Performance Evaluation of Comprehensive Function Classifiers: Taking Growth Rate Data as an Example

Chen, You-Shyang ； Tsao, Huei-Hua ； Huang, Cheng-Ho

《Applied Science and Management Research》 4卷1期 (2017/09) Pp. 61-70

https://doi.org/10.6511/ASMR.4(1).06

摘要

Buying and selling stocks is a universal financial approach and every investor wants their financial management and investment to effectively reduce risk and increase profitability. This study exploits technologies for attribute selection and the data discretization to establish three prediction models. Using three kinds of classifiers from financial statements of listed companies to choose 24 conditions and one decision-making attribute revenue growth rate, by studying financial variables on the impact of income growth of obtained financial statements from the Taiwan Economic and Financial Network database. The experimental data are based on seven industries collected from the first quarter of 2009-2014. The most important condition affecting the revenue growth rate is total asset growth rate, which is followed by the order of the return on operating assets, turnover per share, operating profit rate, and other variables. After attribute selection and data discretization, there are differences and changes for important condition attributes between classifiers and the model.

關鍵字

attribute selection ； data discretization ； classification ； revenue growth rate (RGR)