Classification of blue-chip assets in the direction of profitability using the coefficients of the discriminant function

Abstract

Purpose: the authors classify blue-chip assets in the direction of profitability using the coefficients of the discriminant function. Discussion: the relevance of the problem chosen for analysis is explained by the fact that the classification of objects is required in an impressive number of diverse scientific fields. At the same time, there are many approaches and methods for solving this issue based on certain specific principles, for example, the principle of maximum uniformity, which is definitely very important and discussed, as well as sometimes problematic. Thus, the classification of objects is one of the most time-consuming issues in the field of object- oriented design. The purpose of classification is to search for common properties of objects, therefore, when conducting classification, objects with the same structure or the same behavior fall into one group. Results: the authors constructed the covariance and inverse to covariance matrices based on data for the assets of selected issuers for the time interval. Then the authors formed Markowitz's investment portfolio. The leitmotif of the work was the allocation of two classes for objects based on the selected assets. At the same time, the authors determined the coefficients of the discriminant function, which make it possible to achieve maximum clarity when performing group classification.