An out-of-sample evaluation framework for DEA with application in bankruptcy prediction

DOI10.1007/s10479-017-2431-5zbMath1406.90066OpenAlexW2588343817WikidataQ59606536 ScholiaQ59606536MaRDI QIDQ2400016

Kaoru Tone, Jamal Ouenniche

Publication date: 25 August 2017

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-017-2431-5

zbMATH Keywords

data envelopment analysisrisk assessmentbankruptcy predictionK-nearest neighborout-of-sample evaluation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09) Management decision making, including multiple objectives (90B50)

Related Items (8)

A mixed-model multi-objective analysis of strategic supply chain decision support in the Thai silk industry ⋮ A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction ⋮ Optimal feedback control of stock prices under credit risk dynamics ⋮ Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis ⋮ Designing topological data to forecast bankruptcy using convolutional neural networks ⋮ Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions ⋮ Forecasting bankruptcy using biclustering and neural network-based ensembles ⋮ Can earnings management information improve bankruptcy prediction models?

Cites Work

• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• Measuring the efficiency of decision making units
• Bankruptcy prediction using a data envelopment analysis.
• Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis
• A slacks-based measure of super-efficiency in data envelopment analysis
• A Procedure for Ranking Efficient Units in Data Envelopment Analysis
• Nonlinear Programming
• A slacks-based measure of efficiency in data envelopment analysis

This page was built for publication: An out-of-sample evaluation framework for DEA with application in bankruptcy prediction