The relationship between Neural Networks and DEA-R (Case Study: Companies Stock Exchange)

Authors

  • Maryam Eslamshoar (a) Department of Mathematics, Shiraz Branch, payam noor University, Shiraz, Iran.
  • Mohammad Reza Mozaffari Department of Mathematics, Shiraz Branch, Islamic Azad University, Shiraz, Iran.
Abstract:

   Evaluate the performance of companies on the Stock Exchange using non-parametric methods is very important. DEA and DEA-R with the strategies for piecewise linear frontier production function and use of available data, assess the stock company. In this study, using a neural network algorithm DEA and DEA-R is suggested to classify the first companies in the stock exchange; Secondly, using the cover models in the nature of input in technology and constant returns to scale Non-decreasing scale performance on each floor with propagation neural network is calculated. Thirdly, neural network training and repetition, scale efficiency is determined at the end of a functional study is presented on the company's stock.

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Journal title

volume 3  issue 2

pages  691- 707

publication date 2015-12-29

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