An Information Retrieval Algorithm to Extract Influential Factors

Past literatures showed that there are many factors that can be used to assess company’s performance but only a limited number of factors are needed to efficiently assess its performance. The aim of the study is to develop an algorithm that can extract a minimum set of factors that can be used to as...

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Main Author: Nabilah Filzah, Mohd Radzuan
Format: Thesis
Language:eng
eng
Published: 2012
Subjects:
Online Access:https://etd.uum.edu.my/2955/1/Nabilah_Filzah_Mohd_Radzuan.pdf
https://etd.uum.edu.my/2955/3/Nabilah_Filzah_Mohd_Radzuan.pdf
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id my-uum-etd.2955
record_format uketd_dc
institution Universiti Utara Malaysia
collection UUM ETD
language eng
eng
advisor Ahmad, Faudziah
Ku Mahamud, Ku Ruhana
topic T58.5-58.64 Information technology
QA76 Computer software
spellingShingle T58.5-58.64 Information technology
QA76 Computer software
Nabilah Filzah, Mohd Radzuan
An Information Retrieval Algorithm to Extract Influential Factors
description Past literatures showed that there are many factors that can be used to assess company’s performance but only a limited number of factors are needed to efficiently assess its performance. The aim of the study is to develop an algorithm that can extract a minimum set of factors that can be used to assess companies’ performances. Stock price was used as the dependent factor. The factors extracted are known as influential factors because these factors were found to have strong influence on the stock price. The objectives of the study were to obtain a comprehensive influential factors from past literatures, develop an extraction algorithm that can identify influencial factors, and present factors that influenced companies’ stock prices. Data consisted of financial factors that were obtained from financial documents of distressed companies and non-distressed companies listed on a stock exchange. The extraction algorithm was developed and implemented using Matlab programming language. Results showed that out of 33 factors, 5 factors were found to be the minimum set needed to assess the companies’ performances. These were debt, investment, total asset, asset turnover, and working capital. The algorithm were tested on other dataset and results produced more than 70 percent of positive feedback. This indicates that the algorithm was able to produce a good model. The extraction algorithm developed showed that influencial factors produced could be used as guideline for companies to monitor and strategize ways for business improvement.
format Thesis
qualification_name masters
qualification_level Master's degree
author Nabilah Filzah, Mohd Radzuan
author_facet Nabilah Filzah, Mohd Radzuan
author_sort Nabilah Filzah, Mohd Radzuan
title An Information Retrieval Algorithm to Extract Influential Factors
title_short An Information Retrieval Algorithm to Extract Influential Factors
title_full An Information Retrieval Algorithm to Extract Influential Factors
title_fullStr An Information Retrieval Algorithm to Extract Influential Factors
title_full_unstemmed An Information Retrieval Algorithm to Extract Influential Factors
title_sort information retrieval algorithm to extract influential factors
granting_institution Universiti Utara Malaysia
granting_department College of Arts and Sciences (CAS)
publishDate 2012
url https://etd.uum.edu.my/2955/1/Nabilah_Filzah_Mohd_Radzuan.pdf
https://etd.uum.edu.my/2955/3/Nabilah_Filzah_Mohd_Radzuan.pdf
_version_ 1747827469809876992
spelling my-uum-etd.29552016-04-27T04:32:05Z An Information Retrieval Algorithm to Extract Influential Factors 2012 Nabilah Filzah, Mohd Radzuan Ahmad, Faudziah Ku Mahamud, Ku Ruhana College of Arts and Sciences (CAS) College of Arts and Sciences T58.5-58.64 Information technology QA76 Computer software Past literatures showed that there are many factors that can be used to assess company’s performance but only a limited number of factors are needed to efficiently assess its performance. The aim of the study is to develop an algorithm that can extract a minimum set of factors that can be used to assess companies’ performances. Stock price was used as the dependent factor. The factors extracted are known as influential factors because these factors were found to have strong influence on the stock price. The objectives of the study were to obtain a comprehensive influential factors from past literatures, develop an extraction algorithm that can identify influencial factors, and present factors that influenced companies’ stock prices. Data consisted of financial factors that were obtained from financial documents of distressed companies and non-distressed companies listed on a stock exchange. The extraction algorithm was developed and implemented using Matlab programming language. Results showed that out of 33 factors, 5 factors were found to be the minimum set needed to assess the companies’ performances. These were debt, investment, total asset, asset turnover, and working capital. The algorithm were tested on other dataset and results produced more than 70 percent of positive feedback. This indicates that the algorithm was able to produce a good model. The extraction algorithm developed showed that influencial factors produced could be used as guideline for companies to monitor and strategize ways for business improvement. 2012 Thesis https://etd.uum.edu.my/2955/ https://etd.uum.edu.my/2955/1/Nabilah_Filzah_Mohd_Radzuan.pdf text eng validuser https://etd.uum.edu.my/2955/3/Nabilah_Filzah_Mohd_Radzuan.pdf text eng public masters masters Universiti Utara Malaysia Bergin, S. & Ronan, R. (2005). Programming: Factors that Influence Success. ACM1581139977/05/0002. Byrd, T.A. & Turner, D.E. (2000). Measuring the Flexibility of Information Technology Infrastructure: Exploratory Study and Construct. Journal of Management Information System, Summer, pp.167-208. Camison, C. & Villar-Lopez, A. (2010). Effect of SMEs’ International Experience on Foreign Intensity and Economic Performance: The Mediating Role of Internationally Exploitable Assets and Competitive Strategy. Journal of Small Business Management, 48(2), p.116-151. 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