Stock Performance Classification in Stock Exchange of Thailand (SET) by Using Supervised Machine Learning Model

Abstract

Most investors decide to invest in a stock market in order to win from an inflation. And, Financial Statement is the top tool that Thai investors have been using a financial statement to support their buying/selling decision in the stock market for a long time. Even in a digital era as nowadays, the financial statement is still in use by many investors. Particularly, they manually review the statement and make a decision based on their own judgement. The purpose of this research is to use a proper of technology and financial statement to build classification models to identify a winning stock in the Stock Exchange of Thailand (SET).