search query: @indexterm Data envelopment analysis / total: 123
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Author: | Cielen, A. Peeters, L. Vanhoof, K. |
Title: | Bankruptcy prediction using a data envelopment analysis |
Journal: | European Journal of Operational Research
2004 : APR, VOL. 154:2, p. 526-532 |
Index terms: | Data envelopment analysis Risk analysis Decision support systems Banking |
Language: | eng |
Abstract: | There is a growing recognition that a variety of machine learning problems can be approached advantegeously by tools from the field of optimization. In this paper the authors compare the classification performance of a linear programming model, a data envelopment (DEA) model and a rule induction (C5.0) model. In terms of accuracy and employment the DEA model outperforms the other models. |
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