The paper presents results of computer-assisted portfolio management simulation based on using a DEACascor mathematical model. The model uses the Data Envelopment Analysis (DEA) ratio as a neuron with memory and combines it with Cascade Correlation Neural Network (Cascor) to forecast stock prices. The model is designed for using in high-frequency stock trading. It utilizes ability of DEA to con...

This study proposes a multiple attributes decision making (MADM) method for solving glamor stock selection problem based on fundamental analysis. Traditional analyzes rely on choosing key financial ratios in making comparison, or by observing the trends of change in various financial variables (also termed as criteria or signals in this study). However, most of the criteria for stock selection ...

Stock-recruitment models have been used for decades in fisheries management as a means of formalizing the expected number of offspring that recruit to a fishery based on the number of parents. In particular, Ricker's stock recruitment model is widely used due to its flexibility and ease with which the parameters can be estimated. After model fitting, the spawning stock size that produces the ma...