INTEGRAL RATING OF RUSSIAN COMPANIES BY HIERARCHICAL TECHNOLOGY

Abstract

Authors suggest specifically approach to integral rating in the group of best companies so at them capital. So on the most interest presents models of hierarchical convolution the indicators into an integral index are considered, on basis of which analysis the portfolio capital investment is based. To clarify decision, «stop» signal is used in relation to sale, so at buy signal must be justified by trajectory of stock purchases, taking into account correction in terms of risk. Authors have developed and tested detailed model for analyzing primary data on development of companies that are leading in terms of scale at activity in Russia. Based on analysis of indicators, groups are built according to fuzzy logic algorithm, which includes priority and hierarchical «smart» data analysis based at the expert system principle. The algorithm is new and created by authors of work, the software products have received an official examination. In this paper, an integral linear rating is constructed of first time and software product is presented that implements calculations according to author's methodology, taking into account multilevel classification by groups and smart graphics. Authors recommend using the tools developed in the article to improve the coordination of investment capital and increase the level of balance of financial manager decisions.