97028 20220405150414.0 doi 10.1016/j.frl.2019.101367 sideral 115137 ART-2020-115137 eng Gimeno Losilla, Ruth Universidad de Zaragoza (orcid)0000-0003-4675-6762 A neural approach to the value investing tool F-score 2020 Access copy available to the general public Unrestricted This work is the first neural approach to Piotroski’s (2000) F-Score. From the same informative signals, our approach based on network data envelopment analysis allows for 1) overcoming the binary perspective of classification between companies with good/bad fundamentals, and 2) appropriately assessing the existing interaction among a company’s main financial areas. The analysis of a complete sample of the largest listed companies in the Eurozone and in the U.S. market in the period 2006-2017 shows that our neural F-Score significantly improves the portfolio returns obtained by the original F-Score. Sigue faltando paginación info:eu-repo/grantAgreement/ES/DGA/S38-17R info:eu-repo/grantAgreement/ES/MINECO/RTI2018-093483-B-I00 info:eu-repo/semantics/openAccess by-nc-nd http://creativecommons.org/licenses/by-nc-nd/3.0/es/ 5.596 2020 BUSINESS, FINANCE 6 / 108 = 0.056 2020 Q1 T1 1.339 2020 Finance 2020 Q1 info:eu-repo/semantics/article info:eu-repo/semantics/acceptedVersion Lobán Acero, Lidia Universidad de Zaragoza (orcid)0000-0002-3528-4715 Vicente Gimeno, Luis Alfonso Universidad de Zaragoza (orcid)0000-0003-4778-5960 4002 230 Universidad de Zaragoza Dpto. Contabilidad y Finanzas Área Economía Finan. y Contab. 37, 101367 (2020), [6 pp.] Finance res. lett. Finance Research Letters 1544-6123 604780 http://zaguan.unizar.es/record/97028/files/texto_completo.pdf Postprint 2051855 http://zaguan.unizar.es/record/97028/files/texto_completo.jpg?subformat=icon icon Postprint oai:zaguan.unizar.es:97028 articulos driver 2022-04-05-14:36:05 ARTICLE