A Hybrid DEA Based CHAID and Imperialist Competitive Algorithm for Stock Selection
نویسنده
چکیده مقاله:
In this paper, the investment portfolio is formed based on the data mining algorithm of CHAID on the basis of the risk status criteria. In the next step, the second investment portfolio is created based on the decision rules extracted by the DEA-BCC model. The final portfolio is created through a two-objective mathematical programming model based on the Imperialist Competitive algorithm.
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عنوان ژورنال
دوره 12 شماره 1
صفحات 43- 57
تاریخ انتشار 2020-01-01
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