tailieunhanh - Delisting sharia stock prediction model based on financial information: Support Vector Machine

The purpose of this research is to develop an early warning system model that can anticipate the occurrence of delisting of Islamic stocks (ISSI) using Support Vector Machines (SVM). | Delisting sharia stock prediction model based on financial information Support Vector Machine Decision Science Letters 9 2020 207 214 Contents lists available at GrowingScience Decision Science Letters homepage dsl Delisting sharia stock prediction model based on financial information Support Vector Machine Endri Endria Kasmir Kasmira and Andam Dewi Syarifa a Masters in Management Universitas Mercu Buana Jakarta Indonesia CHRONICLE ABSTRACT Article history The purpose of this research is to develop an early warning system model that can anticipate the Received September 9 2019 occurrence of delisting of Islamic stocks ISSI using Support Vector Machines SVM . Received in revised format Financial variables used consist of debt to equity return on invested capital asset turn over October 25 2019 quick ratio current ratio return on assets return on equity leverage long term debt and interest Accepted November 5 2019 Available online coverage. The population of this study is 335 sharia shares registered at ISSI in the period 2012- November 5 2019 2017 with a total sample of 102 companies. The results show that the financial variables had a Keywords predictive power to the occurrence of delisting of Islamic stocks in the ISSI index. The effect of Delisting the independent variable or predictor variable is the financial ratio to the target variable or the Islamic stocks dependent variable that is the potential for delisting of Islamic stocks in the ISSI index. With the Financial information development of 4 SVM models with different levels of prediction accuracy SVM Model 1 with Support vector machines an accuracy rate of SVM Model 2 with an accuracy rate of SVM Model 3 with an accuracy rate of and SVM Model 4 with an accuracy rate of 100 it can be concluded that the SVM Model 4 is the best model. 2020 by the authors licensee Growing Science Canada. 1. Introduction The capital market is part of the financial market that provides

• Đầu tư Chứng khoán
• Delisting sharia stock prediction model
• Warning system model
• Support Vector Machines
• SVM Model 4
• SVM Model 1