Application of Data Mining Method in Anticipating of Relationship between Liquidity and Profitability in Capital Market
Publish Year: 1398
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_IJAAF-3-4_004
تاریخ نمایه سازی: 13 آذر 1400
Abstract:
Two important subjects, liquidity, and profitability are under the special attention of scientists and financial managers of corporations. Liquidity as an effective factor in profitability has major importance that is interesting for corporations' financial managers. Therefore, this paper aims to apply the data mining technique in anticipating the relationship between liquidity and profitability in the capital market. This project is classified as library-type research work and based on data mining techniques (neural network, backup vector machine, and regression analysis). Here, the financial information of ۱۴۷ corporations in the capital market from ۲۰۱۳ - ۲۰۱۸ was analyzed. The research method was inductive and posterior (using past information). This research is identified as descriptive–correlative. For analysis of data SPSS Modeler v. ۱۸ and SPSS v. ۲۳ programs were used. Research findings showed that neural networks and backup vector machines could predict the relationship between liquidity and profitability, but regression analysis could not anticipate it.
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Authors
Hassan Chenari
Department of Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran
Roya Darabi
Department of Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran