Optimization of short-term stock selection based on volume and price using a non-cooperative parallel DEA model

DOI10.1051/ro/2024036zbMath1541.90217MaRDI QIDQ6550888

Tianshu Shi, Yisheng Zhao, Qin Luo, Unnamed Author, Xiao Shi, Ya-Nan Wang

Publication date: 5 June 2024

Published in: RAIRO. Operations Research (Search for Journal in Brave)

zbMATH Keywords

data envelopment analysisportfolio optimizationshort-term tradingtechnical indicatorsnon-cooperative theory

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Production models (90B30) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Portfolio theory (91G10)

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