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An empirical study of AI-based multiple domain models for selecting attributes that drive company wealth

Research paper by Mark B. Barnes, Vincent C. S. Lee

Indexed on: 20 Mar '07Published on: 20 Mar '07Published in: Soft Computing



Abstract

This paper explores what attributes drive company wealth creation in the Miscellaneous Industrials sector of the Australian Stock Market. We examine traditional and artificial intelligent (AI) feature selection techniques, to select attributes that drive company wealth and observe if a multiple domain model outperforms single domain models with regards to predicting company wealth. Using a large number of calculated attributes, our empirical findings suggest that a multiple domain model was most effective. We find that Market Capitalisation, Debt Asset Ratio, ROI and Beta Value attributes are the main contributors to following the directional change in the shareholder value. This was using a J4.8 and GRNN multiple domain model.