Performance Evaluation of Iranian OTC's Companies by Using Stochastic Dominance Criteria and Optimizing with PSO and ANN Hybrid Model

The goal of the current study is performance evaluation of Iranian OTCs companies by using stochastic dominance and optimizing them by employing Artificial Neural Network and Particle Swarm Optimization hybrid model .To fulfill this objective, we used daily and weekly return of under investigation 3...

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Bibliographic Details
Main Authors: Sajad Jamshidi, Gholam Reza Zamanian
Format: Article
Language:fas
Published: University of Isfahan 2018-09-01
Series:Journal of Asset Management and Financing
Subjects:
otc
ann
pso
Online Access:https://amf.ui.ac.ir/article_22816_b2072f68c1649e5ebbc63585bd816af1.pdf