Global Journal of Management and Business Research, A: Administration and Management, Volume 22 Issue 1

13. COSMOS1 corporate finance database. https://www.tdb.co.jp/lineup/cosmos1/index.html (accessed on Oct. 17, 2019). 14. TokuoIwaisako. Serial Correlation of Stock Price Indexes and Cross-autocorrelation of Portfolios by Size [in Japanese], http://www.ier.hit-u.ac.jp/~ iwaisako/research/JRWfinal.pdf (accessed on Dec. 21, 2018). 15. About logarithmic return - Formula for return on stock [in Japanese]. http://capitalmarket.jp/post- 431/ (accessed on Oct. 17, 2019). 16. Akira Otsuki. Model for Labeling to Latent Factor by Silhouette Clustering Using Principal Component Distance Matrix, Journal of Information Processing Society of Japan Database, Vol. 13 No. 4, pp. 1-12, 2020. 17 Global Journal of Management and Business Research Volume XXII Issue I Version I Year 2022 ( ) A © 2022 Global Journals A Study on Machine Learning Prediction Model for Company Bankruptcy using Features in Time Series Financial Data