Integrated Multiple DEA Specifications and Visualization Technique for Advanced Management Analysis and Decision

摘要

In recent years, financial troubles (such as, financial crisis, credit risk, and default) have begun to appear and continue to grow rapidly, which has shocked the confidence of stack market participants as well as has frozen the circulation of valuable economic resource. Most previous works only laid much more emphasis on well-examined studies, such as financial crisis prediction and credit risk prediction, the work on forecasting corporate operating performance that has been widely deemed as the main trigger for financial troubles is quite rare. To fill this research gap, we introduces an artificial intelligence (AI)-based hybrid architecture that integrated dominance-based rough set theory (DBRST), support vector machine with particle swarm optimization (SVM-PSO) and rule generation. The introduced model, tested by real-cases, is a promising alternative for corporate operating performance forecasting and it can assist in both internal and external market participants.