Ngaba lixesha lokuphulukana endinalo ngoku kwisicwangciso sam, okanye lilishwa nje ngenxa yeziganeko 'zangaphandle'?
Ithamsanqa ligama eliphikisana kakhulu kunye neziganeko eziphikisana ngokulinganayo kurhwebo. Ukuchitha iinyanga kwaye kwiimeko ezininzi iminyaka ukwenza isicwangciso sokurhweba esiphumeleleyo, ukuze ekugqibeleni sizinikele kwisicwangciso sethu sokurhweba ngobungqina bembumbulu, kunzima kakhulu kuye nabani na kuthi ukuba avume ukuba into enkulu equlethwe kwimpumelelo yethu yexesha elide yorhwebo ihlile. kwiziganeko ezilula zethamsanqa.
Ukwamkela ukuba siphantsi kwenceba yemarike kwaye akukho namnye kuthi onokuthi aqikelele, nangaliphi na inqanaba elithe gqolo lokuqiniseka, into eza kwenziwa yimarike ngokulandelayo yinto enzima kakhulu kuninzi lwethu ukuba siyiqonde. Kunzima ukwamkela uluvo lokuba ipesenti enkulu yorhwebo lwethu kuya kufuneka ibe ngabalahlekileyo ukuze sibe nengeniso rhoqo. Zombini ezi ngcinga, njengoko besikhe sakhankanya kule kholamu ngaphambili, zichasene nendlela 'esifakwe ngayo iintambo' ukuze sijongane novavanyo oluninzi kunye neemvavanyo ishishini lethu lisinyanzela ukuba sijongane nazo yonke imihla nangeveki.
Emva kokuba sichithe iinyanga ezininzi (okanye iminyaka) ukwenza isicwangciso sethu sokurhweba esiyimpumelelo kwaye sichithe ixesha elilinganayo lokuphuhlisa ukuzithiba ukuze sibambelele kwisicwangciso sethu sorhwebo, kunokubonakala ngathi kukubetha kakhulu xa sirhweba. isicwangciso siqala ukusilela kwaye sinokufikelela, okanye siqala ukusongela amanqanaba okwehla esiwabeka kwisicwangciso sethu sorhwebo. Kodwa ngeliphi ixesha apho sinikezela khona kwisicwangciso sethu kunye nesicwangciso sisiphakamiso esinzima ukujongana nayo.
Indlela esithatha ngayo inyathelo elingenamvakalelo emva, ukuze sihlalutye ngakumbi isicwangciso sethu, ngaphambi kokusilungisa okanye sisilahle ngokupheleleyo, lolunye lweemvavanyo ezinkulu esiya kujongana nazo njengabathengisi kwaye ngeendlela ezininzi olu 'lingo lobomi bomrhwebi' luya kusichaza. njengabarhwebi. Kwaye ekuhlalutyeni kwakhona isicwangciso sethu sokurhweba sinokuqala ukufumanisa ukuba ithamsanqa lidlale nayiphi na indima kwilahleko yethu yamva nje. Kodwa sijonga phi imiqondiso kwimbali yethu yamva nje yokurhweba yokuba ilishwa elibi lidlale indima ebalulekileyo kurhwebo lwethu kwaye akukho nto iphosakeleyo kwindlela yethu kunye nesicwangciso sokurhweba ngokubanzi?
I-Outliers *, ukuba yintoni na malunga norhwebo kunye nalapho ukukhangela iimpawu zabo
Njengabafundi abaqhelekileyo beekholamu zethu baya kuba befumene ukuba sipapasha inqaku leveki elinesihloko esithi "ingaba le meko isengumhlobo wakho?" apho sihlalutya imvelaphi esisiseko eya kumisela upapasho oluphezulu lweveki yangoku kunye nezigqibo zomgaqo-nkqubo. Xa sidityaniswe noku sikwadlula indlela esisiseko yohlalutyo lobuchwephesha sisebenzisa uninzi lwezona zisetyenziswa kakhulu kwaye zibhekiswa kwizikhombisi. Into esele iphawuliwe mva nje ibe yimpembelelo yento esinokuyibiza ngokuba ngabangaphandle kunye nefuthe abanalo kwiimarike esizirhwebayo.
Eyona nto iqaqambe kakhulu ibe yimiba yaseUkraine, njengoko kwaqala ukruthakruthwano kummandla weCrimea iimarike zithengisiwe, ngakumbi kwizalathiso zezabelo zaseYurophu kunye ne-euro. Njengoko iingxaki beziyehla iimarike zaqala ukuchacha ngendlela ethile. Emva koko siye sathandabuza ukuba (njengoko ixesha lokurhola laqala e-USA) uninzi lweenkampani zobugcisa ezicatshulwe kwi-NASDAQ zilufanele ngokwenene uqingqo-maxabiso olukhulu oluchasene nemivuzo yabo abayibonisayo ngoku. Emva koko siye safumana ukuchacha, kodwa kwezi ntsuku zimbini zidlulileyo uloyiko lwase-Ukraine luye lwavela kwakhona njengongquzulwano oluxhobileyo phakathi kwamaqela anobubele baseRussia kwizixeko ezininzi zaseUkraine kunye nabasemagunyeni kurhulumente omtsha waseUkraine. bafikelele kwisigqibo esinobundlobongela.
Ngoku ujonge kuyo yonke le miba yamva nje bebodwa, okanye njengeqela, abarhwebi abaninzi baya kuzifumana ngamanye amaxesha, kuxhomekeke ekubeni bangabarhwebi beswing okanye abarhwebi bemini, kwicala elingalunganga lemarike lihamba ngaphandle kwempazamo. zabo ngaphandle kokubambelela kwisicwangciso sabo. Ngeliphandle uluhlu esilunikeziweyo lwemisebenzi yamva nje ibingenakwenzeka ukuba abarhwebi abaninzi barhwebe kwiiveki zamva nje, ngakumbi abarhwebi be-swing kwaye ngaphambi kokuba siqale ukongeza kuzo zonke ezinye iindlela eziqhelekileyo ezisisiseko ezifana nezigqibo zenqanaba lesiseko, ukungaqeshwa kunye ezinye izibalo zedatha yezoqoqosho. Ngokungathi ubuchwephesha bethu bebungakhohlisi ngokwaneleyo kuye kwafuneka silwe neentlobo ngeentlobo zemiba esisiseko kwezi veki zidlulileyo, incinci into yokuba uninzi lwethu luphulukene nomgangatho wexeshana olusishiya sithandabuza indlela yethu epheleleyo kunye nesicwangciso sokurhweba.
Akunakwenzeka ukuqikelela ukuba izakwenzeka nini abakhupheli bamanani kwaye kunzima ngokulinganayo ukuqonda ukuba sinokuba sikumgca wokudubula wesiganeko esingaphandle njengoko sisenzeka njengoko uninzi lwabakhupheli kwishishini lethu ingezizo izibalo ezisulungekileyo zezibalo kunye neengcali zezibalo zinako, kwimva, bonisa. Ngapha koko, asinako ukurhweba ngexesha elidlulileyo elichongwe ziingcali zethu zezibalo kunye nezibalo.
Kodwa into esinokuyenza, njengoko amava ethu ekhula, kukulungelelanisa 'iimpondo zethu zorhwebo' ukuze siqaphele xa siphakathi kwe-maelstrom outliers inako kwaye iya kubangela. Sinokukhetha ezimbini ezilula; ukurhweba okanye ukungarhwebi...
Thina mhlawumbi ukurhweba ngokusebenzisa isaqhwithi ebangela ngaphandle, okanye hunker phantsi kwaye okulusizi kuphela emva kokubona kuya kubonisa kuthi ukuba yeyiphi isigqibo esichanekileyo. Nangona kunjalo, ngelixa kungokwemvelo ukubuza indlela kunye nesicwangciso sakho ngexesha lesehlo sangaphandle ngaphandle kwamathandabuzo iyakuba lixesha elingalunganga lokuguqula okanye ukumisa indlela yokusebenza eqinisekisiweyo ngaphambili. Ixesha lokucinga kufuneka lifike xa sele siqaphele ukuba iimeko zorhwebo 'eziqhelekileyo', okanye njengesiqhelo njengoko sinokulindela kwihlabathi eliguqukayo lokurhweba iFX, i-indices, okanye i-commodities, iphinde yabuyela kwimeko yethu yorhwebo.
*Inkcazo yezinto ezingaphandle
Kwizibalo, i-outlier yindawo yoqwalaselo ekude kwezinye izinto [1] I-outlier inokuba ngenxa yokuguquguquka kumlinganiselo okanye ingabonisa impazamo yovavanyo; le yokugqibela ngamanye amaxesha ayibandakanywa kwiseti yedatha.[2]
Izinto zangaphandle zinokuthi zenzeke ngebhaqo kulo naluphi na unikezelo, kodwa zihlala zibonisa impazamo yokulinganisa okanye ukuba inani labemi linosasazo olunomsila onzima. Kwimeko yangaphambili umntu unqwenela ukuwalahla okanye ukusebenzisa izibalo ezinamandla kubathengisi abangaphandle, ngelixa kwimeko yokugqibela zibonisa ukuba ukuhanjiswa kune-kurtosis ephezulu kwaye umntu kufuneka alumke kakhulu ekusebenziseni izixhobo okanye intuitions ezithatha ukusabalalisa okuqhelekileyo. Unobangela othe rhoqo wabathengisi ngumxube wezahlulo ezimbini, ezinokuba ngabemi ababini abahlukeneyo, okanye ezinokubonisa 'ulingo oluchanekileyo' ngokuchasene 'nempazamo yokulinganisa'; oku kulandelwa yimodeli yomxube.
Kwiisampulu ezinkulu zedatha, amanye amanqaku edatha aya kuba kude kwisampulu ethetha kunokuba kuthathwa njengefanelekileyo. Oku kunokuba ngenxa yempazamo ecwangcisiweyo yenzeke okanye iziphene kwithiyori evelise usapho olucingelwayo losasazo olunokwenzeka, okanye kusenokwenzeka ukuba okunye uqwalaselo kude kumbindi wedatha. Amanqaku angaphandle ke ngoko angabonisa idatha ephosakeleyo, iinkqubo eziphosakeleyo, okanye iindawo apho ithiyori ethile isenokungasebenzi. Nangona kunjalo, kwiisampulu ezinkulu, inani elincinci labangaphandle lilindeleke (kwaye kungekhona ngenxa yayo nayiphi na imeko engaqhelekanga).
Ii-outliers, ezilolona qwalaselo zigqithileyo, zinokubandakanya iisampulu iphezulu okanye ubuncinci besampulu, okanye zombini, kuxhomekeke ekubeni ziphezulu kakhulu okanye ziphantsi. Nangona kunjalo, ubuninzi besampulu kunye nobuncinci abusoloko bungaphandle ngenxa yokuba basenokungabi kude ngokungaqhelekanga kolunye uqwalaselo.
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