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

Lidia Loban, Cristina Ortiz and Luis Vicente

Chapter 6 in Handbook of Banking and Finance in Emerging Markets, 2022, pp 104-114 from Edward Elgar Publishing

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.

Keywords: Development Studies; Economics and Finance (search for similar items in EconPapers)
Date: 2022
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