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Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG

The global pandemic covid-19 offer buying opportunity to buy business with discounted price. This phenomenon attracts new type of investor around the world. This novice investor may aware that there is indices that is followed as benchmark. This benchmark was used as guidance, however, fact shown th...

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Autores principales: Pranata, Kevin Surya, Gunawan, Alexander A S, Gaol, Ford Lumban
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9829420/
https://www.ncbi.nlm.nih.gov/pubmed/36643172
http://dx.doi.org/10.1016/j.procs.2022.12.142
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author Pranata, Kevin Surya
Gunawan, Alexander A S
Gaol, Ford Lumban
author_facet Pranata, Kevin Surya
Gunawan, Alexander A S
Gaol, Ford Lumban
author_sort Pranata, Kevin Surya
collection PubMed
description The global pandemic covid-19 offer buying opportunity to buy business with discounted price. This phenomenon attracts new type of investor around the world. This novice investor may aware that there is indices that is followed as benchmark. This benchmark was used as guidance, however, fact shown that some of this indices constituent fails to adapt and survive during global pandemic. Research indicates that formulation on inclusion and exclusion an index may biased. This novice investor may also be aware of so called blue chips company. However, yesterday winner may become tomorrow losers. This biased classification is done by human. This experiment intentionally to counter this practice, by using cutting edge machine learning to cluster IDX company using K-Means and DBSCAN algorithm. This experiment dataset is using KOMPAS100 fundamental indicator and it's ESG attributes. Experiment result suggesting there is five cluster in terms of fundamental and ESG in KOMPAS100.
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spelling pubmed-98294202023-01-10 Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG Pranata, Kevin Surya Gunawan, Alexander A S Gaol, Ford Lumban Procedia Comput Sci Article The global pandemic covid-19 offer buying opportunity to buy business with discounted price. This phenomenon attracts new type of investor around the world. This novice investor may aware that there is indices that is followed as benchmark. This benchmark was used as guidance, however, fact shown that some of this indices constituent fails to adapt and survive during global pandemic. Research indicates that formulation on inclusion and exclusion an index may biased. This novice investor may also be aware of so called blue chips company. However, yesterday winner may become tomorrow losers. This biased classification is done by human. This experiment intentionally to counter this practice, by using cutting edge machine learning to cluster IDX company using K-Means and DBSCAN algorithm. This experiment dataset is using KOMPAS100 fundamental indicator and it's ESG attributes. Experiment result suggesting there is five cluster in terms of fundamental and ESG in KOMPAS100. The Author(s). Published by Elsevier B.V. 2023 2023-01-10 /pmc/articles/PMC9829420/ /pubmed/36643172 http://dx.doi.org/10.1016/j.procs.2022.12.142 Text en © 2022 The Author(s). Published by Elsevier B.V. Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.
spellingShingle Article
Pranata, Kevin Surya
Gunawan, Alexander A S
Gaol, Ford Lumban
Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG
title Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG
title_full Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG
title_fullStr Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG
title_full_unstemmed Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG
title_short Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG
title_sort development clustering system idx company with k-means algorithm and dbscan based on fundamental indicator and esg
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9829420/
https://www.ncbi.nlm.nih.gov/pubmed/36643172
http://dx.doi.org/10.1016/j.procs.2022.12.142
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