Applying the Genetic Optimal Neural Networks to Build Financial Analysis Model

碩士 === 國立交通大學 === 工業工程研究所 === 83 === The Study is applied the genetic optimal neural networks to develop financial analysis model based on the company financial statements in Taiwan Stock Market. It is expected to completely disclose the important informa...

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Bibliographic Details
Main Authors: Forng Huan Lin, 林逢煥
Other Authors: An Pin Chen;Ching En Lee
Format: Others
Language:zh-TW
Published: 1995
Online Access:http://ndltd.ncl.edu.tw/handle/50078266610469546775
Description
Summary:碩士 === 國立交通大學 === 工業工程研究所 === 83 === The Study is applied the genetic optimal neural networks to develop financial analysis model based on the company financial statements in Taiwan Stock Market. It is expected to completely disclose the important information hid in financial statements by combining the power of genetic algorithms and neural network. According to the financial statements, the financial analy- sis model proposed by the study constructs five scoring tables of financial items related to capital structure, liquidity, operating perforemance, return on investment and growth analysis respectively. After the knowledge-rules shown in scoring tables through trianing optimal neural networks being entirely captured , the data of financial ratio collected in this study is input to obtain each company''s score in each financial item. Finally, each company''s score is used to evaluate company financial health and forecast the earning per share next year. Ten electronic companies in Taiwan Stock Market are selected to study as subjects. And the actual financial data of those ten companies is utilized by the genetic optimal neural networks to explain how to perform financial analysis. From the results of this case study, the financial analysis model proposed by the study is verified which is feasible to evaluate company financial health.