Combining data envelopment analysis with neural networks: application to analysis of stock prices
From MaRDI portal
Publication:5293436
DOI10.1080/02522667.2004.10699629zbMath1117.90318MaRDI 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 networks; data envelopment analysis; portfolio performance; cascade correlation neural network; stock prices analysis
90B50: Management decision making, including multiple objectives
90C59: Approximation methods and heuristics in mathematical programming
90C09: Boolean programming
Cites Work
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