IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

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

  • SANTIAGO MEDINA HURTADO

    ()

  • OSCAR OSWALDO MANCO

    ()

Registered author(s):

    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.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://dspace.icesi.edu.co/dspace/bitstream/item/1274/1/Diseno_sistema_experto_difuso.pdf
    Download Restriction: no

    Article provided by UNIVERSIDAD ICESI in its journal ESTUDIOS GERENCIALES.

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

    as
    in new window

    Handle: RePEc:col:000129:004374
    Contact details of provider:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:col:000129:004374. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ximena Duenas)

    The email address of this maintainer does not seem to be valid anymore. Please ask Ximena Duenas to update the entry or send us the correct address

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.