Title :
A novel model based on SOM2W network for listed reality companies analysis
Author :
He, Yongmei ; Wang, Limin ; Sun, Qian ; Han, Xuming
Author_Institution :
Dept. of Inf., Changchun Taxation Coll., Changchun, China
Abstract :
In order to get rid of the limit of traditional methods and provide a decision making reference for the supervision of securities organizations and the risk control of investors, A novel model based on SOM2W network (SOM with 2 winners self-organizing map) is proposed for assessment financial performance of the listed companies. In addition, a tabu-mapping method is proposed to avoid that the same output node is mapped by more than one input. The financial indexes reflecting the whole performance level of companies are used in the simulated experiments including earning per share, net asset yield and main profit margin. Simulation results show that the proposed model is feasible for assessment listed reality companies. It could provide an effective approach for analyzing and selecting listed companies, which has good potential in the financial field.
Keywords :
decision making; finance; self-organising feature maps; SOM2W network; decision making reference; financial indexes; investors risk control; listed reality companies analysis; securities organizations supervision; self organizing map; tabu mapping method; Artificial neural networks; Computer networks; Decision making; Information analysis; Information security; Mathematical model; Neural networks; Performance analysis; Risk analysis; Software engineering; Listed reality companies; SOM2W neural network; tabu-mapping;
Conference_Titel :
Financial Theory and Engineering (ICFTE), 2010 International Conference on
Conference_Location :
Dubai
Print_ISBN :
978-1-4244-7757-9
Electronic_ISBN :
978-1-4244-7759-3
DOI :
10.1109/ICFTE.2010.5499396