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Predicting trends of financial attributes by an adaptive committee of models
Kaunas University of Technology, Kaunas, Lithuania.
Halmstad University, School of Information Technology, Halmstad Embedded and Intelligent Systems Research (EIS), Intelligent systems (IS-lab). Kaunas University of Technology, Kaunas, Lithuania.ORCID iD: 0000-0003-2185-8973
Kaunas University of Technology, Kaunas, Lithuania.
2012 (English)In: Proceedings of the 7th International Conference on Electrical and Control Technologies ECT 2012 / [ed] A. Navickas (Editor-in-Chief), A. Sauhats, A. Virbalis, M. A┼żubalis, V. Galvanauskas, K. Brazauskas & A. Jonaitis, Kaunas: Kaunas University of Technology , 2012, 48-53 p.Conference paper, Published paper (Refereed)
Abstract [en]

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.

Place, publisher, year, edition, pages
Kaunas: Kaunas University of Technology , 2012. 48-53 p.
Series
Electrical and Control Technologies, ISSN 1822-5934
Keyword [en]
Financial distress, Multilayer perceptron, Self-organizing map, Committee of models
National Category
Other Computer and Information Science
Identifiers
URN: urn:nbn:se:hh:diva-19379ISI: 000333437000010Scopus ID: 2-s2.0-84941639803OAI: oai:DiVA.org:hh-19379DiVA: diva2:548327
Conference
The 7th International Conference on Electrical and Control Technologies (ECT-2012), Kaunas, Lithuania, May 3-4, 2012
Available from: 2012-08-30 Created: 2012-08-30 Last updated: 2017-05-02Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf