A Study for Application of Forecasting Model on Business Financial Analysis

Autor: LIN, YIN-JOU, 林吟柔
Rok vydání: 2018
Druh dokumentu: 學位論文 ; thesis
Popis: 106
Stock price prediction is a popular topic in finance research. There are various kind of method used to predict the stock price. Unavoidably,these methods will generate some deviation in handling stock price prediction problem. This study analyzes how the financial ratio would affect the firm stock price from the financial perspective of listing company in Taiwan. Financial statements can be presented the results of operations and the financial position of the company. The most popular way to analyze the financial statements is to computing ratios and it is an important and widely used tool of analysis of financial statements. The study is based on the capital structure analysis, liquidity analysis, operating performance analysis, return on investment analysis,cash flow to determine the significant of the stock price. The results of regression analysis were used to screening total four factors as predict the stock price, the rates of explanation reach as 88.9% and based on artificial neural network, ANN interpreting ability were 93%. Empirical evidence strongly indicates that ANN has an ability to interpret the stock price performance is better than regression analysis.
Databáze: Networked Digital Library of Theses & Dissertations