Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)

Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)

Abstract Shares choice to enter a portfolio is a good topic in finance and management, as it affects the portfolio performance which is managed by a Fund Manager. In this research, we aim to create an artificial neural network model to choose a share to enter a portfolio based on its financial facto...

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Bibliographic Details
Main Authors: Adler Haymans Manurung, Christina Natasha, Widodo Budiharto
Format: Article
Language:English
Published: SpringerOpen 2020-03-01
Series:Journal of Big Data
Subjects:
Shares choice
Neural network
ANN
Big data
Online Access:http://link.springer.com/article/10.1186/s40537-020-00294-w
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spelling doaj-dd4603caf5d74209a139cd8b4a7adbd52020-11-25T02:23:47ZengSpringerOpenJournal of Big Data2196-11152020-03-01711910.1186/s40537-020-00294-wModelling shares choice to enter in a portfolio using artificial neural networks (ANN)Adler Haymans Manurung0Christina Natasha1Widodo Budiharto2Management Department, BINUS Business School Doctor of Research in Management, Bina Nusantara UniversitySchool of Computer Science, Bina Nusantara UniversitySchool of Computer Science, Bina Nusantara UniversityAbstract Shares choice to enter a portfolio is a good topic in finance and management, as it affects the portfolio performance which is managed by a Fund Manager. In this research, we aim to create an artificial neural network model to choose a share to enter a portfolio based on its financial factors and big data about the financial condition of companies. The artificial neural network model has 15 input nodes of attributes associated with a company’s financial situation, 8 hidden layer nodes, and 1 output node. The accuracy of the model is 85.71%, with a learning rate of 0.05 trained over 2000 iterations.http://link.springer.com/article/10.1186/s40537-020-00294-wShares choiceNeural networkANNBig data
collection DOAJ
language English
format Article
sources DOAJ
author Adler Haymans Manurung
Christina Natasha
Widodo Budiharto
spellingShingle Adler Haymans Manurung
Christina Natasha
Widodo Budiharto
Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)
Journal of Big Data
Shares choice
Neural network
ANN
Big data
author_facet Adler Haymans Manurung
Christina Natasha
Widodo Budiharto
author_sort Adler Haymans Manurung
title Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)
title_short Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)
title_full Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)
title_fullStr Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)
title_full_unstemmed Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)
title_sort modelling shares choice to enter in a portfolio using artificial neural networks (ann)
publisher SpringerOpen
series Journal of Big Data
issn 2196-1115
publishDate 2020-03-01
description Abstract Shares choice to enter a portfolio is a good topic in finance and management, as it affects the portfolio performance which is managed by a Fund Manager. In this research, we aim to create an artificial neural network model to choose a share to enter a portfolio based on its financial factors and big data about the financial condition of companies. The artificial neural network model has 15 input nodes of attributes associated with a company’s financial situation, 8 hidden layer nodes, and 1 output node. The accuracy of the model is 85.71%, with a learning rate of 0.05 trained over 2000 iterations.
topic Shares choice
Neural network
ANN
Big data
url http://link.springer.com/article/10.1186/s40537-020-00294-w
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AT christinanatasha modellingshareschoicetoenterinaportfoliousingartificialneuralnetworksann
AT widodobudiharto modellingshareschoicetoenterinaportfoliousingartificialneuralnetworksann
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