Applying Self-Organizing Map to Construct a Dynamic Assessment Model of Corporate Financial Structure

碩士 === 臺中技術學院 === 資訊工程系碩士班 === 99 === After Asia Crisis, many unhealthy companies busted out emerging financial crisis and led to the crash of the stock market. The evaluation method of early stock trading evaluation theory and enterprise constitution examination model are too simplified, the struct...

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Bibliographic Details
Main Authors: Tsung-Han Li, 李宗翰
Other Authors: Chun-Hung Hsieh
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/a7q8z6
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Summary:碩士 === 臺中技術學院 === 資訊工程系碩士班 === 99 === After Asia Crisis, many unhealthy companies busted out emerging financial crisis and led to the crash of the stock market. The evaluation method of early stock trading evaluation theory and enterprise constitution examination model are too simplified, the structure of using single linear relationship to derive relationship between risk and reward is too simplified or have several constraints. However the real financial market is dynamic and highly complicated, the constraints on evaluation cannot be satisfied, hence this study uses Self-Organizing Map (SOM) to build an unsupervised learning and visualized model to analysis the status of different enterprise physical constitution changes. Forecasting the most probable direction of change without the constraints of traditional models and using the advantage of unsupervised and visualized clustering of SOM, enterprise’s financial constitution can be clustered dynamically for examination, the gradual change of enterprise physical constitution is projected on two-dimensional surface and its placement position is analyzed along with the trend of moving orbit of physical constitution Hence, enterprise physical constitution is differentiated into good or not good for investment decision accordingly. Final experiment indicated that SOM effectively ditinguished whether the physical constitution of enterprise is excellent or awful, and the enterprise is differentiated into growing or declining trend based on its placement position and moving orbit for investors to make investment decision.