Corporate Delisting Prediction via Deep Learning Algorithms

碩士 === 臺北市立大學 === 資訊科學系 === 104 === This thesis provides a new perspective on the corporate delisting prediction problem using deep learning algorithms. By taking the advantages of deep learning, the representable factors of input data will no longer need to be explicitly extracted, but can be impli...

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Main Authors: Yeh, Shu-Hao, 葉書豪
Other Authors: Wang, Chuang-Ju
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/97318466476221740363
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spelling ndltd-TW-104UT0053940192017-09-24T04:40:57Z http://ndltd.ncl.edu.tw/handle/97318466476221740363 Corporate Delisting Prediction via Deep Learning Algorithms 利用深度學習演算法預測企業下市模式 Yeh, Shu-Hao 葉書豪 碩士 臺北市立大學 資訊科學系 104 This thesis provides a new perspective on the corporate delisting prediction problem using deep learning algorithms. By taking the advantages of deep learning, the representable factors of input data will no longer need to be explicitly extracted, but can be implicitly learned by the deep learning algorithms. We consider the stock returns of both delisting and listing companies as input signals and adopt two of the deep learning architectures, Deep Belief Networks (DBN) and Convolutional Neural Networks (CNN), to train the prediction models. The experimental results show that the proposed approach outperforms traditional machine learning algorithms. Wang, Chuang-Ju 王釧茹 2016 學位論文 ; thesis 31 en_US
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description 碩士 === 臺北市立大學 === 資訊科學系 === 104 === This thesis provides a new perspective on the corporate delisting prediction problem using deep learning algorithms. By taking the advantages of deep learning, the representable factors of input data will no longer need to be explicitly extracted, but can be implicitly learned by the deep learning algorithms. We consider the stock returns of both delisting and listing companies as input signals and adopt two of the deep learning architectures, Deep Belief Networks (DBN) and Convolutional Neural Networks (CNN), to train the prediction models. The experimental results show that the proposed approach outperforms traditional machine learning algorithms.
author2 Wang, Chuang-Ju
author_facet Wang, Chuang-Ju
Yeh, Shu-Hao
葉書豪
author Yeh, Shu-Hao
葉書豪
spellingShingle Yeh, Shu-Hao
葉書豪
Corporate Delisting Prediction via Deep Learning Algorithms
author_sort Yeh, Shu-Hao
title Corporate Delisting Prediction via Deep Learning Algorithms
title_short Corporate Delisting Prediction via Deep Learning Algorithms
title_full Corporate Delisting Prediction via Deep Learning Algorithms
title_fullStr Corporate Delisting Prediction via Deep Learning Algorithms
title_full_unstemmed Corporate Delisting Prediction via Deep Learning Algorithms
title_sort corporate delisting prediction via deep learning algorithms
publishDate 2016
url http://ndltd.ncl.edu.tw/handle/97318466476221740363
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