ارزیابی کارایی شرکتهای بورسی ایران با استفاده از روش ترکیبی تحلیل پوششی داده و یادگیری ماشین
کلمات کلیدی:
شرکتهای بورسی ایران, ارزیابی کارایی, تحلیل پوششی داده, یادگیری ماشینچکیده
این مقاله به بررسی کارایی شرکتهای بورسی ایران با استفاده از روش تحلیل پوششی دادهها و الگوریتمهای یادگیری ماشین میپردازد. ابتدا، نمرات کارایی 130 شرکت بورسی در بازه زمانی 1386 تا 1402 با تحلیل پوششی دادهها محاسبه شده است. متغیرهای ورودی شامل جمع بدهی و RETRSIK و متغیرهای خروجی شامل بازده سالیانه سهام و نقد شوندگی انتخاب شدند. سپس، الگوریتم یادگیری ماشین برای شناسایی و ارزیابی متغیرهای حیاتی در پیشبینی عملکرد شرکتها به کار گرفته شد. نتایج نشان داد که الگوریتم XGBoost عملکرد برتری در پیشبینی داشت. این مطالعه نشان میدهد که ترکیب روشهای تحلیل پوششی دادهها و یادگیری ماشین میتواند ابزار مؤثری برای تحلیل و پیشبینی کارایی شرکتهای بورسی باشد و به تصمیمگیریهای سرمایهگذاران و مدیران کمک کند. این پژوهش به نقش روشهای نوین تحلیل دادهها در بهبود تصمیمگیریهای اقتصادی و مالی تأکید دارد.
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حق نشر 2025 مجتبی غیاثی, امید ولیزاده, بهاره جوشنی, محسن لطفی (نویسنده)

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