Presenting a model of determinants of venture investment using the Soccer League Competition Algorithm (SLCA)

The present study aimed to investigate the determinants of venture investment in companies listed on the Tehran Stock Exchange using the Soccer League Competition Algorithm. The present study is applied in terms of aim and descriptive-correlational in terms of method and nature. The financial data of ۱۰۰ companies listed on the Iran Stock Exchange for ۵ years from ۲۰۱۴ to ۲۰۱۹ were selected as a sample and were analyzed using Excel, Eviews, and Matlab software. First, the determinants of venture investment in the Tehran Stock Exchange (investment volume, rate of export, company tax, disclosure index, rule of law index, diversification of the industry, diversification of the stages of the company's life cycle, type of ownership, number of sectors and subsidiary companies, company investment, company size, and company age) were identified. By using the Soccer League Competition Algorithm, a predictive model was created to determine the investment risk based on the extracted indicators. Then, the accuracy of this model in terms of predicting the riskiness of the investment was compared with the simulated annealing algorithm, the NN neural network, and the SOM neural network.

کلیدواژه ها:

Venture investments ، Predictive Model ، Soccer League Competition Algorithm ، Tehran Stock Exchange