TOPOLOGIK MAʼLUMOTLAR TAHLILINI MOLIYA TIZIMIDA QÖLLAŞNING NAZARIY ASOSLARI
DOI:
https://doi.org/10.5281/zenodo.23977233Abstract
Maqolada topologik maʼlumotlar tahlili (TDA – Topological Data Analysis) usullarini moliya tizimida qöllaşning nazariy asoslari yoritiladi. Persistent gomologiya, persistence diagrammalari va landşaftlari hamda Mapper algoritmining matematik mohiyati bayon qilinadi. Moliyaviy vaqt qatorlari va aktivlar tarmoqlarini topologik obyektlarga aylantiriş usullari tahlil qilinadi. Bozor inqirozlarini erta aniqlaş, tizimli riskni baholaş, portfelni şakllantiriş va firibgarlikni aniqlaşdagi imkoniyatlar körib çiqiladi hamda simulyatsiya misolida körsatiladi. Xulosada Özbekiston moliya tizimida TDA ni joriy etiş yönalişlari taklif etiladi. Kalit sözlar: topologik maʼlumotlar tahlili, persistent gomologiya, persistence landşafti, Mapper, moliyaviy inqiroz, tizimli risk, moliyaviy vaqt qatorlari.Keywords
topologik maʼlumotlar tahlili, persistent gomologiya, persistence landşafti, Mapper, moliyaviy inqiroz, tizimli risk, moliyaviy vaqt qatorlariReferences
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