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Application of the neural F-Score in Latin American stock markets

In: Handbook of Banking and Finance in Emerging Markets

Author

Listed:
  • Lidia Loban
  • Cristina Ortiz
  • Luis Vicente

Abstract

This work applies a network DEA model to the value investing F-Score proposed by Piotroski (2000). This neural approach proposed by Gimeno et al. (2020) overcomes the binary valuation of listed companies with good/bad fundamentals as well as the assessment of the interaction among the main financial areas in a listed company. The analysis of the largest listed companies in the emerging stock markets of Latin America provides evidence of the performance contribution of this neural F-Score in comparison with the well-known F-Score.

Suggested Citation

  • Lidia Loban & Cristina Ortiz & Luis Vicente, 2022. "Application of the neural F-Score in Latin American stock markets," Chapters, in: Duc K. Nguyen (ed.), Handbook of Banking and Finance in Emerging Markets, chapter 6, pages 104-114, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:20452_6
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    Keywords

    Development Studies; Economics and Finance;

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