A hybrid approach using two-level DEA for financial failure prediction and integrated SE-DEA and GCA for indicators selection

DOI10.1016/J.AMC.2014.11.077MaRDI QIDQ903023zbMATH OpenOpenAlexFDO

Authors Chao Huang, Chong Dai, Miao Guo

Publication date 4 January 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2014.11.077

zbMATH Keywords

financial failure predictiongrey relational analysisindicators selectionsuper-efficiency DEAtwo-level DEA

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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Cites work

• A Procedure for Ranking Efficient Units in Data Envelopment Analysis
• A survey of business failures with an emphasis on prediction methods and industrial applications
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• Bankruptcy prediction using a data envelopment analysis.
• Bayesian kernel based classification for financial distress detection
• DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique
• Employing super-efficiency analysis as an alternative to DEA: an application in outpatient substance abuse treatment
• Measuring the efficiency of decision making units
• Methodological comparison between DEA (data envelopment analysis) and DEA-DA (discriminant analysis) from the perspective of bankruptcy assessment
• Some remarks on the two-level DEA model
• The \(k\)-level facility location game
• The super-efficiency procedure for outlier identification, not for ranking efficient units

Cited in

(1)

• Data envelopment analysis may obfuscate corporate financial data: using support vector machine and data envelopment analysis to predict corporate failure for nonmanufacturing firms

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