Detection of the Type of Left and Right Returns-to-Scales Using Envelopment DEA Models in Crisp and Fuzzy Environments: An Application for Predicting Changes in the Stock Market.
Ali PayanAlireza HajihosseiniAzizollah NosratPublished in: Int. J. Comput. Intell. Syst. (2022)
Keyphrases
- stock market
- trading signals
- fuzzy sets
- dea models
- fuzzy logic
- fuzzy numbers
- trading rules
- short term
- stock exchange
- stock price
- financial time series
- stock trading
- financial data
- t norm
- stock index futures
- data envelopment analysis
- membership functions
- long term
- listed companies
- stock data
- financial news
- financial markets
- neural network
- portfolio optimization
- foreign exchange
- stock returns
- investment strategies
- multi criteria
- stock market data
- rough sets