Measuring short-term risk of initial public offering of equity securities: a hybrid Bayesian and Data-Envelopment-Analysis-based approach.
Shabnam SorkhiJoseph C. ParadiPublished in: Ann. Oper. Res. (2020)
Keyphrases
- short term
- data envelopment analysis
- stock market
- efficient frontier
- long term
- input output
- linear programming
- multiple objective linear programming
- short term and long term
- multiple objective programming
- long term memory
- multi criteria
- portfolio management
- dea models
- load forecasting
- forecasting model
- short and long term
- medium term
- dea model
- wind speed
- decision making
- artificial intelligence
- arima model
- neural network
- learning algorithm