Combining data envelopment analysis with neural networks: application to analysis of stock prices
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Publication:5293436
DOI10.1080/02522667.2004.10699629zbMath1117.90318OpenAlexW2323755179MaRDI QIDQ5293436
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
neural networksdata envelopment analysisportfolio performancecascade correlation neural networkstock prices analysis
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Cites Work
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- 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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