Title :
Applications of SOM2W Network for Stock Companies Comprehensive Assessment
Author :
Han, Xuming ; Zuo, Wanli ; Wang, Limin ; Zhang, Jing ; Wang, Hongzhi ; Liu, Jiaqiao
Author_Institution :
Coll. of Comput. Sci. & Technol., Jilin Univ., Changchun
Abstract :
An improved model based on Kohonen neural network, called self-organizing map neural network with two winners (SOM2W), is applied to assess stock companies in this paper. In addition, in order to improve the precision of solutions, tabu-mapping method is also used to avoid that the same output node is mapped by more than one input. The clustering analysis for the stock is also done by using SOM2W neural network in this paper. The financial indexes reflecting the comprehensive capability of stock company as main research objects including income per thigh, clean asset per thigh, profit rate of clean asset. Experimental results show that SOM2W network is feasible and effective to assess and select stocks, it could provide a new reference basis for government and investors, which has potential applications in the financial field.
Keywords :
pattern clustering; search problems; self-organising feature maps; stock markets; Kohonen neural network; clustering analysis; financial indexes; self-organizing map neural network; stock companies comprehensive assessment; stock company; tabu-mapping method; Application software; Artificial neural networks; Competitive intelligence; Computer networks; Computer science; Finance; Government; Intelligent networks; Mathematical model; Neural networks;
Conference_Titel :
Wireless Communications, Networking and Mobile Computing, 2008. WiCOM '08. 4th International Conference on
Conference_Location :
Dalian
Print_ISBN :
978-1-4244-2107-7
Electronic_ISBN :
978-1-4244-2108-4
DOI :
10.1109/WiCom.2008.2269