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Determining financial indicators with rough sets based feature selection techniques – A review

Zaini, Bahtiar Jamili and Shamsuddin, Siti Mariyam and Jaaman, Saiful Hafizah (2007) Determining financial indicators with rough sets based feature selection techniques – A review. In: Postgraduate Annual Research Seminar, 3-4 July 2007, Universiti Teknologi Malaysia. (Unpublished)

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Abstract

Better prediction and classification in determining company’s performance are major concern for practitioners and academic research, due to its importance in giving useful information for stock-holder and its potential investors in making a good decision regarding investment. The firm’s performance can be analyzed based on financial indicators as reported in company’s annual report, balance sheet, and income statement.As a result, many financial indicators or ratios need to be considered for classifying the performance of each firm.Therefore, this study will investigate and identify financial indicators that will give the most significance impact in predicting company’s performance.A hybrid of soft computing and hard computing techniques, i.e., rough set method and statistical approach will be explored for pre-analysis and post-analysis in identifying the most significant indicators for the classification of the company’s performance.This study will also investigate the impact of employing difference indicators in predicting high performance and failure of the firms.

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: feature selection, financial indicators, rough set theory
Subjects: H Social Sciences > HG Finance
Divisions: College of Arts and Sciences
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 18 Dec 2013 01:10
Last Modified: 18 Dec 2013 01:10
URI: https://repo.uum.edu.my/id/eprint/9403

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