این سایت در حال حاضر پشتیبانی نمی شود و امکان دارد داده های نشریات بروز نباشند
Iranian Journal of Operations Research، جلد ۱۱، شماره ۱، صفحات ۱۴۴-۱۵۶
عنوان فارسی
چکیده فارسی مقاله
کلیدواژه‌های فارسی مقاله
عنوان انگلیسی Discriminant Analysis and Data Envelopment Analysis with Specific Data and Its Application for Companies in the Iranian Stock Exchange
چکیده انگلیسی مقاله Using the experiences of successful and unsuccessful companies can be a criterion for predicting the situation of emerging companies. Each company can have a vector include both financial and non-financial characteristics. Accordingly, for an active or emerging company, it is possible to determine the characteristic vector and predict which group it is likely to belong to. The techniques used in this research are discriminant analysis and data envelopment analysis. Based on this technique, discriminant functions are designed to separate known sets. The main idea for finding discriminant functions is from data envelopment analysis, which makes a limit of efficiency for separating efficient units from inefficient ones. The discriminant functions of this method are used to predict the state of the company. Hyper planes are obtained as discriminant functions to separate companies. These hyper planes are based on multiple indicators. Each of these indicators can also apply in certain situations. The modeling used in this paper was used on oil companies listed on the Iran Stock Exchange. 15 indicators and criteria have been defined for each company. The data were for 2015 and 2016, and the number of oil companies was 18, of which 9 were successful and 9 were bankrupt. In this paper, with the help of data envelopment analysis and discriminant analysis, a new modeling was designed to find hyper planes for separating two sets. Modeling has been performed based on the different criteria that have existed, and each one applies in certain circumstances. In the following, the properties of the designed model are expressed and proved. The specific conditions of the criteria have become limitations that have been added to the multiplicative form of the designed model.
کلیدواژه‌های انگلیسی مقاله Discriminant Analysis, Data Envelopment Analysis, Efficiency, Stock Exchanges and OTC (Over the Counter).
نویسندگان مقاله mohammad | Mohammad Fallah
Central Tehran Branch, Islamic Azad University


| Farhad Hosseinzadeh Lotfi
Islamic Azad University, Tehran


| Mohammad Mehdi Hosseinzadeh
University of Bergamo, Italy
نشانی اینترنتی http://iors.ir/journal/browse.php?a_code=A-10-2880-3&slc_lang=fa&sid=1
فایل مقاله فایلی برای مقاله ذخیره نشده است
کد مقاله (doi)
زبان مقاله منتشر شده fa
موضوعات مقاله منتشر شده Mathematical Modeling and Applications of OR
نوع مقاله منتشر شده پژوهشی
برگشت به: صفحه اول پایگاه   |   نسخه مرتبط   |   نشریه مرتبط   |   فهرست نشریات