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Publications:Predicting trends of financial attributes by an adaptive committee of models
Abstract <p>This paper presents an approach t<p>This paper presents an approach to designing an adaptive, data dependent, committee of multilayer perceptrons (MLP) for predicting trends (positive or negative change) of five financial attributes used for assessing future performance of a company. Total Asset Turnover (TAT), Current Ratio (CR), Gross Margin (GM), Operating Margin (OM), and Return on Equity (ROE) are the attributes used in this paper. A two- and three-years ahead prediction of change is considered. A Self-Organizing Map (SOM) used for data mapping and analysis enables building committees, which are specific (committee size and aggregation parameters) for each data point analyzed. When tested on data concerning 59 companies of the United States biotechnology sector, committees built according to the proposed technique outperformed both averaging and weighted averaging committees.</p>d weighted averaging committees.</p>
Author Zivile Kalsyte + , Antanas Verikas + , Asta Vasiliauskaite +
Conference The 7th International Conference on Electrical and Control Technologies, ECT-2012, Kaunas, Lithuania, May 3-4, 2012
Diva http://hh.diva-portal.org/smash/record.jsf?searchId=1&pid=diva2:548327
EndPage 53  +
HostPublication Proceedings of the 7th International Conference on Electrical and Control Technologies ECT 2012  +
PublicationType Conference Paper  +
Publisher Kaunas University of Technology  +
Series Electrical and Control Technologies  +
StartPage 48  +
Title Predicting trends of financial attributes by an adaptive committee of models  +
Year 2012  +
Has queryThis property is a special property in this wiki. Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models + , Publications:Predicting trends of financial attributes by an adaptive committee of models +
Categories Publication  +
Modification dateThis property is a special property in this wiki. 30 September 2016 20:40:38  +
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