FAMILIES OF CLASSIFIERS – APPLICATION IN DATA ENVELOPMENT ANALYSIS Cover Image

FAMILIES OF CLASSIFIERS – APPLICATION IN DATA ENVELOPMENT ANALYSIS
FAMILIES OF CLASSIFIERS – APPLICATION IN DATA ENVELOPMENT ANALYSIS

Author(s): Urszula Grzybowska, Marek Karwański
Subject(s): Economy, Methodology and research technology
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: random forests; gradient boosting; DEA; rating classes; variable selection; ranking; high rated portfolio;

Summary/Abstract: Economic description of firms and companies is based on a number of indicators. The indicators are related to each other and can be considered only in a specific context. Regression models allow for such approach. Unfortunately, the problems we deal with are usually nonlinear and the choice of relevant information is very difficult. The aim of the paper is to present a method of variable selection based on random forest and gradient boosting approach and its application to companies ranking in DEA method. The results will be compared with the ordering obtained using expert supported approach for variable selection in DEA.

  • Issue Year: XV/2014
  • Issue No: 2
  • Page Range: 94-101
  • Page Count: 8
  • Language: English