Data envelopment analysis may obfuscate corporate financial data: using support vector machine and data envelopment analysis to predict corporate failure for nonmanufacturing firms.
Xiaopeng YangStanko DimitrovPublished in: INFOR Inf. Syst. Oper. Res. (2017)
Keyphrases
- data envelopment analysis
- financial data
- corporate governance
- support vector machine
- multi criteria
- input output
- linear programming
- efficient frontier
- multiple objective programming
- financial information
- financial ratios
- financial crisis
- dea models
- multi class
- failure prediction
- stock market
- stock trading
- investment decisions
- dea model
- stock exchange
- short term
- machine learning
- bankruptcy prediction
- np hard
- credit card
- decision making
- stock price
- neural network