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Diseño De Un Sistema Experto Difuso: Evaluación De Riesgocrediticio En Firmas Comisionistas De Bolsa Para El Otorgamiento De Recursos Financieros

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  • SANTIAGO MEDINA HURTADO

    ()

  • OSCAR OSWALDO MANCO

    ()

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    Abstract

    Esta investigación estudia y modelaun sistema de asignación de recursosfinancieros a compañías comisionistasde bolsa, con el fin de que dichosrecursos sean invertidos a nombrede la empresa (inversionista), de talforma que se disminuya el riesgode impago del capital asignado yademás; que estos capitales generenrendimientos adicionales para laempresa. El modelo planteado basadoen Sistemas Expertos Difusospermite soportar estas decisiones deasignación de recursos financieros.Inicialmente se describe el marcoconceptual necesario para el posteriorentendimiento del sistema; seguidamentese aborda la descripcióngeneral del sistema de inferencia,considerando la elección de variablesde entrada y el establecimiento detres macro - evaluaciones integradas(análisis de riesgo, análisis fundamentaly análisis financiero), queposteriormente permitirán calcularel recurso financiero o cupo asignadoa cada firma comisionista de bolsa.Por último se hace un estudio paradiez firmas elegidas de manera aleatoria,con el fin de probar y validarel modelo, de tal modo que éste entregueresultados consistentes conla evaluación que haría un experto, teriorien la evaluación cotidiana delas firmas comisionistas.

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    Bibliographic Info

    Article provided by UNIVERSIDAD ICESI in its journal ESTUDIOS GERENCIALES.

    Volume (Year): (2007)
    Issue (Month): ()
    Pages:

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    Handle: RePEc:col:000129:004374

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    Keywords: Sistema de inferencia difuso; riesgocrediticio; cupo de contraparte; análisisde riesgo.;

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