论文标题

数据驱动的框架,用于识别私募股权的投资机会

A Data-Driven Framework for Identifying Investment Opportunities in Private Equity

论文作者

Petersone, Samantha, Tan, Alwin, Allmendinger, Richard, Roy, Sujit, Hales, James

论文摘要

私募股权公司(PE)公司的核心活动是投资于公司,以便在4 - 7年内为投资者提供利润。通常,通过查看公司的各种绩效指标,然后经常基于本能做出决定,通常可以手动进行投资。鉴于大量公司可能投资,这一过程是无法控制的。此外,随着有关公司绩效指标的越来越多数据,人们可能希望考虑增加的不同指标的数量,手动爬行和评估投资机会变得效率低下,最终是不可能的。为了解决这些问题,本文提出了一个用于自动数据驱动的投资机会筛查的框架,从而提出了企业投资的建议。该框架借鉴了来自多个来源的数据来评估公司的财务和管理地位,然后使用可解释的人工智能(XAI)引擎来建议投资建议。使用不同的AI算法,类不平衡处理方法以及从可用数据源提取的功能对模型的鲁棒性进行验证。

The core activity of a Private Equity (PE) firm is to invest into companies in order to provide the investors with profit, usually within 4-7 years. To invest into a company or not is typically done manually by looking at various performance indicators of the company and then making a decision often based on instinct. This process is rather unmanageable given the large number of companies to potentially invest. Moreover, as more data about company performance indicators becomes available and the number of different indicators one may want to consider increases, manual crawling and assessment of investment opportunities becomes inefficient and ultimately impossible. To address these issues, this paper proposes a framework for automated data-driven screening of investment opportunities and thus the recommendation of businesses to invest in. The framework draws on data from several sources to assess the financial and managerial position of a company, and then uses an explainable artificial intelligence (XAI) engine to suggest investment recommendations. The robustness of the model is validated using different AI algorithms, class imbalance-handling methods, and features extracted from the available data sources.

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