Lasso artificial intelligence approach in liquidity forecasting Companies listed on the Tehran Stock Exchange

Companies with good domestic cash flows are less likely to rely on external financing, and lenders are more likely to lend to these companies because of their good liquidity. The purpose of this study is to analyze the factors affecting liquidity with the artificial intelligence approach and also to predict the liquidity of companies listed on the Tehran Stock Exchange. For this purpose, the financial information of 138 companies during 8 years from 2012 to 2020 was used to test the research hypotheses. In this study, the company's operating cash ratio was considered as a dependent variable (liquidity) and financial criteria were considered as the initial independent variable. The results showed that return on assets, tobin's Q ratio,working capital ratio, operating profit margin and dividend among other financial criteria have a greater impact on the company's liquidity with the Rilfe variable approach and also Lasso artificial intelligence approach has a high ability to predict corporate liquidity. It has Tehran Stock Exchange.