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Forecasting Quarterly Profit Growth Rate Using an Integrated Classifier

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Intelligent Decision Technologies

Part of the book series: Smart Innovation, Systems and Technologies ((SIST,volume 10))

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Abstract

This study proposes an integrated procedure based on four components: experiential knowledge, feature selection method, rule filter, and rough set theory for forecasting quarterly profit growth rate (PGR) in the financial industry. To evaluate the proposed procedure, a called PGR dataset collected from Taiwan’s stock market in the financial holding industry is employed. The experimental results indicate that the proposed procedure surpasses the listing methods in terms of both higher accuracy and fewer attributes.

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Chen, YS., Hsieh, MY., Wu, YL., Wu, WM. (2011). Forecasting Quarterly Profit Growth Rate Using an Integrated Classifier. In: Watada, J., Phillips-Wren, G., Jain, L.C., Howlett, R.J. (eds) Intelligent Decision Technologies. Smart Innovation, Systems and Technologies, vol 10. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22194-1_44

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  • DOI: https://doi.org/10.1007/978-3-642-22194-1_44

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-22193-4

  • Online ISBN: 978-3-642-22194-1

  • eBook Packages: EngineeringEngineering (R0)

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