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Investment Value Evaluation of Listed Companies Based on Machine Learning | IEEE Conference Publication | IEEE Xplore

Investment Value Evaluation of Listed Companies Based on Machine Learning


Abstract:

In this paper, we investigate a heterogeneous set of listed companies and extract significant features that can accurately evaluate the investment value of them. Specific...Show More

Abstract:

In this paper, we investigate a heterogeneous set of listed companies and extract significant features that can accurately evaluate the investment value of them. Specifically, we analyze both financial data and non-financial data, including: corporate annual report, commercial information, industrial information, land acquisition information, financial information, tax report, intellectual property report, etc. In order to effectively handle a large number of categorical features and mitigate over-fitting problem, CatBoost, LightGBM and ensemble learning framework are adopted to output precise value for each enterprise. Furthermore, extensive experiments demonstrate that the proposed framework achieves state-of-the-art result with RMSE as low as 2.97. Finally, we find that in addition to financial features, many non-financial factors such as Number of Patents (NOP) and Number of Qualification Certifications (NOQC) also play important roles in company investment value evaluation.
Date of Conference: 01-04 October 2023
Date Added to IEEE Xplore: 29 January 2024
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Conference Location: Honolulu, Oahu, HI, USA

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