Title :
Performance Evaluations of Listed Companies Based on Projection Pursuit by Real-coded Accelerating Genetic Algorithm
Author_Institution :
Coll. of Econ. & Manage., Heilongjiang August 1st Land Reclamation Univ., Daqing
Abstract :
In order to evaluating performance of listed companies comprehensively, this paper analyzes multi-index based on projection pursuit, and optimize the weight of financial indicators by Using RAGA (real coding based on accelerating genetic algorithm). This method succeeded in dynamic weighing, makes full use of data, obtains more reasonable and scientific comprehensive performance evaluation.
Keywords :
financial management; genetic algorithms; financial index; financial indicators; performance evaluations; projection pursuit; real-coded accelerating genetic algorithm; Acceleration; Algorithm design and analysis; Analysis of variance; Appraisal; Data mining; Economic indicators; Educational institutions; Financial management; Genetic algorithms; Performance analysis; Performance Evaluation; Projection Pursuit; Real-coded Accelerating Genetic Algorithm (RAGA);
Conference_Titel :
Knowledge Discovery and Data Mining, 2009. WKDD 2009. Second International Workshop on
Conference_Location :
Moscow
Print_ISBN :
978-0-7695-3543-2
DOI :
10.1109/WKDD.2009.183
