Title of article :
The relationship between Neural Networks and DEA-R (Case Study: Companies Stock Exchange)
Author/Authors :
Eslamshoar, Maryam Department of Mathematics - Shiraz Branch - payam noor University, Shiraz, Iran , Mozaffari, Mohammad Reza 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.
Keywords :
DEA , DEA-R , Efficiency , Neural Network
Journal title :
Astroparticle Physics