Authors: | Loukeris, Nikolaos |
Issue Date: | 1-Jul-2007 |
Conference: | 11th WSEAS International Conference on Computers, 26-28 July 2007, Crete Island, Greece |
Book: | Proceedings of the 11th WSEAS International Conference on Computers |
Keywords: | MultiLayer perceptron, Genetic algorithms, Logistic regressions, Multigroup hierarchical discrimination, Finance |
Abstract: | The net present value of corporations is reflected in the stock price, leading portfolio mangers to maximize their assets, securing stockholders interests. Extended accounting data produced by accounting reports, and financial markets include lucrative hidden information. Econometrics, Neural Networks and Multicriteria Analysis classify companies describing their economic robustness. In a detailed comparison Multi Layer Perceptron classification is compared to neuro-genetic hybrid of Multi Layer Perceptron, Logistic Regressions and Multigroup Hierarchical Discrimination classifications to determine efficient methods in Financial Analysis. Simple Logistic and Logistic Model Trees methods had a fine performance. |
ISBN: | 978-960-8457-95-9 |
URL: | https://citeseerx.ist.psu.edu/document?repid=rep1&type=pdf&doi=78fc392603c3d71cd11b731c9469e4f22a69a2cf |
URI: | https://uniwacris.uniwa.gr/handle/3000/2216 |
Type: | Conference Paper |
Department: | Department of Business Administration |
School: | School of Administrative, Economics and Social Sciences |
Affiliation: | University of West Attica (UNIWA) |
Appears in Collections: | Book Chapter / Κεφάλαιο Βιβλίου |
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