彭邦安预警系统UNTUK退市支持向量机(svm)

Zulnani Tinggi, Sakum
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引用次数: 1

摘要

本研究旨在利用支持向量机(SVM)建立预测伊斯兰股票退市的预警系统。本研究中使用的样本是2012年至2018年期间在印度尼西亚伊斯兰股票指数(ISSI)上市的公司。本研究中使用的变量:周转资产,长期债务,利息覆盖,债务股本比,速动比率,ROA, ROE杠杆,流动比率,ROIC。本研究对象为在ISSI注册的335只伊斯兰股票。样本数据有102家公司,包括上市公司和退市公司。本研究采用的方法是有目的的抽样技术。结果发现,最佳SVM模型的准确率为SVM 4模型,准确率为100%
本文章由计算机程序翻译,如有差异,请以英文原文为准。
PENGEMBANGAN EARLY WARNING SYSTEM UNTUK DELISTING SAHAM SYARIAH MENGGUNAKAN SUPPORT VECTOR MACHINE (SVMs)
This study aim to produce Early Warning System in predicting the occurrence of delisting in Islamic stocks by using Support Vector Machines (SVM). The sample used in this research are companies listed on the Indonesian Syariah Stock Index (ISSI) for the period of 2012 - 2018. With the variables used in this research: Turn Over Asset, Long Term Debt, Interest Coverage, Debt to Equity, Quick Ratio, ROA, ROE Leverage, Current Ratio, ROIC. The population of this study is 335 Islamic stocks registered with ISSI. There are 102 companies which consists of listed and delisted companies from sharia shares as comparison for the sample data. The Method applied in this study is Purposive Sampling for The sampling technique. From the result found that accuracy rate of the best SVM models is SVM 4 models with 100% accuracy
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