Data Envelopment Analysis and the implementation of their Applications in Python

Venugopal R; Veeramani C

Proceedings of the First International Conference on Combinatorial and Optimization, ICCAP 2021, December 7-8 2021, Chennai, India

Research Article

Data Envelopment Analysis and the implementation of their Applications in Python

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@INPROCEEDINGS{10.4108/eai.7-12-2021.2314630,
    author={Venugopal  R and Veeramani  C},
    title={Data Envelopment Analysis and the implementation of their Applications in Python },
    proceedings={Proceedings of the First International Conference on Combinatorial and Optimization, ICCAP 2021, December 7-8 2021, Chennai, India},
    publisher={EAI},
    proceedings_a={ICCAP},
    year={2021},
    month={12},
    keywords={data envelopment analysis influence criteria nasdaq stock exchange},
    doi={10.4108/eai.7-12-2021.2314630}
}

Venugopal R
Veeramani C
Year: 2021
Data Envelopment Analysis and the implementation of their Applications in Python
ICCAP
EAI
DOI: 10.4108/eai.7-12-2021.2314630

Venugopal R¹^,*, Veeramani C¹

1: PSG College of Technology

*Contact email: venusm80@gmail.com

Abstract

Data envelopment analysis (DEA) is highly used to rank the companies in the stock market. This study presents a DEA framework for ranking the companies in the stock market. In this regard, the data is collected from 24 companies listed in the NASDAQ stock market. Then the input and output measures are calculated from the collected data. Finally, the companies are ranked by using CCR, CCR-Aggressive, and CCR-Benvelovent DEA models based on input and output values.

Keywords: data envelopment analysis influence criteria nasdaq stock exchange

Published: 2021-12-22
Publisher: EAI

: http://dx.doi.org/10.4108/eai.7-12-2021.2314630

Data Envelopment Analysis and the implementation of their Applications in Python

Abstract

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