Using Support Vector Machines to Evaluate Financial Fate of Dotcoms
نویسندگان
چکیده
The success of dotcoms has been short lived. Within a short span of a few years the dotcoms experienced a meteoric rise and suffered a dramatic fall. This research is a support vector machine based investigation of dotcoms from a financial perspective. Data from the financial statements of survived and failed dotcoms are collected and 24 financial ratios are computed. The financial ratios are analyzed using support vector machines to find out whether they can predict the financial fate of companies. The results show that support vector machines can predict the financial fate of dotcoms with at most 76% accuracy. Several numerical experiments are conducted to check the impact of size of training sample, size of testing sample, ratio of training and testing sample size, and balance of sample on the classification accuracy of support vector machines.
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