Search Results - subject:"hyperplane"

Financial decisions based on zero-sum games : new conceptual and mathematical outcomes

Angelini, Pierpaolo - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-28

All the n possible returns on a financial asset are the components of an element of a linear space over R. This paper shows how to transfer all these n possible returns on a one-dimensional straight line. In this research work, two or more than two financial assets are studied. More than two...

Persistent link: https://www.econbiz.de/10014636283

Afriat and arbitrage

Beggs, Alan W. - In: Economic theory bulletin 9 (2021) 2, pp. 167-176

Persistent link: https://www.econbiz.de/10012697993

Optimal solutions of multiplier DEA models

Podinovski, Victor V.; Bouzdine-Chameeva, Tatiana - In: Journal of productivity analysis : an official journal … 56 (2021) 1, pp. 45-68

Persistent link: https://www.econbiz.de/10012589174

On the relation between the extended supporting hyperplane algorithm and Kelley’s cutting plane algorithm

Serrano, Felipe; Schwarz, Robert; Gleixner, Ambros - In: Journal of Global Optimization 78 (2020) 1, pp. 161-179

Recently, Kronqvist et al. (J Global Optim 64(2):249–272, 2016) rediscovered the supporting hyperplane algorithm of … hyperplane algorithm is equivalent to Kelley’s cutting plane algorithm (J Soc Ind Appl Math 8(4):703–712, 1960) applied to a … particular reformulation of the problem. As a result, we extend the applicability of the supporting hyperplane algorithm to …

Persistent link: https://www.econbiz.de/10014504380

A sequence of targets toward a common best practice frontier in DEA

Nasrabadi, Nasim - In: Journal of Industrial Engineering International 15 (2019) 4, pp. 695-707

Original data envelopment analysis models treat decision-making units as independent entities. This feature of data envelopment analysis results in significant diversity in input and output weights, which is irrelevant and problematic from the managerial point of view. In this regard, several...

Persistent link: https://www.econbiz.de/10013470799

A sequence of targets toward a common best practice frontier in DEA

Nasrabadi, Nasim - In: Journal of industrial engineering international 15 (2019) 4, pp. 695-707

Persistent link: https://www.econbiz.de/10012164829

Using SVM for Classification

Ciobanu, Dumitru - In: Acta Universitatis Danubius. OEconomica (2012) 5(5), pp. 209-224

Support Vector Machines (SVMs)have found many applications in various fields. They have been introduced for classification problems and extended to regression. In this paperI review the utilization of SVM for classification problems and exemplify this with application on IRIS datasets. I used...

Persistent link: https://www.econbiz.de/10010592596

The transformation function, technical efficiency, and the CCR ratio

Ray, Subhash C. - 2017

Persistent link: https://www.econbiz.de/10011687681

Finding stability regions for preserving efficiency classification of variable returns to scale technology in data envelopment analysis

Zamani, P.; Borzouei, M. - In: Journal of Industrial Engineering International 12 (2016), pp. 499-507

This paper addresses issue of sensitivity of efficiency classification of variable returns to scale (VRS) technology for enhancing the credibility of data envelopment analysis (DEA) results in practical applications when an additional decision making unit (DMU) needs to be added to the set being...

Persistent link: https://www.econbiz.de/10011640921

Finding stability regions for preserving efficiency classification of variable returns to scale technology in data envelopment analysis

Zamani, P.; Borzouei, M. - In: Journal of industrial engineering international 12 (2016), pp. 499-507

Persistent link: https://www.econbiz.de/10011565307