey of the literature while focusing on a few broad topics—social media, political bias, and detecting fraud. We do not attempt to survey the various statistical methods and instead initially focus on the construction and use of lexicons in finance. We then center the discussion on readability as an attribute frequently incorporated in contemporaneous research, arguing that its use begs the question of what we are measuring. Finally, we discuss how the literature might build on the intent of measuring readability to measure something more appropriate and more broadly relevant—complexity.

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Жилкина und Anna ZHilkina. „Graphical Method of Financial Analysis As Effective Instrument for Real Economy’s Financial Management“. Administration 3, Nr. 4 (10.12.2015): 10–17. http://dx.doi.org/10.12737/16692.

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The paper is devoted to questions related to financial analysis’s graphical method development, the necessity for which has arisen from organizations management need in the objective and comprehensive information on these organizations’ financial status. The offered graphic way of book-keeping report indices visualization as a special diagram hereinafter called the balancegram allows estimate organization’s financial status in general, and the special balancegrams for each object allow make it even by those managers who had not a special financial training. Performance evaluations of financial analysis objects have been presented graphically in this paper, as well as a graphical correlation of factor indicators for the absolute, normal, acceptable low, unacceptably low degrees of organization’s financial solvency and insolvency. Factor indicators are noncurrent assets, stores taking into account the input value added tax, including not for sale part of stores, permanent capital, normal sources of work equipment and stocks. For credit rating a graphical ratio of factor indicators for the absolute, sufficient, low degrees of solvency and insolvency has been presented. Discounting assets ( which are the sum of monetary resources and short-term financial investments, half of accounts receivable’s total value, third part of stores taking into account the input value added tax, income-bearing placements and long-term financial investments) are posted in the left side of the balancegram. In the right side have been represented discounting liabilities consisted of amount of accounts payable, half of short-term loans (borrowings), one third of long-term liabilities. Also in the balancegram’s left side is given the division of discounted liabilities at quarters to determine the degree of solvency. Estimate of low, medium and high probability of bankruptcy has been presented by the ratio of main factor indices for assets and liabilities. Assets comprise monetary resources, short-term financial investments, stores taking into account the input value added tax, in particular the saleable part of the stores. Liabilities comprise the short-term ones. Graphic method is applied not only in real economy organizations, but also in private pension funds, and leasing companies.

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Dissertationen zum Thema "Method of financial analysis"

Hong, Seok Young. „Nonparametric methods in financial time series analysis“. Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/283218.

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The fundamental objective of the analysis of financial time series is to unveil the random mechanism, i.e. the probability law, underlying financial data. The effort to identify the truth that governs the observations involves proposing and estimating reasonable statistical models that well explain the empirical features of data. This thesis develops some new nonparametric tools that can be exploited in this context; the efficacy and validity of their use are supported by computational advancements and surging availability of large/complex (`big') data sets. Chapter 1 investigates the conditional first moment properties of financial returns. We propose multivariate extensions of the popular Variance Ratio (VR) statistic, aiming to test linear predictability of returns and weak-form market efficiency. We construct asymptotic distribution theories for the statistics and scalar functions thereof under the null hypothesis of no predictability. The imposed assumptions are weaker than those widely adopted in the literature, and in our view more credible with regard to the underlying data generating process we expect for stock returns. It is also shown that the limit theories can be extended to the long horizon and large dimension cases, and also to allow for a time varying risk premium. Our methods are applied to CRSP weekly returns from 1962 to 2013; the joint tests of the multivariate hypothesis reject the null at the 1% level for all horizons considered. Chapter 2 is about nonparametric estimation of conditional moments. We propose a local constant type estimator that operates with an infinite number of conditioning variables; this enables a direct estimation of many objects of econometric interest that have dependence upon the infinite past. We show pointwise and uniform consistency of the estimator and establish its asymptotic nomality in various static and dynamic regressions context. The optimal rate of estimation turns out to be of logarithmic order, and the precise rate depends on the Lambert W function, the smoothness of the regression operator and the dependence of the data in a non-trivial way. The theories are applied to investigate the intertemporal risk-return relation for the aggregate stock market. We report an overall positive risk-return relation on the S&P 500 daily data from 1950-2017, and find evidence of strong time variation and counter-cyclical behaviour in risk aversion. Lastly, Chapter 3 concerns nonparametric volatility estimation with high frequency time series. While data observed at finer time scale than daily provide rich information, their distinctive empirical properties bring new challenges in their analysis. We propose a Fourier domain based estimator for multivariate ex-post volatility that is robust to two major hurdles in high frequency finance: asynchronicity in observations and the presence of microstructure noise. Asymptotic properties are derived under some mild conditions. Simulation studies show our method outperforms time domain estimators when two assets with different liquidity are traded asynchronously.

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Zlatník, Lukáš. „Stanovení hodnoty podniku ŠKODA VAGONKA, a.s“. Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-15658.

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The goal of the diploma thesis is value setting of the company with a use of standard methods of evaluation like financial and strategic analysis, analysis of value generators, financial plan and selected method of evaluation. This thesis is divided into two parts - theoretic and apliccation part. The wanted value of the company is subjective value, it means value for the individual.

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Třísková, Simona. „Financial Analysis of Accor Hotel Group from Bank´s and Investor´s point of view“. Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-193943.

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This thesis is focused on financial analysis of Accor hotel group. The purpose of this thesis is to identify and assess the financial position, financial health and performance of the company from the above-mentioned two perspectives, furthermore the monitoring of the development of the financial analysis and the analysis of changes during the period, also a comparison of selected indicators with industry and sector averages and lastly, a deepening of knowledge in the field of financial analysis. The aim of the work or the working hypothesis is to determine whether the selected company is prospective to the investor and sufficiently creditworthy for the bank or in general whether the company has passable financial position and performance. In order to achieve these objectives and purposes was chosen as the method of financial analysis. Other used methods are observation and comparison. These methods include, for example, financial techniques like horizontal and vertical analysis, ratio analysis, as well as simple mathematical tools like averages and percentages and lastly accounting tools like ratios and trend analysis. The thesis is divided into two parts. First part deals with the theoretical definition of concept of financial analysis which is followed by related terms and second part dealt with the presentation of given company, application of theory in practice, summary and recommendation.

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Zeng, Zhanggui. „Financial Time Series Analysis using Pattern Recognition Methods“. University of Sydney, 2008. http://hdl.handle.net/2123/3558.

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Doctor of Philosophy
This thesis is based on research on financial time series analysis using pattern recognition methods. The first part of this research focuses on univariate time series analysis using different pattern recognition methods. First, probabilities of basic patterns are used to represent the features of a section of time series. This feature can remove noise from the time series by statistical probability. It is experimentally proven that this feature is successful for pattern repeated time series. Second, a multiscale Gaussian gravity as a pattern relationship measurement which can describe the direction of the pattern relationship is introduced to pattern clustering. By searching for the Gaussian-gravity-guided nearest neighbour of each pattern, this clustering method can easily determine the boundaries of the clusters. Third, a method that unsupervised pattern classification can be transformed into multiscale supervised pattern classification by multiscale supervisory time series or multiscale filtered time series is presented. The second part of this research focuses on multivariate time series analysis using pattern recognition. A systematic method is proposed to find the independent variables of a group of share prices by time series clustering, principal component analysis, independent component analysis, and object recognition. The number of dependent variables is reduced and the multivariate time series analysis is simplified by time series clustering and principal component analysis. Independent component analysis aims to find the ideal independent variables of the group of shares. Object recognition is expected to recognize those independent variables which are similar to the independent components. This method provides a new clue to understanding the stock market and to modelling a large time series database.

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Manongga, D. H. F. „Using genetic algorithm-based methods for financial analysis“. Thesis, University of East Anglia, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.320950.

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Zákravská, Anna. „Ocenění firmy“. Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-199926.

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This thesis deals with the business valuation. The main goal of this diploma thesis is to estimate the market value of a company with the purpose of a sale to a potential buyer. The thesis is structured into two parts: theoretical a practical part. The theoretical part describes the methods and process of company valuation. The goal of the practical part is to apply theoretical findings on the specific company and make an estimate of its value. The practical part includes description of the chosen company, strategic and financial analysis and prediction of the business plan. There are three methods used for the company valuation - discounted cash flow in the form of FCFF, the method of accounting value and method of similar transactions.

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Staňková, Hana. „Odhad hodnoty společnosti Hollandia Karlovy Vary a.s“. Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-192558.

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The aim of this thesis is to estimate the value of Hollandia Karlovy Vary, a.s. to the date 31st December 2013. The thesis is divided into theoretical and practical part. The theoretical part describes the approaches and methods that lead to the valuation of the company. The practical part includes a description of the valued company, financial and strategic analysis including analysis of internal and external potential, financial plan and the final valuation of the company. For valuation are used these methods: discounted free cash flows to the firm and market comparison based on industry multipliers. In thesis there is also used a method of book value for final comparison.

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Kalisa, Eric. „Dopad stavební investice na hospodaření společnosti“. Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2017. http://www.nusl.cz/ntk/nusl-265367.

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The subject of the thesis "The impact of construction investment on the company" is to evaluate the economic results of selected companies through financial indicators and showing its impact on the company financial plan. The first part focuses on theoretical background in construction investment. The second part is devoted to financial analysis of the 2010-2015 periods and commenting on the results of the methods used. In the accounting statements and financial plans, it is also described construction investment, its implementation and the impact on construction investments.

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任漢全 und Hon-chuen Yam. „Statistical analysis of some technical trading rules in financial markets“. Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31213819.

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Akinc, Deniz. „Statistical Modelling Of Financial Statements Of Turkey: A Panel Data Analysis“. Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/2/12609824/index.pdf.

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Financial failure is an important subject for both the economical development of the country and for the self - evaluation of individual companies. Increase in the number of financially failed companies points out the misuse of the country resources. Recently, financial failure threatens both small and large companies in Turkey. It is important to determine factors that affect the financial failure by analyzing models and to use these models for auditing the financial situation. In today&rsquo
s Turkey, the statistical methods that are used for this purpose involve single level models applied to cross-sectional data. However, multilevel models applied to panel data are more preferable as they gather more information, and also, enable the calculated financial success probabilities to be more trustworthy. In this thesis, publicly available panel data that are collected from The Istanbul Stock Exchange are investigated. Mainly, financial success of companies from two sectors, namely industry and services, are investigated. For the analysis of this panel data, data exploration methods, missing data imputation, possible solutions to multicollinearity problem, single level logistic regression models and multilevel models are used. By these models, financial success probabilities for each company are calculated
the factors related to the financial failure are determined, and changes in time are observed. Models and early warning systems resulted in correct classification rates of up to 100%. In the services sector, a small number of companies having publicly available data result in a decline in the success of models. It is concluded that sharing data with more subjects observed in a longer time period collected in the same format with academicians, will result in better justified outputs, which are useful for both academicians and managers.

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Bücher zum Thema "Method of financial analysis"

Cao, Guangxi, Ling-Yun He und Jie Cao. Multifractal Detrended Analysis Method and Its Application in Financial Markets. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-7916-0.

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Marguerite, Reimers, Hrsg. Analysis for financial management. 9. Aufl. Boston: McGraw-Hill Irwin, 2009.

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Higgins, Robert C. Analysis for financial management. 7. Aufl. Boston: McGraw-Hill/Irwin, 2003.

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Analysis for financial management. 8. Aufl. Boston, Mass: McGraw-Hill, 2007.

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Higgins, Robert C. Analysis for financial management. 3. Aufl. Homewood, IL: Irwin, 1992.

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Analysis for financial management. 6. Aufl. Boston: Irwin/McGraw-Hill, 2001.

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Higgins, Robert C. Analysis for financial management. 6. Aufl. Boston: Irwin/McGraw-Hill, 2001.

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Higgins, Robert C. Analysis for financial management. 5. Aufl. Boston, Mass: Irwin/McGraw-Hill, 1998.

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Higgins, Robert C. Analysis for financial management. 4. Aufl. Chicago: Irwin, 1995.

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Higgins, Robert C. Analysis for financial management. 3. Aufl. Homewood, IL: Business One Irwin, 1992.

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Buchteile zum Thema "Method of financial analysis"

Wang, Xinhao, und Rainer vom Hofe. „Financial Analysis“. In Selected Methods of Planning Analysis, 173–223. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-2826-2_4.

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Kao, Lie-Jane, Cheng-Few Lee und Tzu Tai. „Discriminant Analysis and Factor Analysis: Theory and Method“. In Handbook of Financial Econometrics and Statistics, 2461–76. New York, NY: Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4614-7750-1_89.

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Amir, Eli, und Marco Ghitti. „AT&T: Equity Method Investments“. In Financial Analysis of Mergers and Acquisitions, 217–23. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-61769-1_12.

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Chorafas, Dimitris N. „Scenario Analysis and the Delphi Method“. In Modelling the Survival of Financial and Industrial Enterprises, 137–56. London: Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230501737_7.

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Bouleau, Nicolas, und Laurent Denis. „Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method“. In Stochastic Analysis with Financial Applications, 3–20. Basel: Springer Basel, 2011. http://dx.doi.org/10.1007/978-3-0348-0097-6_1.

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Amir, Eli, und Marco Ghitti. „Nokia Siemens Networks: Purchase Accounting, Equity Method, and Proportionate Consolidation“. In Financial Analysis of Mergers and Acquisitions, 225–38. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-61769-1_13.

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Cao, Guangxi, Ling-Yun He und Jie Cao. „Risk Analysis Based on Multifractal Detrended Method“. In Multifractal Detrended Analysis Method and Its Application in Financial Markets, 223–55. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-7916-0_10.

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Kariya, Takeaki. „Empirical Features of Financial Returns“. In Quantitative Methods for Portfolio Analysis, 15–32. Dordrecht: Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-011-1721-0_2.

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Kariya, Takeaki. „Univariate Financial Time Series Models“. In Quantitative Methods for Portfolio Analysis, 33–57. Dordrecht: Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-011-1721-0_3.

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Kariya, Takeaki. „Multivariate Financial Time Series Models“. In Quantitative Methods for Portfolio Analysis, 58–82. Dordrecht: Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-011-1721-0_4.

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Konferenzberichte zum Thema "Method of financial analysis"

Filatov, E. A. „Integral Factor Analysis Of Financial Profitability By Filatov's Method“. In RPTSS 2018 - International Conference on Research Paradigms Transformation in Social Sciences. Cognitive-Crcs, 2018. http://dx.doi.org/10.15405/epsbs.2018.12.44.

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Nagarajan, Prathiba, Fabio Di Troia, Thomas H. Austin und Mark Stamp. „Autocorrelation Analysis of Financial Botnet Traffic“. In 2nd International Workshop on FORmal methods for Security Engineering. SCITEPRESS - Science and Technology Publications, 2018. http://dx.doi.org/10.5220/0006685705990606.

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Tang, Zhongjun, und Shuqin Liu. „The Constructing Method of Meta-requirement Analysis Model“. In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.37.

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Chen, Xilun, Laura Chiticariu, Marina Danilevsky, Alexandre Evfimievski und Prithviraj Sen. „A Rectangle Mining Method for Understanding the Semantics of Financial Tables“. In 2017 14th IAPR International Conference on Document Analysis and Recognition (ICDAR). IEEE, 2017. http://dx.doi.org/10.1109/icdar.2017.52.

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Yu, Gu, und Guo Wenjuan. „Decision Tree Method in Financial Analysis of Listed Logistics Companies“. In 2010 International Conference on Intelligent Computation Technology and Automation (ICICTA). IEEE, 2010. http://dx.doi.org/10.1109/icicta.2010.493.

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Caiado, Jorge, und Nuno Crato. „A GARCH-based method for clustering of financial time series: International stock markets evidence“. In Recent Advances in Stochastic Modeling and Data Analysis. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812709691_0064.

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Hongze, Li, und Li Yuan. „Financial evaluation of listed companies based on entropy method and principal component analysis“. In 2010 International Conference on Financial Theory and Engineering (ICFTE). IEEE, 2010. http://dx.doi.org/10.1109/icfte.2010.5499425.

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Mei, Xu, und Huang Chao. „Financial time series difference analysis based on symbolic time series method“. In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882598.

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Legay, O. A., I. V. Avlasenko und Y. V. Podkolzin. „COMPREHENSIVE METHODS OF FINANCIAL ANALYSIS OF THE ENTERPRISE“. In STATE AND DEVELOPMENT PROSPECTS OF AGRIBUSINESS Volume 2. DSTU-Print, 2020. http://dx.doi.org/10.23947/interagro.2020.2.544-546.

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Hu, Xinhan, Wuyi Ye und Baiqi Miao. „Analysis of a Basket of Currencies Portfolio Based on Copula-GARCH Method“. In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.56.

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Berichte der Organisationen zum Thema "Method of financial analysis"

Xu, Ying, und Jennifer Corbett. Using Network Method to Measure Financial Interconnection. Cambridge, MA: National Bureau of Economic Research, November 2019. http://dx.doi.org/10.3386/w26499.

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Hall, Bronwyn. Business and Financial Method Patents, Innovation, and Policy. Cambridge, MA: National Bureau of Economic Research, April 2009. http://dx.doi.org/10.3386/w14868.

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Wooten, William. Financial Analysis of Contract Berthing. Fort Belvoir, VA: Defense Technical Information Center, Dezember 2006. http://dx.doi.org/10.21236/ada460296.

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Ambuehl, Sandro, B. Douglas Bernheim und Annamaria Lusardi. A Method for Evaluating the Quality of Financial Decision Making, with an Application to Financial Education. Cambridge, MA: National Bureau of Economic Research, Oktober 2014. http://dx.doi.org/10.3386/w20618.

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Fight, Roger D., Natalie A. Bolon und James M. Cahill. Financial analysis of pruning ponderosa pine. Portland, OR: U.S. Department of Agriculture, Forest Service, Pacific Northwest Research Station, 1992. http://dx.doi.org/10.2737/pnw-rp-449.

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Fight, Roger D., James M. Cahlll, Thomas D. Fahey und Thomas A. Snellgrove. Financial analysis of pruning coast Douglas-fir. Portland, OR: U.S. Department of Agriculture, Forest Service, Pacific Northwest Research Station, 1987. http://dx.doi.org/10.2737/pnw-rp-390.

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Seo, Young-Woo, Joseph Giampapa und Katia Sycara. Financial News Analysis for Intelligent Portfolio Management. Fort Belvoir, VA: Defense Technical Information Center, Januar 2004. http://dx.doi.org/10.21236/ada599073.

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Johnson, Caley, Erin Nobler, Leslie Eudy und Matthew Jeffers. Financial Analysis of Battery Electric Transit Buses. Office of Scientific and Technical Information (OSTI), Juni 2020. http://dx.doi.org/10.2172/1659784.

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Kazman, Rick, Mark Klein, Mario Barbacci, Tom Longstaff und Howard Lipson. The Architecture Tradeoff Analysis Method. Fort Belvoir, VA: Defense Technical Information Center, Juli 1998. http://dx.doi.org/10.21236/ada350761.

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Nord, Robert L., Mario R. Barbacci, Paul Clements, Rick Kazman und Mark Klein. Integrating the Architecture Tradeoff Analysis Method (ATAM) with the Cost Benefit Analysis Method (CBAM). Fort Belvoir, VA: Defense Technical Information Center, Dezember 2003. http://dx.doi.org/10.21236/ada421615.

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