Performance comparison of artificial neural network (ANN) and support vector machines (SVM) models for the stock selection problem: An application on the Istanbul Stock Exchange (ISE) - 30 index in Turkey
Yükleniyor...
Tarih
2012
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Academic Journals
Erişim Hakkı
Özet
Support vector machines (SVM) and artificial neural networks (ANN) are machine learning methods that find a wide range of applications both in the field of engineering and social sciences. Recently, studies especially in the field of finance for the classification and estimation make it necessary to use these methods often in this area. In this study, different SVM and ANN models for the problem of stocks selection which provide maximum returns have been applied on different combinations of data sets which obtained from the balance sheets, stocks prices and the results of a comparative analysis has been presented. The findings show that SVM and ANN models including financial ratios give meaningful performance results for the stock selection.
Açıklama
African Journal of Business Management Vol. 6(3), pp. 1191-1198, 25 January, 2012
Anahtar Kelimeler
Support vector machines, artificial neural networks, stock selection, financial ratios, feature selection
