Performance evaluation of Portuguese mutual fund portfolios using the value-based DEA method.
Maria do Castelo GouveiaElisabete Duarte NevesLuís Cândido DiasCarlos Henggeler AntunesPublished in: J. Oper. Res. Soc. (2018)
Keyphrases
- high accuracy
- detection method
- experimental evaluation
- objective function
- preprocessing
- pairwise
- genetic algorithm
- optimization method
- segmentation method
- synthetic data
- clustering method
- theoretical analysis
- computationally efficient
- support vector machine
- dynamic programming
- information retrieval
- mutual information
- cost function
- decision trees
- feature selection
- learning algorithm
- classification method
- evaluation method