Because of the growing competitiveness in the different global markets, especially financial, companies require creating market monitoring tool for gaining extremely high sales forecasting accuracy and identification of Risk-On/Risk-Off regimes of markets. Our company has created an advanced algorithm of forecasting based on the implementation of complex mathematical theories.
Our prediction system uses Bayesian Change Point Detection method, which is focused not on online monitoring but on retrospective comparing the analysis of independent periods of time between each change point of data. Implementation of Bayesian methodology to such tasks differs us from other forecasting systems.
Prediction systems provided by the dedicated team of developers including 3 Ph. Ds. and 1 Doctor of Science scan each macro indicator, exactly non-stationary time series, for notable deviations from its previous statistical base and applying higher statistical moments such as Standard Deviation, Skewness, and Kurtosis to time series. The predictive power of project monitoring tools comes from observing many macro indicators turning up or down abruptly.