Abstract
Shares choice to enter a portfolio is a good topic in finance and management, as it affects the portfolio performance which is managed by a Fund Manager. In this research, we aim to create an artificial neural network model to choose a share to enter a portfolio based on its financial factors and big data about the financial condition of companies. The artificial neural network model has 15 input nodes of attributes associated with a company’s financial situation, 8 hidden layer nodes, and 1 output node. The accuracy of the model is 85.71%, with a learning rate of 0.05 trained over 2000 iterations.
Highlights
Shares choice to enter a portfolio a special topic in finance and management and is very interesting to be discussed by both practitioners and academics
Shares choice to enter in a portfolio is very important for a Fund Manager when he manages his client’s fund
Good shares portfolio consists of many shares that have good performance from the past and in the future
Summary
Shares choice to enter a portfolio a special topic in finance and management and is very interesting to be discussed by both practitioners and academics. Khaksari et al [5] supported Saaty et al’s research to use AHP to choose share to Manurung et al J Big Data (2020) 7:17 enter into a portfolio. Shares choice to enter in a portfolio is still developed for research, especially to explore new methods. This paper explores the usage of ANN to choose a share to enter in a portfolio using financial situation data of several Indonesian companies.
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