Stock selection using data envelopment analysis-discriminant analysis

DOI10.1080/02522667.2007.10699727MaRDI QIDQ3438309zbMATH OpenOpenAlexFDO

Authors Shiuh-Nan Hwang, Chin-Tsai Lin, Wang-Ching Chuang

Publication date 15 May 2007

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.2007.10699727

zbMATH Keywords

cross validation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model
• A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
• A USE OF NONPARAMETRIC TESTS FOR DEA-DISCRIMINANT ANALYSIS: A METHODOLOGICAL COMPARISON
• Academic departments efficiency via DEA
• An iterative mixed integer programming method for classification accuracy maximizing discriminant analysis
• DEA and the discriminant analysis of ratios for ranking units
• DEA-discriminant analysis in the view of goal programming
• Efficiency measurement and strategic classification of Japanese banking institutions
• Extended DEA-discriminant analysis
• Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
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• scientific article; zbMATH DE number 2118472 (Why is no real title available?)
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• The Greek banking system: Reanalysis of performance
• Translation invariance in data envelopment analysis

Cited in

(6)

• An application of Monte-Carlo-based sensitivity analysis on the overlap in discriminant analysis
• Can R\&D expenditure avoid corporate bankruptcy? Comparison between Japanese machinery and electric equipment industries using DEA-discriminant analysis
• Developing a model for determining optimal in DEA-discriminant analysis for predicting suppliers' group membership in supply chain
• Stock selection using a hybrid MCDM approach
• Gangless cross-evaluation in DEA: an application to stock selection
• Utilising data envelopment analysis for selecting stock and benchmark firms in Tehran stock exchange

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