Combining data envelopment analysis with neural networks: application to analysis of stock prices

DOI10.1080/02522667.2004.10699629zbMath1117.90318OpenAlexW2323755179MaRDI QIDQ5293436

Alexander Vaninsky

Publication date: 2 July 2007

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.2004.10699629

zbMATH Keywords

neural networksdata envelopment analysisportfolio performancecascade correlation neural networkstock prices analysis

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59) Boolean programming (90C09)

Cites Work

• Unnamed Item
• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• Measuring the efficiency of decision making units
• A neural network for classifying the financial health of a firm
• Scaling units via the canonical correlation analysis in the DEA context
• A Comparison of Data Envelopment Analysis and Artificial Neural Networks as Tools for Assessing the Efficiency of Decision Making Units
• A logical calculus of the ideas immanent in nervous activity

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