Stock selection using data envelopment analysis.
Hsin-Hung ChenPublished in: Ind. Manag. Data Syst. (2008)
Keyphrases
- multiple objective linear programming
- data envelopment analysis
- efficient frontier
- input output
- linear programming
- multiple objective programming
- dea models
- multi criteria
- multi period
- goal programming
- artificial intelligence
- decision making units
- stock price
- statistically significant
- internet banking
- dea model
- special case
- genetic algorithm
- neural network